Сбер

Employer, Russia

Summary

Russia Moscow Derivatives & Structured Products, Quantitatives Banks Specialist / Analyst Permanent Full time No 31.10.2021 31542

Specialist of the Independent Price Verification department

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

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