Senior specialist of the Independent Price Verification department

• Сбербанк России
• Россия, Москва

We are looking for experienced people 3 - 5 years and specialization in banking, risk management and valuation

ОТКЛИК НА ВАКАНСИЮ

ПОДПИСАТЬСЯ

ПОХОЖИЕ ПОЗИЦИИ

• JAVA РАЗРАБОТЧИК (КРЕДИТНЫЙ МОНИТОРИНГ)
• SENIOR ГРАФИЧЕСКИЙ ДИЗАЙНЕР
• UX ВЕДУЩИЙ ДИЗАЙНЕР (ИНТЕРФЕЙСЫ)
• MOBILE SENIOR UX/UI DESIGNER
• UX/UI ИССЛЕДОВАТЕЛЬ

ПРОСМОТРЕТЬ ВСЕ

ОПИСАНИЕ ВАКАНСИИ

Successful candidates will work mainly with credit instruments: regular pricing (portfolio of vanilla and structured instruments), do reporting and presentations, analyze and communicate results, propose improvement in IT & methodology & process.

Key responsibilities:

• Testing releases of IT systems related to pricing of credit instruments;
• Enhancement of data integrity process around credit instrument (market data and statics);
• Improvement and documentation of the credit instrument fair valuation process;
• Regular pricing of credit instrument (vanilla and structured), Greeks calculation, P&L explain.

Desired skills and Qualification:

• Master degree in Finance/Economics (preferably also degree in Mathematics/Physics);
• Good understanding of reserving (AC and FV) procedures and methodologies;
• Understanding of IFRS requirement related to fair valuation of derivatives and loans (IFRS 9/13);
• Strong computer skills, experienced SQL user, understanding main principles of building up production systems;
• Good soft skills, result oriented hard worker, attention to details, stress tolerance.

We offer:

• Stable job in highly professional team;
• Interesting path of career in an international organization;
• Private health care, fitness in the office, employees’ benefits;
• Extensive courses & training for our employees

ОТКЛИК

ПОДПИСАТЬСЯ