Specialist of the Independent Price Verification department

  • Сбер
  • Russia, Moscow

IPV is part of the CIB Risks Team. Our main function is to assure independence and reliability of valuations for financial instruments.

Vacancy description

Job Description

  • We are looking for an exceptional candidate who is ready for interesting and challenging projects.
  • Successful candidate will immerse themself in Finance/Quantitative/IT topics from the first day.
  • The role assumes strong mathematical background, good oral and written communication skills and ability to work under pressure.


Key Responsibilities

  • Valuation of FX&IR derivatives, exotics and structured products
  • Approval and verification of new products/models/market data
  • Calculation of reserves and adjustments for market instruments
  • Methodology and process improvement


Desired Skills and Qualification

  • Master degrees in quantitative field (Mathematics, Physics, CS, Economics, Finance)
  • Understanding of financial derivatives, valuation models and numerical methods
  • Strong computer skills, programming experience in C++/C#/Java/Python is a plus

Candidate selection criteria

Professional Experience*

1 year (Required)


Master (Required)