The team is working on a project to implement customer behavior models and calculate risk metric forecasts within the internal risk control and management system.
Responsibilities:
- Perform customer functions (planning, resource allocation control, task setting, control at all stages of implementation, testing)
- Interact with IT and related functional departments within cross-functional tasks
- Participate as a technical expert in projects for the creation and automation of analytical processes for interest rate risk management
- Engage in optimization and support of actual risk metric calculations
- Develop interactive reporting (BI)
- Analyze the interest rate risk profile forecast and develop an action plan for its management
- Analyze and evaluate the effects of implementing new regulatory requirements
We expect you to:
- Have a higher technical and/or financial education
- Have at least 4 years of work experience
- Possess strong SQL and Python skills for data analysis (numpy/pandas)
- Be familiar with ML libraries (sklearn/catboost) and proficient in visualization libraries (matplotlib/seaborn)
- Have conversational English skills
- Use neural networks in your daily work
What we offer:
- Comfortable modern office near Kutuzovskaya metro station
- Annual salary review, annual bonus
- Corporate gym and recreation areas
- Sber's unique training system for professional and career development
- Extended voluntary medical insurance and preferential insurance for family members
- Flexible mortgage loan discount equal to 1/3 of the Central Bank's key rate
- Free SberPrime+ subscription, discounts on partner company products
- Reward for recommending friends to the Sber team
- Corporate pension program
