RWA Analyst – Risk modelling (Model Division – Risks CIB Department)

  • Сбербанк России
  • Россия, Москва

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)

Описание вакансии

Responsibilities:

  • RWA calculation 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.

Requirements:

  • 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;
  • Advanced English;
  • Significant advantage: international professional certification (FRM, PRM, CFA, CQF, etc.);
  • Personal skills: efficient, proactive, attentive to details, ready to work independently, result-oriented.

We offer:

  • Stable job in highly professional team;
  • Interesting path of career in an international organization;
  • Private health care, fitness in the office, employees benefits;
  • Extensive courses 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

Профессиональный опыт*

1 год (Обязательно)


Образование

Бакалавр / Специалист (Обязательно)

Разрешение на работу

Россия (Опционально)

Знание языка

Английский: Продвинутый (Опционально)

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