Senior Analyst, FX risk management unit at Sberbank ALM / Treasury
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. 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.
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 s 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
2 года (Обязательно)