Description
We are looking for a Department Head who will participate in the methodological and technological development of the management of the banking book's interest rate risk.
Responsibilities
Tasks:
- participation in projects for the development of the methodology and technology for managing the banking book's interest rate risk
- definition of risk metrics, establishment of limits
- participation in defining the interest rate risk management strategy
- setting tasks for automation
- interaction with the Treasury Department
Requirements
We expect from the candidate:
- at least 5 years of work experience in the field of interest rate risk management in financial organizations
- completed higher education in Mathematics/Economics
- deep understanding of the banking book's interest rate risk (types of risk and management methods, knowledge of a large bank's product line in terms of its impact on interest rate risk)
- knowledge of the basics of accounting and management accounting
- knowledge of SQL, Python
- knowledge of key concepts of financial management in a bank: ROE, EVA, CoR, RoRWA, FTP.
Conditions
What we offer:
- comfortable modern office near Kutuzovskaya metro station
- full-time office work
- annual salary review, annual bonus
- corporate gym and recreation areas
- more than 400 educational programs from SberUniversity for professional and career development
- extended voluntary health insurance (VHI), preferential insurance for family, and corporate pension program
- mortgage rates up to 7% more favorable for every employee
- free SberPrime+ subscription, discounts on products from partner companies
- referral bonus for recommending friends to the Sber team.
