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Aktualne oferty pracodawcyAssociate, 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.