Liquidity Risk Reporting Associate

1 tydzień temu


Warszawa, Mazovia, Polska TN Poland Pełny etat

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Liquidity Risk Reporting Associate, Warsaw

Location: Warsaw, Poland

Job Category:

Other

EU work permit required:

Yes

Job Reference:

775ff80c779c

Job Views:

3

Posted:

02.04.2025

Expiry Date:

17.05.2025

Job Description:

Build your great potential with the Treasury team and start using your knowledge of financial instruments and their liquidity risk profile.

As a Liquidity Risk Reporting Associate within the Treasury and the Chief Investment Office (TCIO) Treasury Middle Office, you will have a chance to support daily and monthly liquidity risk data quality review and support the production of regulatory liquidity metrics such as LCR/NSFR/ALMM.

You will collaborate with a number of experienced development areas including the product or technical side, participate in top-tier industry changes within the reporting process, and have networking opportunities across widespread team members based in Hong Kong, India, UK, EU, and North America. While working within the Treasury Middle Office team, you will receive dedicated New Joiner Training Program, a dedicated budget for equipment while working from home, and a hybrid working model.

Job Responsibilities:

  • Perform financial product day-to-day data analysis to identify & resolve liquidity reporting data issues.
  • Perform product reconciliations & assist with daily variance analysis.
  • Support the production of internal and external global liquidity regulatory reporting (LCR, ALMM, NSFR, IRR) in line with Basel guidance.
  • Identify improvements and leverage available toolsets (Alteryx, Xceptor, Tableau, Excel) to own and implement changes through to completion.
  • Support technology enhancements and assist in technology-related developments, ensuring appropriate prioritization and end-user testing.
  • Continually identify and enhance the overall control environment and operating model across the core operational activities.
  • Improve timeliness and reduce operational risk to the firm.

Required qualifications, capabilities, and skills:

  • A minimum of 4+ years' experience in the financial services industry within operations and working with large sets of financial data.
  • Experience with financial instruments like Deposits, Loans, Bonds, Futures, Forwards (Derivatives).
  • Experience or interest in liquidity risk management in financial institutions.
  • Bachelor's degree required (Engineering, Finance, or Business degree).
  • Strong analytical, creative thinking, and problem-solving skills, with an aptitude to work with numbers and attention to detail.
  • Strong MS Excel skills to be able to work & analyze large data sets.
  • Potential adherence to an 8-hour shift model working between 9 AM – 7 PM with weekly/bi-weekly rotations.
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