Treasury Analytics Expert

3 tygodni temu


Kraków, Lesser Poland Belvedere Recruitment Pełny etat

Location: Poland

Contract Type: Permanent

We are seeking a highly skilled Treasury Analytics Expert to join our team in Poland. This is an exciting opportunity to apply your quantitative expertise and contribute to the development of innovative financial models.

Position Overview:

As a Treasury Analytics Expert, 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 financial 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 efficiency improvements and automation
  • Clearly explain model details to non-technical audiences

Requirements:

We are looking for a candidate with:

  • An academic background in a quantitative field (e.g., Mathematics, Data Science)
  • Expertise in mathematics, statistics, and machine learning algorithms
  • Strong Python programming skills, preferably in financial computations
  • At least 3 years of relevant experience in analytics (e.g., Risk Modelling)
  • Effective communication skills for technical and business audiences
  • Familiarity with financial assets, liabilities, and banking products (preferred)
  • Understanding of IRRBB risk components and liquidity risks (preferred)
  • Experience in designing behavioural models (preferred)

Benefits:

We offer a competitive salary and annual performance-based bonus, comprehensive health and wellness benefits, including private medical care, opportunities for professional growth and development, and a chance to work with a leading global bank.


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