- Towarowa 25A, 00-001 Warszawa, PolskaWarszawa, mazowieckie
- Ogłoszenie wygasło 7 dni temu
- Umowa o pracę
- Pełny etat
We are a leading international bank focused on helping people and companies prosper across Asia, Africa and the Middle East. What sets us apart is our diversity – of people, cultures and networks. We have more than 86,000 employees from 125 different countries and a presence in 60 markets.
Interest Rate Risk Modeller
The Role Responsibilities
Our Ideal Candidate
What we offer:
- Definition of solution methodology and design for compliance with internal and regulatory policies in the area of:
- Interest Rate Risk in Banking Book (IRRBB),
- Net Interest Income (NII) forecasting,
- Funds Transfer Pricing (FTP).
- Development of quantitative solutions ensuring completeness, accuracy, scalability, and operationally efficiency
- Document the gaps when applicable and ensure follow up until closure.
- Coordinate with Regional Analytics and delivery team to ensure proper training and embedment of developed tools for Treasury users.
- Ensure adherence to model governance, when relevant.
- Maintain regular communication in adherence to communication framework.
- Undergraduate or postgraduate degree from reputable university in any quantitative or computing major.
- At least 2 years working experience in financial industry, either in banking or consulting company, in the area of Risk Management / Treasury / ALM.
- Good understanding of banking products.
- Excellent written and verbal communication in English.
- Strong technical skill in Microsoft Excel and SQL query.
- VBA is a nice to have
- Experience in Balance Sheet Management software solutions as a functional consultant or business user is an added advantage.
- Possess strong analytical and problem-solving skill, positive attitude, and highly driven in fast paced environment.
- Professional certificate in CFA/FRM/PRM is an added advantage.
Opportunity to gain professional experience within financial crime area in a global financial institution)
Trainings preparing successful candidates to become financial crime analysts
Competitive benefits package (incl. health & life insurance, pension plan, meal & sports cards)
Great atmosphere within a diverse team
Convenient location (next to Rondo Daszyńskiego)
26 days of annual holiday entitlement regardless of to-date employment history