- Pełen etat/hybrydowa do ustalenia
Associate Director, Treasury Modelling & Design
- 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.
- Very good understanding and practical experience in: Liquidity cashflow mismatch, LCR and NSFR, Internal liquidity stress testing, Understanding of bank systems architecture.
- Excellent written and verbal communication in English.
- Essential: ALM and Commercial Book products.
- Extra: Exposure to trading book products.
- Prior experience with Balance Sheet Management platforms (Moody’s Analytics, QRM, Oracle, etc.) or booking platforms (Murex, Kondor, etc.) is an advantage.
- Defines the methodology to calculate and forecast balance sheet positions and key Treasury, Risk and Balance Sheet Management metrics and oversees its implementation.
- Reviews designs of the relevant data extracts as inputs to models and solutions, considering the balance between accuracy and model performance.
- Reviews and develops calculation prototypes in excel to communicate complex requirements to Technology partners
- Documents all underlying methodologies, design, assumptions and operating models.
- Supports, as the SME, the migration of tactical solutions to strategic platforms.
- Schedules and manages workloads for individual projects.
- Provides input into the strategic direction of Treasury platforms and plan projects accordingly.
- Oversees the team of modellers, providing ongoing guidance and ensuring people growth.