STANDARD CHARTERED GLOBAL BUSINESS SERVICES SP Z O O

Junior Behavioral 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.

Junior Behavioral Modeller

Location: Warszawa
The Role Responsibilities
 
  • Conduct data analysis using R (statistical tool) pertaining to ALM balance sheet models
  • Participate in definition of methodologies to calculate and forecast balance sheet positions and key Treasury, Risk and Balance Sheet Management metrics
  • 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
  • Support migration of tactical solutions to strategic platforms
  • Manage 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 and plan projects accordingly
Our Ideal Candidate
 
Requirements
  • Minimum 2 years of relevant experience in Data science and data modelling (SAS, R, Python) with at least some past exposure to banking (or FI – ideally ALM behavioural modelling)
  • Advanced knowledge of at least two of the following:
    • VBA
    • R
    • Python
  • Experience in using technical skills such as SQL and VBA in data extraction and investigation.
  • Query Bank systems using SQL
  • Proven ability to comprehend business requirements and processes, and to identify inefficiency, risk, and to provide appropriate business solutions or alternatives.
  • Very good understanding and practical experience in at least two of the following:
    • Interest Rate Risk – earnings (NII) and value (EVE, PV01)
    • Liquidity cashflow mismatch
    • LCR, NSFR and other regulatory metrics
    • Bank funding
    • Funds Transfer Pricing (FTP)
    • Liquidity ratios such as LDR, deposit concentration etc
    • Liquidity stress testing
  • Ability to independently and efficiently deliver solutions based on presented concepts
  • Experience working with Technology to develop and support data feeds
  • Excellent written and verbal communication in English.
 
Technical Knowledge
  • Work experience in the design and development of automated reports / processes
  • Experience with R and Python
  • Exposure on below items would be an added advantage:
    • Banking business background with a focus on change management in quantitative analytics space
    • Treasury, Asset and Liability Management, IRRBB & Liquidity Risk, modelling and forecasting and / or Risk / Treasury operation / systems

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.
Junior Behavioral ModellerNumer ref.: Location: Warszawa
The Role Responsibilities
 
  • Conduct data analysis using R (statistical tool) pertaining to ALM balance sheet models
  • Participate in definition of methodologies to calculate and forecast balance sheet positions and key Treasury, Risk and Balance Sheet Management metrics
  • 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
  • Support migration of tactical solutions to strategic platforms
  • Manage 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 and plan projects accordingly
Our Ideal Candidate
 
Requirements
  • Minimum 2 years of relevant experience in Data science and data modelling (SAS, R, Python) with at least some past exposure to banking (or FI – ideally ALM behavioural modelling)
  • Advanced knowledge of at least two of the following:
    • VBA
    • R
    • Python
  • Experience in using technical skills such as SQL and VBA in data extraction and investigation.
  • Query Bank systems using SQL
  • Proven ability to comprehend business requirements and processes, and to identify inefficiency, risk, and to provide appropriate business solutions or alternatives.
  • Very good understanding and practical experience in at least two of the following:
    • Interest Rate Risk – earnings (NII) and value (EVE, PV01)
    • Liquidity cashflow mismatch
    • LCR, NSFR and other regulatory metrics
    • Bank funding
    • Funds Transfer Pricing (FTP)
    • Liquidity ratios such as LDR, deposit concentration etc
    • Liquidity stress testing
  • Ability to independently and efficiently deliver solutions based on presented concepts
  • Experience working with Technology to develop and support data feeds
  • Excellent written and verbal communication in English.
 
Technical Knowledge
  • Work experience in the design and development of automated reports / processes
  • Experience with R and Python
  • Exposure on below items would be an added advantage:
    • Banking business background with a focus on change management in quantitative analytics space
    • Treasury, Asset and Liability Management, IRRBB & Liquidity Risk, modelling and forecasting and / or Risk / Treasury operation / systems

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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