Associate Director, Treasury Modelling & Design

Associate Director, Treasury Modelling & Design

Standard Chartered

  • Warszawa
  • Full time job/ a hybrid model of work

WYMAGANIA

  1. 5+ years of work experience and 3+ years of relevant experience in front or middle office Interest Rate Risk Management, Liquidity Management, Liquidity Risk Management or Treasury in banking institution, or similar experience in a consulting / software development firm covering the same business aspects.     
  2. Very good understanding and practical experience in: Liquidity cashflow mismatch, LCR and NSFR, Internal liquidity stress testing, Understanding of bank systems architecture.
  3. Excellent written and verbal communication in English.
  4. Essential: ALM and Commercial Book products.
  5. Extra: Exposure to trading book products.
  6. Prior experience with Balance Sheet Management platforms (Moody’s Analytics, QRM, Oracle, etc.) or booking platforms (Murex, Kondor, etc.) is an advantage.

ZAKRES OBOWIĄZKÓW

  1. Defines the methodology to calculate and forecast balance sheet positions and key Treasury, Risk and Balance Sheet Management metrics and oversees its implementation.
  2. Reviews designs of the relevant data extracts as inputs to models and solutions, considering the balance between accuracy and model performance.
  3. Reviews and develops calculation prototypes in excel to communicate complex requirements to Technology partners
  4. Documents all underlying methodologies, design, assumptions and operating models.
  5. Supports, as the SME, the migration of tactical solutions to strategic platforms.
  6. Schedules and manages workloads for individual projects.
  7. Provides input into the strategic direction of Treasury platforms and plan projects accordingly.
  8. Oversees the team of modellers, providing ongoing guidance and ensuring people growth.

WIĘCEJ INFORMACJI: https://scb.taleo.net/careersection/ex/jobdetail.ftl?job=2100011974&lang=en&HRS_SUBSOURCE_ID=1804

2022

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