RWA Analyst – Risk modelling (Model Division – Risks CIB Department)
Sberbank Group is offering enthusiastic and talented applicants the opportunity to build a career in Financial Markets.
The role has a direct focus on Sberbank Group RWA management and provides excellent exposure to Risk, Global Markets (Trading),
Methodological support of business in respect to RWA calculation;
RWA optimizing for complex intergroup deals;
Developing prototypes of risk metrics in statistical packages/programming languages;
Participation in IT projects for calculations automatization: BRD, user testing.
University degree in Mathematics/Computer Science/Physics/Economics/Finance (MSU, MIPT, NES, HSE), Ph.D. in a quantitative field is an advantage;
1-2 years of experience in financial markets;
Knowledge of derivative financial instruments;
Understanding of the counterparty credit risk, market risk, CVA risk;
Significant advantage: knowledge of Basel II/III, FRTB, Central Bank of Russia regulation (180-И, 511- П, 178-И, 3876-У), EU regulation (CRR, CRD, EMIR);
Maths and Finance literacy;
Data analysis skills (Excel is a must);
Advantage: Python/R/VBA/Matlab knowledge or other programming languages/stats packages;
Significant advantage: international professional certification (FRM, PRM, CFA, CQF, etc.);
Personal skills: efficient, proactive, attentive to details, ready to work independently, result-oriented.
Stable job in highly professional team;
Interesting path of career in an international organization;
Private health care, fitness in the office, employees benefits;
Modern office building (5 min from Moscow underground & MCC) ranked #1 among new Russian offices in 2017: https://vc.ru/31111-10-luchshih-ofisov-rossiyskih-kompaniy-2017-goda
Требования к кандидату
Бакалавр / Специалист (Обязательно)
Разрешение на работу