Manager - Treasury Analytics

4 dni temu


Kraków, małopolskie, Polska Belvedere Recruitment Pełny etat

Location: Poland

Contract Type: Permanent


Our client, a leading global bank, is seeking a talented Manager to join their Treasury Analytics team in Poland. This is an exciting opportunity to apply your quantitative expertise and contribute to the development of innovative fnancial models.


Position Overview:

As a Manager in Treasury Analytics, you will play a crucial role in developing statistical models and machine learning techniques to assess risk metrics and support the bank's Treasury business. Your work will directly impact the bank's ability to effectively manage risk and make

informed fnancial decisions.


Responsibilities:

• Develop prepayment/pipeline models for mortgage products using statistical modelling

• Design behavioural models to assess IRRBB risk metrics

• Build tools in Python to test proposed models

• Contribute to the development of the One Treasury Platform

• Improve models through assessment, validation, and documentation

• Ensure models meet regulatory and business requirements

• Coordinate projects focusing on consistency across sites

• Identify areas for effciency improvements and automation

• Clearly explain model details to non-technical audiences


Requirements:

• Academic background in a quantitative feld (e.g., Mathematics, Data Science)

• Expertise in mathematics, statistics, and machine learning algorithms

• Strong Python programming skills, preferably in fnancial computations

• 3+ years of relevant experience in analytics (e.g., Risk Modelling)

• Effective communication skills for technical and business audiences

• Familiarity with fnancial assets, liabilities, and banking products (preferred)

• Understanding of IRRBB risk components and liquidity risks (preferred)

• Experience in designing behavioural models (preferred)


Benefts:

• Competitive salary and annual performance-based bonus

• Comprehensive health and wellness benefts, including private medical care

• Opportunities for professional growth and development



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