Analyst in Treasury

The team is working on a project to implement customer behavior models and forecast risk metric calculations within the internal risk control and management system.

What you will be doing:

• performing customer functions (planning, resource allocation control, task setting, control at all stages of implementation, testing)
• interacting with IT and adjacent functional departments within cross-functional tasks
• participating as a technical expert in projects to create and automate analytical processes for interest rate risk management
• engaging in the optimization and support of actual risk metric value calculations
• engaging in the development of interactive reporting (BI)
• analyzing the interest rate risk profile forecast and developing an action plan for its management
• analyzing and evaluating the effects of implementing new regulatory requirements

What we expect from you:

• have a higher education in technical and/or financial fields
• have 4+ years of work experience
• have good SQL and python skills for data analysis (numpy/pandas)
• know ML libraries (sklearn/catboost) and are proficient with visualization libraries (matplotlib/seaborn)
• have a conversational level of English
• use neural networks in your daily work

What we offer:

• a comfortable modern office near Kutuzovskaya metro station
• annual salary review, annual bonus
• corporate gym and relaxation areas
• Sber's unique training system for professional and career development
• extended VHI and discounted insurance for your family
• a flexible mortgage discount equal to 1/3 of the CBR key rate
• Prime subscription with the possibility of shared use among three close relatives
• rewards for recommending friends to the Sber team
• corporate pension program

Requirements

General education; Experience: 4 years