Description
We are seeking a specialist who will independently perform and oversee fair value calculations for the bank's credit products, be responsible for the quality of results in key areas, and coordinate methodologically complex valuation issues. You will work with a large, diversified credit portfolio: interpreting model results, analyzing complex and structured deals, as well as resolving atypical situations that require professional judgment and deep analytical work. The results of your work will be used in preparing financial reporting and for the bank's management decisions. The position involves active participation in project activities and interaction with risk management, finance, IT, and business line teams.
Responsibilities
- performing and controlling the correctness of loan fair value calculations
- resolving atypical situations, non-standard deals, and methodological valuation questions
- interpreting quantitative model results, forming expert opinions, and preparing analytical materials
- analyzing the sensitivity of instrument value to key market factors
- participating in the development of business requirements and setting tasks for the IT team, testing and validating enhancements to valuation systems
- participating in project activities related to developing valuation processes, automating them, improving efficiency, and implementing new technological solutions
Requirements
- higher education in finance / economics / mathematics / physics / IT
- from 3 years of experience in the banking sector in the field of financial instrument valuation, derivatives, market risk, ALM, or Product Control
- practical experience in valuing derivative financial instruments (DFIs) and cash flow analysis
- experience in market risk, including sensitivity calculation
- knowledge and experience applying the requirements of IFRS 9/13 standards
- confident proficiency in Excel
- skills in working with Python, SQL, or other data analysis tools
- basic understanding of the principles of modern AI tools (including LLMs) and their potential applications in analytical work
Will be a plus
- experience participating in projects for calculation automation and IT system development
- participation in projects for implementing / developing valuation methodologies for new banking products or complex structured deals
- experience interacting with auditors and regulatory divisions
- possession of professional certificates in finance and risk management
- participation in projects implementing AI solutions in financial or analytical processes
Conditions
- comfortable modern office near Kutuzovskaya metro station
- office-based work format
- annual salary review, quarterly and annual bonus (bonus depends on position and bonus system)
- corporate gym and relaxation areas
- more than 400 educational programs from SberUniversity for professional and career development
- adaptation program and manager assistance at the start (for Junior positions)
- extended VHI, preferential family insurance, and a corporate pension program
- more favorable mortgage rates (up to 7% benefit) for every employee
- free SberPrime+ subscription, discounts on products from partner companies
- referral bonus for recommending friends to join Sber's team.
