Risk Quants
Company: Sberbank PJSC
Location: Moscow, RU
Work Format: hybrid
Sber is looking for interns and specialists for the risk quant division to develop pricing models and risk metrics, as well as advance AI methods for finance, including generative models and reinforcement learning.
Tasks:
- Development of pricing models and risk metric calculation for financial instruments
- Advancement of market risk management approaches
- Development of cutting-edge AI methods for finance: generative modeling of multimodal data (diffusion, VAE, LLM, etc.)
- Reinforcement learning
- Integration of fundamental research with Sber's applied tasks
Requirements:
- Education with a mathematical focus (MKN SPbU, Math Faculty HSE, Mech-Math MSU, RESh, MIPT, ITMO, etc.)
- Understanding of financial mathematics: probability theory, stochastic processes, mathematical statistics, econometrics
- Fluent in Python (NumPy, Pandas, PyTorch)
- Basic knowledge of ML/DL
- Classic ML methods, Deep Learning
- Modern generative models / RL algorithms
- LLM architectures and principles
Conditions:
- Comfortable modern office near Kutuzovskaya metro station
- Work format: hybrid
- Annual salary review and annual bonus
- Corporate gym and rest areas
- Over 400 educational programs from SberUniversity
- Extended voluntary medical insurance, preferential insurance for family, and corporate pension program
- Flexible mortgage loan discount equal to 1/3 of the Central Bank's key rate
- Free SberPrime+ subscription, discounts on products from partner companies
- Reward for recommending friends to the Sber team
Skills:
- Python
- NumPy
- Pandas
- PyTorch
- ML
- DL
- LLM
- VAE
- diffusion
- RL
- Time Series
