Oferta pracy

Associate, Treasury Model Developer - Data Scientist

Standard Chartered Bank

  • Warszawa

    Warszawa, Masovian
  • offer expired over a month ago
  • contract of employment
  • full-time
  • specialist (Mid / Regular)

Your responsibilities

  • Conduct data analysis using Python/R (statistical tool) and VBA pertaining to ALM balance sheet models

  • Drive definition of methodologies to calculate and forecast balance sheet positions and key Treasury, Risk and Balance Sheet Management metrics

  • Drive new models development and maintenance the existing ones using different tools: Python, R SQL and VBA

  • Co-lead Artificial Intelligence / Machine Learning transformation of Treasury

  • Design the relevant data extracts as inputs to models and solutions, considering the balance between accuracy and model performance

  • Document underlying methodologies, design, assumptions and operating models

  • Provide ongoing support to end-users

  • Participate communication with desks, policy owners and risk managers to understand user needs, resolve issues and promote usage of the products developed

  • Provide input into the strategic direction of Treasury platforms

Our requirements

  • 3-5 years of relevant experience in data science or data modelling (SAS, R, Python, VBA) gathered in banking or other financial institutions (preferably in: Treasury, ALM, risk management, behavioural modelling)

  • Advanced knowledge of at least two of the following: Python (mandatory), R, SQL, VBA

  • Experience in using technical skills such as SQL and VBA in data extraction, investigation and computation

  • Proven ability to comprehend business requirements and processes, and to identify inefficiency, risk, and to provide appropriate business solutions or alternatives

  • Understanding and practical experience in some of the following:

  • Banking products;

  • Interest Rate Risk - earnings (NII) and value (EVE, PV01)

  • Liquidity cashflow mismatch

  • LCR, NSFR and other regulatory metrics

  • Liquidity ratios such as LDR, deposit concentration etc

  • Liquidity stress testing

  • Funds Transfer Pricing (FTP)

  • Experience in working with IT and change management functions to implement analytical solutions would be an asset

  • Ability to independently and efficiently execute on assigned tasks

  • Excellent written and verbal communication in English

Are you passionate about digital transformation in Treasury?

Join Standard Chartered’ s Treasury Modelling and Platforms team in Warsaw to spearhead the digitization of Treasury globally. Power through challenging projects. Gain a 360° learning experience. Develop communication and collaboration skills in an international workplace. Learn how to monetize on technology investments. Work alongside best in class Haskell programming team on cutting edge solutions dedicated to balance sheet optimization, stress testing and forecasting.

Due to the innovative nature of your work you will be eligible for Intellectual Property tax benefits. We offer flexi working – 2 days in office, 3 days from home and option cater for special arrangements if required.

Treasury Modelling and Platforms journey started 10 years ago in Singapore and Hong Kong, we then rapidly expanded to the Western hemisphere with successful build-up of the Warsaw Hub. Warsaw has recently become our new headquarters housing 90% of the team including management roles relocated from Singapore. Our team is truly diversified, English speaking and closely collaborates with teams globally.

Standard Chartered Bank

About Standard Chartered We are a leading international bank focused on helping people and companies prosper across Asia, Africa and the Middle East. To us, good performance is about much more than turning a profit. It's about showing how you embody our valued behaviours - do the right thing, better together and never settle - as well as our brand promise, Here for good. We're committed to promoting equality in the workplace and creating an inclusive and flexible culture - one where everyone can realise their full potential and make a positive contribution to our organisation. This in turn helps us to provide better support to our broad client base.

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