• Liquidity Risk Modeller Jobs in Poland

  • Standard Chartered Bank Ltd
  • Poland
  • Save Job
  • 3 - 7 Years
  • Posted : above 1 month

Job Description:

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 (Strats 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

Those who join the Hub will become members of highly-specialized global network of expert teams, focusing on all strategic Standard Chartered markets in Asia, Africa and the Middle East and working on a variety of business initiatives across functions such as Treasury Risk, Treasury Policy, Financial Markets, Treasury Markets and Liquidity Regulatory Reporting This global collaboration aims to achieve balance sheet optimization through delivery of centralized functional design and modelling solutions; robust FTP methodologies; effective analysis of internal stress tests and regulatory (ie PRA, HKMA, MAS) banking book risk ratios (ie LCR, CFMR, NSFR and IRRBB); and provision of quality analytical inputs to the banks management team

Job Description

The main objective of this role is to support management of an end-to-end Functional Design and Product Ownership of in-house built ALM Risk solutions Successful candidate will be responsible for conceptualization, functional design, prototyping, solution validation, effective embedment and ongoing maintenance The scope of work includes delivery of regulatory and internal risk reporting and forecasting solutions

The successful candidate will work closely with Treasury Risk Managers, Liquidity Dealers, Technology and Program Managers to promote centralization and automation of standardized analytical solutions He / She will also drive operational efficiencies, helping the business reduce reliance on time-consuming processes The successful candidate will provide support across number of critical initiatives in Treasury Strats and Liquidity Risk Forecasting, as well as maintenance of existing models and tools managed by the Business

Key Responsibilities

Execute rapid development of state of the art solutions enabling stress testing, scenario modelling and other specific regulatory requirements
Develop and support prototypes and tactical models in excel, ensuring these are fit for purpose, considering data flows, calculation methodology, business process flows, user experience, analytics and performance, etc
Gather and document business requirement documents (BRD) and validate requirement traceability matrix to ensure that the proposed solution is in line with the BRD requirements
Define and manage relevant data extracts as inputs to models, considering the balance between accuracy and models performance
Support the definition and execution of test cases for User Acceptance Testing (UAT)
Manage stakeholder engagement and communication
Document all underlying methodologies, design, assumptions and operating models
Provide ongoing support to end-users


Functional Experience and Knowledge

3-7 years of experience in front or middle office Interest Rate Risk Management, Liquidity Management, Liquidity Risk Management or Treasury Fresh graduates with relevant thesis in Finance/Banking field and outstanding academic record will be considered
Very good understanding and practical experience in most of the following
Liquidity cashflow mismatch
Internal liquidity stress testing

Understanding of bank systems architecture
Ability to accurately gather and document business requirements and functional designs
Work experience in end-to-end change management from business requirement definition, solution validation, user testing and production implementation is preferred
Excellent written and verbal communication in English

Product Knowledge

Essential ALM and Commercial Book products
Extra Exposure to trading book products

Technical Knowledge

Work experience in the design and development of automated reports / processes
Use Excel VBA to build prototypes and tactical models
Query Bank systems using SQL
Prior experience with Balance Sheet Management platforms (Moodys Analytics, QRM, Oracle, etc) or booking platforms (Murex, Kondor, etc) is an advantage

Profile Summary:

Employment Type : Full Time
Eligibility : Any Graduate
Industry : Banking
Functional Area : IT Software : Software Products & Services
Role : Quality Assurance/Testing
Salary : As per Industry Standards
Deadline : 11th Jan 2020

Key Skills:

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