Senior Analyst, FX risk management unit at Sberbank ALM / Treasury

  • Сбербанк России
  • Россия, Москва

Sberbank FX risk management team is responsible for banking book FX and interest rate risk management, structured transaction analysis, balance sheet simulation modeling and stress-testing, developing FX risk management policy of the Bank and participates in its implementation.

Параметры

Treasury, Risk Managment Банки, Консалтинг, Финансовые услуги Специалист / Аналитик Постоянная, Полная Нет 23.06.2018 2014

Описание вакансии

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

Key responsibilities include:

  • Development of the FX risk management strategy in the Bank and the Group;
  • Strategic analysis to support decision making on strategic FX risk management, ALM risk positioning;
  • Developing FX hedging strategies for the Bank and the Group;
  • Improving the methodology of FX risk calculation;
  • Coordination of risk-metrics and regulatory ratios implementation in ALM system for the banking book FX risk;
  • Coordination of reporting implementation project, including SQL databases, interactive reports and presentations;
  • Complex transactions analysis to estimate effects on Bank s profit, FX and Interest Rate risks;
  • Supervision and participation in the 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:

  • NES/ HSE / MSU / SPBU graduate with MA degree in Mathematics, Economics or Finance;
  • Knowledge of Central Bank of Russia and Basel requirements for assets and liabilities management, FX, interest rate, and liquidity risks management, capital adequacy calculation. Solid knowledge of Mathematics, Economics and Finance (statistics, econometrics, corporate finance, financial risk management, fixed income and derivatives);
  • At least 2 years of working experience in finance a universal or commercial bank / consulting / fund;
  • Project management / team management experience is a plus;
  • Good IT skills (advanced MS Excel and Access user, knowledge of VBA, SQL is a plus);
  • Excellent presentational skills, good working knowledge of MS Power Point;
  • Advanced or fluent English (spoken and written);
  • Experience in financial statement analysis or corporate finance 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, ALM trainings abroad, 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*

2 года (Обязательно)


Образование

Магистр (Обязательно)

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