Specialist of the Independent Price Verification department

  • Сбербанк России
  • Россия, Москва

IPV is part of the CIB Risks Team. Our main function is to assure independence and reliability of valuations for financial instruments.

Параметры

Деривативы и Структурные Продукты, Кванты Банки Специалист / Аналитик Постоянная, Полная Нет 16.03.2019 - 10.04.2019 446

Описание вакансии

Job Description

  • We are looking for an exceptional candidate who is ready for interesting and challenging projects.
  • Successful candidate will immerse themself in Finance/Quantitative/IT topics from the first day.
  • The role assumes strong mathematical background, good oral and written communication skills and ability to work under pressure.

 

Key Responsibilities

  • Valuation of FX&IR derivatives, exotics and structured products
  • Approval and verification of new products/models/market data
  • Calculation of reserves and adjustments for market instruments
  • Methodology and process improvement

 

Desired Skills and Qualification

  • Master degrees in quantitative field (Mathematics, Physics, CS, Economics, Finance)
  • Understanding of financial derivatives, valuation models and numerical methods
  • Strong computer skills, programming experience in C++/C#/Java/Python is a plus

Требования к кандидату

Профессиональный опыт*

3 года (Обязательно)


Образование

Магистр (Обязательно)