Prudential risk/RWA methodology manager

  • Сбер
  • Russia, Moscow

Prudential risk/RWA methodology manager

Vacancy description

Responsibilities: 

  • RWA calculation & methodology across jurisdictions of Group’s international presence;
  • Methodological support of business with respect to RWA calculation;
  • Prudential regulations for financial markets review and analysis
  • RWA optimization for complex intergroup deals;
  • Participation in RWA-related IT projects, user testing.

 

Requirements:

  • University degree in Mathematics/Computer Science/Physics/Economics/Finance (MSU, MIPT, NES, HSE, etc.);
  • Experience with RWA for financial markets and derivative financial instruments;    
  • Knowledge of regulations (at least selective) Basel II/III, FRTB, Central Bank of Russia regulation (180-И, 511- П, 178-И, 3876-У), EU regulation (CRR, CRD, EMIR);
  • Data analysis skills, experience with programming languages/stats packages is advantage;
  • Advanced English;
  • Advantage: international professional certification (FRM, PRM, CFA, CQF, etc.);
  • Personal skills: efficient, proactive, attentive to details, result-oriented.

 

We offer:

  • Stable job in highly professional team
  • Interesting path of career in an international organization
  • Private health care, fitness in the office, employees’ benefits
  • Extensive courses & training for our employee

Candidate selection criteria

Professional Experience*

3 years (Required)


Education

Undergraduate (Required)

Languages

English: Competent (Required)