Analyst / Senior Analyst / Project Manager / Senior Project Manager / Executive Director in Validation Department

  • Сбербанк России
  • Россия, Москва

Sberbank Validation team is looking for an ambitious and driven Risk Management / Model development specialists who are available immediately or within 1-2 months.

Описание вакансии

Key responsibilities include:

  • Development and improvement of analytical tools for analysis of statistical models and machine learning algorithms;
  • Implementation of independent testing of predictive models and processes used by the bank in risk analytics, marketing strategies, automation, monitoring;
  • Participation in projects aimed at development and implementation of interactive reports and presentations;
  • Participation in departmental team efforts in introduction and development of validation methodologies for black box models;
  • Coordination and participation in improving of Model Risk Management policy;
  • Communication with colleagues at foreign and local subsidiaries;
  • Successful Applicant Sberbank Validation team is looking for an ambitious and driven Risk Management / Model development specialists who are available immediately or within 1-2 months.
  • The work experience of candidates can vary from 0 to 10 years.
  • The successful candidate will be: NES/ HSE / MIPT / MSU or other top university graduate with MA degree in Mathematics, Economics or Finance is preferred (or at least 1st - 2nd year master student);
  • Solid knowledge of Mathematics, Economics and Finance (statistics, econometrics, machine learning algorithms);
  • Experienced in programming (R / Python / SAS) and databases (Oracle PL / SQL);
  • Excellent presentational skills, good working knowledge of MS Power Point;
  • Advanced or fluent English (spoken and written) is preferred;
  • Understanding of bank risk management, regulatory requirements (e.g. Basel) is preferred.

What we offer

  • Full-time position with a competitive salary + performance related bonuses and nice work-life balance;
  • Excellent benefit package (free medical insurance, free gym, education in Sberbank Corporate university etc.);
  • Unique opportunity to make an active contribution to the formation of the largest data-driven organization in Russia;
  • Excellent working environment within dynamic and rapidly growing Validation team (80% NES / HSE / MIPT /MSU graduates);
  • Outstanding opportunities to learn and progress in model risk management (incl. credit risk (corporate / retail), portfolio models, stress testing, marketing strategies expanded by big data, machine learning, AI models);
  • Opportunities to influence and improve Bank s business and risk strategy. Ongoing education in the field of predictive analytics, artificial intelligence and machine learning (training on the job, participation in conferences and seminars, etc.).

Требования к кандидату

Образование

Бакалавр / Специалист (Опционально)

Разрешение на работу

Россия (Опционально)