Team Leader / Senior Analyst position in Sberbank Asset Liability Management / Treasury

  • Сбербанк России
  • Россия, Москва

Sberbank Treasury is a team of more than 150 professionals responsible for profit maximization, securing of stable NII growth, banking book risk management (interest rate and FX risk), liquidity and regulatory capital management.

Описание вакансии

The position is offered in the Treasury`s asset and liability management unit which responsibilities include balance sheet strategy development, balance sheet simulation modeling/forecasting (Earnings at risk / NII and EVE), interest rate risk analysis, market research and FTP.

Key responsibilities of the analyst include:

  • Participation in bank balance sheet management strategy development: regular forecasting of balance sheet / NII of the Bank; analysis of balance sheet forecast and development balance sheet management measures (e.g. changes in funds transfer pricing curve, product rates); analysis of the new regulatory policies effects on the balance sheet, NII and risks of the bank Banking products models development (e.g. retail loans, corporate deposits) for business planning / analysis of financial manage;
  • Participation in IT implementation of balance sheet product, ALM risk models in ALM system;
  • Interactive reports development with factor analysis for senior management;
  • Development of reports and presentations for top management (Board / ALCo / Product Rates Committee). What s on Offer Full-time analyst position with competitive salary + performance related bonuses and nice work-life balance;
  • Excellent working environment within dynamic and amiable ALM team (100% HSE / NES graduates);
  • Excellent benefits package (free medical insurance, free gym, education in Sberbank Corporate university, ALM trainings abroad, etc.);
  • Outstanding opportunities to learn and progress in ALM (incl. IRR management, balance sheet management, funds transfer pricing, banking product management, product pricing);
  • Opportunity to develop wide and deep understanding of the banking business;
  • Opportunity to work in the professional environment with contemporary banking, ALM and risk management software (including ALM RiskPro system, Bloomberg, Reuters, etc.).

Successful Applicant

  • NES/ HSE / MSU / MIPT graduate with MA degree in Mathematics, Economics or Finance;
  • Solid knowledge of Mathematics, Economics and Finance (statistics, econometrics, corporate finance, financial risk management, fixed income and derivatives);
  • Good IT skills (advanced MS Excel and Access user, knowledge of programming languages, especially, VBA, SQL is a plus);
  • Excellent presentational skills, good working knowledge of MS Power Point;
  • Advanced or fluent English (spoken and written);
  • Highly motivated, with a proven ability to work under own initiative within a challenging/dynamic work environment

Требования к кандидату

Профессиональный опыт*

6 лет (Обязательно)


Образование

Магистр (Опционально)

Место жительства

Россия, Москва (Обязательно)

Индустриальный опыт

Финансовые услуги (Обязательно)

Консалтинг (Обязательно)

Банки (Обязательно)

Квалификация

FRM (Опционально)

CFA (Опционально)

Знание языка

Английский: Свободный (Обязательно)

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