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.
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.