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Liquidity Risk Lead Analyst

  • Warsaw, Warszawa, mazowieckie
  • Specjalista
  • 19.06.2019

    Pracodawca ma prawo zakończyć rekrutację we wcześniejszym terminie.

    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

    Location: Warszawa

    Key Responsibilities

    • 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

    Requirements

    • 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
    • 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