Treasury Modelling Hub Specialist

2 dni temu

Warsaw, Polska myGwork Pełny etat
Job Summary

Our Treasury Modelling Hub in Warsaw is responsible for driving the technological transformation of Treasury. We are seeking a highly skilled and experienced professional to join our team as a Treasury Modelling Hub Specialist. The successful candidate will be responsible for providing support across a number of critical activities, including forecasting of key liquidity risk metrics, P&L forecasting, analysis and presentation of FTP rates and market risks, back-testing, running of stress scenarios, and technical support of used tools and ad-hoc analysis and explanations requested by the business.

Key Responsibilities
  • Running regular forecasting, stress tests and back-testing analysis for senior stakeholders in Treasury.
  • Analysing and presenting market risks - interest rate risk, credit spread risk.
  • Analysing and presenting FTP rates for various product groups.
  • Analysing, decomposing, and forecasting P&L on treasury desks.
  • Supporting the process analytics and simulations in area of treasury portfolios, including bonds and hedges.
  • Providing BAU support, analysis, walkthroughs, and explanations to stakeholders and the business clients. Addressing ad-hoc inquiries as needed.
  • Participating in project work delivery of new/enhanced forecasting, stress testing, FTP or balance sheet optimisation tools and reviewing the assumptions used.
  • Performing UAT testing and detailed review of final solution, to ensure that the planned implementation delivers on the agreed business intents / methodology. Clearly identifying and articulating issues to managers / project squads for revision.
  • Optimising the solutions from technical and process perspective. Performing business sanity checks to ensure that the proposed solution is fit-for-purpose, and feasible from a data / system standpoint.
  • Participating in implementing IT solutions to digitise reporting and simulations.
  • Proposing solutions, proactively identify area of risks / exceptions, and fine-tune logic as needed prior to implementation and stakeholder outreach.
  • Pre-anticipating how project deliverable might impact BAU, and raise requests / issues during project phase to address those needs / gaps.
Requirements
  • 3+ years proven experience & knowledge in Treasury, ALM, Market Risk, Liquidity Risk or Interest Risks Management from top-tier banks / consultancy firms.
  • Degree in Finance / Economics / Mathematics / related fields. CFA / FRM designation is beneficial.
  • Understanding and practical experience in LCR, NSFR, internal liquidity stress testing, Recovery and Resolution scenarios.
  • Familiarity with interest rate risk and other market risks in a bank / financial institution.
  • Knowledge of banking products and core banking systems.
  • Understanding of balance sheet structure and financial data.
  • Able to communicate effectively to business stakeholders, project squads, working groups.
  • Excellent written and verbal communication in English.
  • Good technical skills (Python & VBA) is highly beneficial.
  • Working knowledge of bonds and swaps pricing and P&L calculation, hedging strategies and hedge accounting is an advantage.
  • Working experience in key analytical / dashboard tools (Dataiku, Tableau, Power BI) is an advantage.
  • Experience navigating through complex system setup / data sources reconciliation to perform business analytics would be beneficial.
  • Experience working in Agile setup, multi-cultural team, and wide range of stakeholders would be beneficial.
  • Work experience in the design and development of automated reports / processes is an advantage.
  • Work experience in end-to-end change management covering business requirement gathering and documentation, solution implementation and testing is an advantage.
What we offer

In line with our Fair Pay Charter, we offer a competitive salary and benefits to support your mental, physical, financial and social wellbeing. Core bank funding for retirement savings, medical and life insurance, with flexible and voluntary benefits available in some locations. Time-off including annual leave, parental/maternity (20 weeks), sabbatical (12 months maximum) and volunteering leave (3 days), along with minimum global standards for annual and public holiday, which is combined to 30 days minimum. Flexible working options based around home and office locations, with flexible working patterns. Proactive wellbeing support through Unmind, a market-leading digital wellbeing platform, development courses for resilience and other human skills, global Employee Assistance Programme, sick leave, mental health first-aiders and all sorts of self-help toolkits. A continuous learning culture to support your growth, with opportunities to reskill and upskill and access to physical, virtual and digital learning. Being part of an inclusive and values driven organisation, one that embraces and celebrates our unique diversity, across our teams, business functions and geographies - everyone feels respected and can realise their full potential.

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