Associate, Treasury Model Developer - Data Scientist

Standard Chartered Bank

  • Warszawa

    Warszawa, Masovian
  • offer expired over a month ago
  • contract of employment
  • full-time
  • entry level & blue collar
  • home office work, hybrid work

Technologies we use

Expected

  • SAS

  • R

  • Python

  • VBA

  • SQL

Operating system

Your responsibilities

  • The primary objective of the role is to drive balance sheet optimization delivery through analytical solutions, ALM behavioural models and statistical data analysis (e.g. economic life and stability of Non-Maturing Deposits, early redemptions of term deposits, prepayments and pricing of embedded optionality) for Treasury dealers, policy owners and risk managers

  • Key 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.

What we offer

  • Career development in a fast-growing company with a clear business strategy

  • Opportunity to expand international experience and build global professional relations

  • Competitive benefits package (incl. health & life insurance, pension plan, meal & sports cards)

  • 3 days of paid volunteering leave our employees can use to support the cause of their choice

  • Convenient location (next to Rondo Daszyńskiego) with subway, tram and bus lines

  • Comfortable office space with chillout areas, free coffee/tea & fruit supply

  • Contribution to building our newest Global Business Services centre

  • 26 days of leave per year for all the employees

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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