Intern position in Sberbank Asset&Liability Management / Treasury

Sberbank Treasury is a team of more than 90 professionals responsible for profit maximization, banking book risk management (interest rate and FX risk), liquidity management and regulatory requirements fulfillment.

Job Description
The position is offered in the Treasury’s asset and liability management unit which responsibilities include banking book FX and interest rate risk management, product control, balance sheet simulation modeling and stress-testing. Key responsibilities of the intern include:

-Support and development of informational infrastructure for FX and interest rate risk monitoring and management;
-Data mining & analysis, support of internal databases on derivatives, banking products and market rates, etc.;
-Participation in banking book FX and interest rate risk management (incl. regular calculation of risk metrics and reporting, support of models, validation, hedging strategies development, scenarios simulations);
-Preparation of regular management information system reports and presentations for ALCO;

What’s on Offer
-Off-cycle intern position with competitive compensation + possibility to receive full-time position after graduation;
-Excellent working environment within dynamic and amiable ALM team;
-Outstanding opportunities to learn ALM (incl. FX&IR risk management, balance sheet management, banking product management, product pricing);
-Opportunity to develop broad and deep understanding of the banking business;
-Opportunity to work in the professional environment with contemporary banking, ALM and risk management approaches and software (including ALM RiskPro system, Bloomberg, Reuters, internal datawarehouse, etc.).

Successful Applicant
-Sberbank Treasury team is looking for an ambitious and driven final year student who is willing to develop as an ALM professional for an off-cycle internship. The successful candidate will be:
-Final year master of arts student with major in Economics or Finance;
-Able to dedicate at least 20 hours per week for the internship with;
-Solid knowledge of Mathematics, Economics and Finance (statistics, econometrics, corporate finance, financial risk management, fixed income and derivatives);
-Solid IT skills (advanced MS Excel and Access user, knowledge of programming languages, especially, VBA, SQL is a plus);
-Excellent presentational skills, good working knowledge of MS Power Point;
-Advanced or fluent English (spoken and written);
-Experience in market or research is a plus.

Send your CV (in pdf format) to [email protected] (Subject: Sberbank Treasury)