STANDARD CHARTERED GLOBAL BUSINESS SERVICES SP Z O O

Interest Rate Risk Modeller

STANDARD CHARTERED GLOBAL BUSINESS SERVICES SP Z O O O firmie

STANDARD CHARTERED GLOBAL BUSINESS SERVICES SP Z O O

Towarowa 25A

Warszawa

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.

As we increase our focus on our business and clients based in Europe and the Americas, we’re building a western hub that can support our activity in these regions a more beneficial time zone and location. The hub, located in Warsaw, focuses on managing complex, large scale, cross-border activities including financial crime compliance, cyber security, human resources and banking operations.

Interest Rate Risk Modeller

Location: Warszawa
The Role Responsibilities
  • 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.
Our Ideal Candidate
  • 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.

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
  • Permanent
    employment
  • Competitive benefits package (incl. health & life insurance, pension plan, meal 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
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.
Interest Rate Risk ModellerNumer ref.: Location: Warszawa
The Role Responsibilities
  • 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.
Our Ideal Candidate
  • 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.

We offer:

  • 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

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