Treasury Modelling Hub
In the face of evolving regulations, rapid developments in balance sheet management platforms and demand for risk modelling services
, Standard Chartered has established in Warsaw a global Treasury Modelling Hub
. It provides advanced Assets and Liabilities Management
solutions on - either built in-house or delivered by software vendors - risk assessment platforms. Our centre in Warsaw is dynamically evolving into a diverse working environment of business experts, programmers, data analysts and project managers. Local teams of subject matter experts in Liquidity and Interest Rate Risk
assessment methodologies, change management specialists and rapid developers (Java and Haskell programmers) work hand-in-hand to deliver state of the art Treasury risk forecasting and analysis solutions
. The Warsaw team works also very closely with our centres in India, Singapore, Hong Kong and London to ensure effective embedment of new model designs and materialization of expected benefits for the whole group.
The primary objective of the role is to drive balance sheet optimization delivery through analytical solutions, ALM behavioural models and statistical data analysis (e.g. economic life and stability of Non-Maturing Deposits, early redemptions of term deposits, prepayments and pricing of embedded optionality) for Treasury dealers, policy owners and risk managers. Responsibilities
- 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.
- Provide ongoing support to end-users.
- Participate communication with desks, policy owners and risk managers to understand user needs, resolve issues and promote usage of the products developed.
- Provide input into the strategic direction of Treasury platforms.
- 1-3 years of relevant experience in data science or data modelling (R, Python) 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.
- 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.
- Understanding and practical experience in some of the following:
- Banking products,
- Interest Rate Risk - earnings (NII) and value (EVE, PV01),
- Liquidity cashflow mismatch,
- LCR, NSFR and other regulatory metrics,
- Liquidity ratios such as LDR, deposit concentration etc.,
- Liquidity stress testing,
- Funds Transfer Pricing (FTP).
- 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.
You will be offered
About Standard Chartered
- Career development in a fast-growing company with a clear business strategy.
- Opportunity to expand international experience and build global professional relations.
- Competitive benefits package (incl. health & life insurance, pension plan, meal & sports cards).
- 3 days of paid volunteering leave our employees can use to support the cause of their choice.
- Convenient location (next to Rondo Daszyńskiego) with subway, tram and bus lines.
- Comfortable office space with chillout areas, free coffee/tea & fruit supply.
- Contribution to building our newest Global Business Services centre.
- 26 days of leave per year for all the employees.
We're an international bank, nimble enough to act, big enough for impact. For more than 160 years, we've worked to make a positive difference for our clients, communities, and each other. We question the status quo, love a challenge and enjoy finding new opportunities to grow and do better than before. If you're looking for a career with purpose and you want to work for a bank making a difference, we want to hear from you. You can count on us to celebrate your unique talents. And we can't wait to see the talents you can bring us.
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- Do the right thing and are assertive, challenge one another, and live with integrity, while putting the client at the heart of what we do.
- Never settle, continuously striving to improve and innovate, keeping things simple and learning from doing well, and not so well.
- Be better together, we can be ourselves, be inclusive, see more good in others, and work collectively to build for the long term.
Visit our careers website www.sc.com/careers