Regular calculation and control of interest rate risk metrics for the banking book.
Responsibilities
- calculation of interest rate risk metrics for the banking book, decomposition of metrics by main components
- monitoring compliance with limits and restrictions on banking book transactions in financial markets
- preparation of data for independent reporting on the historical dynamics of interest rate risk metrics for the banking book
- participation in the development of the interest rate risk limitation system
Requirements
- completed higher education in mathematics/economics
- at least 2 years of experience in risk management in financial organizations
- knowledge of the bank's main product line regarding its impact on interest rate risk
- knowledge of the basics of accounting and management accounting
- deep knowledge of SQL, Python
- experience with generative AI models; experience in creating AI agents and using them in work will be an advantage
Conditions
- comfortable modern office near Kutuzovskaya metro station
- office-based work format
- annual salary review, quarterly and annual bonus (bonus is specified depending on the position and bonus system)
- corporate gym and recreation areas
- over 400 educational programs from SberUniversity for professional and career development
- adaptation program and supervisor support at the start (for Junior positions)
- extended voluntary medical insurance, preferential insurance for family and corporate pension program
- flexible mortgage discount equal to 1/3 of the CBR key rate
- Prime subscription with the possibility of shared use by three close people
- reward for recommending friends to the Sber team.
