- Pełen etat/hybrydowa do ustalenia
Associate, Treasury Model Developer – Data Scientist
- 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).
- Advanced knowledge of at least two of the following: Python (mandatory), R, SQL, VBA.
- Experience in using technical skills such as SQL and VBA in data extraction, investigation and computation.
- Proven ability to comprehend business requirements and processes, and to identify inefficiency, risk, and to provide appropriate business solutions or alternatives.
- Experience in working with IT and change management functions to implement analytical solutions would be an asset.
- Ability to independently and efficiently execute on assigned tasks.
- Excellent written and verbal communication in English.
- Conduct data analysis using Python/R (statistical tool) and VBA pertaining to ALM balance sheet models.
- Drive definition of methodologies to calculate and forecast balance sheet positions and key Treasury, Risk and Balance Sheet Management metrics.
- Drive new models development and maintenance the existing ones using different tools: Python, R SQL and VBA.
- Co-lead Artificial Intelligence / Machine Learning transformation of Treasury.
- Design the relevant data extracts as inputs to models and solutions, considering the balance between accuracy and model performance.
- Document underlying methodologies, design, assumptions and operating models.
- Participate communication with desks, policy owners and risk managers to understand user needs, resolve issues and promote usage of the products developed.