Associate, Treasury Model Developer – Data Scientist

WYMAGANIA

1. 3-5 years of relevant experience in data science or data modelling (SAS, R, Python, VBA) gathered in banking or other financial institutions (preferably in: Treasury, ALM, risk management, behavioural modelling).
2. Advanced knowledge of at least two of the following: Python (mandatory), R, SQL, VBA.
3. Experience in using technical skills such as SQL and VBA in data extraction, investigation and computation.
4. Proven ability to comprehend business requirements and processes, and to identify inefficiency, risk, and to provide appropriate business solutions or alternatives.
5. Experience in working with IT and change management functions to implement analytical solutions would be an asset.
6. Ability to independently and efficiently execute on assigned tasks.
7. Excellent written and verbal communication in English.

ZAKRES OBOWIĄZKÓW

1. Conduct data analysis using Python/R (statistical tool) and VBA pertaining to ALM balance sheet models.
2. Drive definition of methodologies to calculate and forecast balance sheet positions and key Treasury, Risk and Balance Sheet Management metrics.
3. Drive new models development and maintenance the existing ones using different tools: Python, R SQL and VBA.
4. Co-lead Artificial Intelligence / Machine Learning transformation of Treasury.
5. Design the relevant data extracts as inputs to models and solutions, considering the balance between accuracy and model performance.
6. Document underlying methodologies, design, assumptions and operating models.
7. Participate communication with desks, policy owners and risk managers to understand user needs, resolve issues and promote usage of the products developed.

WIĘCEJ INFORMACJI: https://scb.taleo.net/careersection/ex/jobdetail.ftl?job=2100031681&lang=en&HRS_SUBSOURCE_ID=1804