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.
Liquidity Risk Lead Analyst
- Drive rapid development of state of the art solutions enabling stress testing, scenario modelling and other specific regulatory requirements
- Manage prototypes and tactical models in excel, ensuring these are fit for purpose, considering data flows, calculation methodology, business process flows, user experience, analytics and performance, etc.
- Manage team's book-of-work ensuring effective management of team members' time and priorities
- Oversee consolidation of business requirement documents (BRD) and validate requirement traceability matrix to ensure that the proposed solution is in line with the BRD requirements
- Accountable for the relevant data extracts as inputs to models, considering the balance between accuracy and model's performance
- Oversee scope of User Acceptance Testing (UAT) ensuring its complete and comprehensive
- Manage stakeholder engagement and communication
- Design and implement an effective training and communication framework to ensure effective engagement with stakeholders and embedment of developed tools
- 10+ years of work experience and 6+ years of relevant experience in front or middle office Interest Rate Risk Management, Liquidity Management, Liquidity Risk Management or Treasury in banking institution, or similar experience in a consulting / software development firm covering the same business aspects.
- Deep understanding and practical experience in most of the following:
- Liquidity cashflow mismatch
- LCR and NSFR
- Internal liquidity stress testing
- Work experience in end-to-end change management from business requirement definition, solution validation, user testing and production implementation.
- Excellent written and verbal communication in English.
- ALM and Commercial Book products
- Work experience in the design and development of automated reports / processes
- Use Excel VBA to build prototypes and tactical models
- Query Bank systems using SQL
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 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