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.).