Senior specialist of the Independent Price Verification department

  • Сбербанк России
  • Россия, Москва

We are looking for experienced people 3 - 5 years and specialization in banking, risk management and valuation

Параметры

ИТ - анализ данных, Кредитование Корпоративное Банки Специалист / Аналитик Постоянная, Полная Нет 01.07.2020 - 28.07.2020 4014

Описание вакансии

Successful candidates will work mainly with credit instruments: regular pricing (portfolio of vanilla and structured instruments), do reporting and presentations, analyze and communicate results, propose improvement in IT & methodology & process.

 

Key responsibilities:

  • Testing releases of IT systems related to pricing of credit instruments;
  • Enhancement of data integrity process around credit instrument (market data and statics);
  • Improvement and documentation of the credit instrument fair valuation process;
  • Regular pricing of credit instrument (vanilla and structured), Greeks calculation, P&L explain.

 

Desired skills and Qualification:

  • Master degree in Finance/Economics (preferably also degree in Mathematics/Physics);
  • Good understanding of reserving (AC and FV) procedures and methodologies;
  • Understanding of IFRS requirement related to fair valuation of derivatives and loans (IFRS 9/13);
  • Strong computer skills, experienced SQL user, understanding main principles of building up production systems;
  • Good soft skills, result oriented hard worker, attention to details, stress tolerance.

 

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 & training for our employees