In Sberbank in the Office, check the open vacancies. We are product specialists in the field of system analysis, database, promotion, and distribution of data.
In Sberbank employs more than 800 models of forecasting. Most models are developed in Python, SAS, R.
The model execution environment is almost always different from the model development environment.
The model uses data from various sources and information systems of the Bank.
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;
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
1 год (Обязательно)
Бакалавр / Специалист (Опционально)