Description
Sber's risk-quants division has openings for interns and experienced professionals specializing in financial market modeling and machine learning (ML).
Responsibilities
- Developing pricing models and risk metric calculations for financial instruments, as well as approaches to market risk management
- Advancing cutting-edge AI methods for finance: generative modeling of multimodal data (diffusion, VAE, LLM, etc.), reinforcement learning
- Combining fundamental research with applied tasks at Sber.
Requirements
- Mathematics-focused education: preferably (but not limited to) SPbSU (Faculty of Mathematics and Mechanics), HSE Faculty of Mathematics, MSU (Faculty of Mechanics and Mathematics), Russian Economic School, Moscow Institute of Physics and Technology, ITMO University, etc.
- Understanding of financial mathematics: knowledge in probability theory and stochastic processes, mathematical statistics and econometrics
- Programming: proficiency in Python (NumPy, Pandas, PyTorch)
- Basic knowledge of ML/DL
- Classical ML methods, Deep Learning
- Modern generative models / RL algorithms
- LLM architectures and principles.
Will be an advantage:
- Possession of professional certificates – CFA, FRM, CQF, etc.
- Completion of courses at ShAD, Vega or similar
- Project experience in GenAI, Time Series (TS) analysis, Reinforcement Learning (RL).
Conditions
- Comfortable modern office near Kutuzovskaya metro station
- Work format: hybrid
- Annual salary review and yearly bonus
- Corporate gym and recreation areas
- Over 400 educational programs from SberUniversity for professional and career development
- Extended voluntary health insurance (VHI), preferential insurance for family members, and a corporate pension program
- Flexible mortgage discount, equal to 1/3 of the Central Bank's key rate
- Free SberPrime+ subscription, discounts on products from partner companies
- Referral bonus for recommending friends to join the Sber team.
