The position is offered in the Treasury`s asset and liability management unit which responsibilities include balance sheet strategy development, balance sheet simulation modeling/forecasting (Earnings at risk / NII and EVE), interest rate risk analysis, market research and FTP.
Key responsibilities of the analyst include:
- Participation in bank balance sheet management strategy development: regular forecasting of balance sheet / NII of the Bank; analysis of balance sheet forecast and development balance sheet management measures (e.g. changes in funds transfer pricing curve, product rates); analysis of the new regulatory policies effects on the balance sheet, NII and risks of the bank Banking products models development (e.g. retail loans, corporate deposits) for business planning / analysis of financial manage;
- Participation in IT implementation of balance sheet product, ALM risk models in ALM system;
- Interactive reports development with factor analysis for senior management;
- Development of reports and presentations for top management (Board / ALCo / Product Rates Committee). What s on Offer Full-time analyst position with competitive salary + performance related bonuses and nice work-life balance;
- Excellent working environment within dynamic and amiable ALM team (100% HSE / NES graduates);
- Excellent benefits package (free medical insurance, free gym, education in Sberbank Corporate university, ALM trainings abroad, etc.);
- Outstanding opportunities to learn and progress in ALM (incl. IRR management, balance sheet management, funds transfer pricing, banking product management, product pricing);
- Opportunity to develop wide and deep understanding of the banking business;
- Opportunity to work in the professional environment with contemporary banking, ALM and risk management software (including ALM RiskPro system, Bloomberg, Reuters, etc.).
Successful Applicant
- NES/ HSE / MSU / MIPT graduate with MA degree in Mathematics, Economics or Finance;
- Solid knowledge of Mathematics, Economics and Finance (statistics, econometrics, corporate finance, financial risk management, fixed income and derivatives);
- Good IT skills (advanced MS Excel and Access user, knowledge of programming languages, especially, VBA, SQL is a plus);
- Excellent presentational skills, good working knowledge of MS Power Point;
- Advanced or fluent English (spoken and written);
- Highly motivated, with a proven ability to work under own initiative within a challenging/dynamic work environment