Analyst, FX risk management unit at Sberbank ALM / Treasury

  • Сбербанк России
  • Россия, Москва

Our team is responsible for banking book FX management on the Bank and the Group level, developing FX risk management policy and structured transactions analysis.


Управление Рисками, Казначейство Банки, Консалтинг Специалист / Аналитик Постоянная, Полная Нет 15.11.2018 - 30.04.2019 6428

Описание вакансии

The team actively participates in strategic analysis to support ALCo / Group CFO / Head of Treasury decision making on the issues related to FX risk management.

Key responsibilities include:

  • Generating ideas for improvement of the FX risk management strategy;
  • Participation in strategic analysis to support decision making on FX hedging strategies;
  • Participation in FX regulation changes;
  • Implementation of risk-metrics and regulatory ratios in ALM system for the banking book FX risk;
  • Implementation of reporting projects, including SQL databases, interactive reports and presentations;
  • Participation in complex transactions analysis to estimate effects on Bank s profit, FX and Interest Rate risks;
  • Improvement of the informational infrastructure for FX risk monitoring;
  • Preparation of reports and presentations for Board / ALCo / Group Risk Committee.

Successful Applicant

Sberbank Treasury team is looking for an ambitious and driven Treasury / Risk specialist who is available immediately or within 1-2 months.

The successful candidate will be:

  • 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 (VBA, SQL, advanced MS Excel user);
  • Excellent presentational skills, good working knowledge of MS Power Point;
  • Advanced or fluent English (spoken and written);
  • Knowledge of FX, interest rate, and liquidity risks management, capital adequacy calculation is a plus;
  • Experience in money market, fixed income trading or research is a plus.

What is on 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.);
  • Excellent working environment within dynamic and amiable ALM team (80% NES / HSE graduates);
  • Outstanding opportunities to learn and progress in ALM (incl. FX Opportunities to influence and improve Bank s business and risk strategy.

Требования к кандидату

Профессиональный опыт*

1 год (Опционально)


Бакалавр / Специалист (Опционально)

Магистр (Опционально)

Место жительства

Россия, Москва (Обязательно)

Индустриальный опыт

Финансовые услуги (Опционально)

Консалтинг (Опционально)

Банки (Опционально)


FRM (Опционально)

CFA (Опционально)

Знание языка

Английский: Свободный (Обязательно)