Description
We are looking for an expert to be responsible for the methodological, modeling, and project aspects of fair value loan valuation. The role focuses on complex structured transactions, analysis of non-standard cases, and decision-making requiring professional judgment. Areas of responsibility include: interpreting model results, selecting correct market benchmarks, identifying relevant sources of pricing information, justifying applied valuation approaches, developing methodology, and independently managing projects for the development of the valuation function. Work results are used in the bank's financial reporting and defending the bank's position to auditors and the regulator.
Responsibilities
- Formulating and defending an expert position on fair value valuation of credit instruments
- Analyzing complex and non-standard transactions requiring professional judgment
- Determining approaches for calibration and selection of market parameters (priority of price sources, primary market, selection of curves, spreads, etc.)
- Interpreting results of quantitative models and assessing the correctness of their application
- Participating in the development of valuation models, setting tasks for modeling teams, and accepting results
- Methodological support of valuation processes and coordination of preparation of internal regulatory documents
- Managing projects for the development of the valuation function and process automation
- Preparing and defending the bank's position on fair value loan valuation matters during interactions with auditors and the regulator
- Coordinating the work of analysts on project and methodological tasks
Requirements
- Higher education in Finance / Economics / Mathematics / Physics / IT
- At least 5 years of experience in the field of financial instruments/derivatives valuation, market risk, ALM, Product Control, or modeling divisions
- Deep understanding of financial instrument pricing principles and practical experience in their valuation, including experience with interest rate models
- Practical experience in applying IFRS 9/13 in the valuation of financial instruments
- Experience in analyzing market risks and the sensitivity of instrument value to key factors
- Confident proficiency in Excel/SQL/Python or similar data analysis tools
- Experience in methodological work and development of internal regulatory documents
- Understanding of the possibilities for applying modern AI tools in analytical work
Will be a plus
- Experience in valuing complex structured financial instruments
- Experience leading projects in finance / market risk management
- Experience in forming and defending a position on accounting/fair value valuation of financial instruments before auditors and the regulator
- Participation in projects implementing AI solutions in financial or analytical processes
Conditions
- Comfortable modern office near Kutuzovskaya metro station
- Office work format
- Annual salary review, quarterly and annual bonus (the bonus is indicated depending on the position and bonus system)
- Corporate gym and recreation areas
- More than 400 educational programs from SberUniversity for professional and career development
- Adaptation program and manager's assistance at the start (for Junior positions)
- Extended health insurance, preferential insurance for family, and corporate pension program
- Mortgage more favorable by up to 7% for every employee
- Free SberPrime+ subscription, discounts on products from partner companies
- Reward for recommending friends to the Sber team
