Job Summary
Our Treasury Modelling Hub in Warsaw is responsible for driving the technological transformation of Treasury.
End Product Services team is in the front line of communication with broader Treasury, supporting them in their daily liquidity management and optimisation activities and providing understanding of models and tools used.
The candidate will provide support across number of critical activities including forecasting of key liquidity risk metrics (LCR, NSFR and internal), P&L forecasting, analysis and presentation of FTP rates and market risks (interest rates and credit spread), back-testing, running of stress scenarios: Recovery and Resolution, technical support of used tools and ad-hoc analysis and explanations requested by the business.
Additionally, the candidate will be a part of critical initiatives including a solution for integrated balance sheet management.
Successful candidates combine technological skills with sound business understanding and are able to transform both these aspects into valuable support for solutions widely used across all Treasury for liquidity, capital, FTP or balance sheet optimisation.
Key Responsiblities
- Running regular forecasting, Resolution and Recovery stress tests and back-testing analysis for senior stakeholders in Treasury.
- Analysing and presenting market risks – interest rate risk, credit spread risk.
- Analysing and presenting FTP rates for various product groups.
- Analysing, decomposing, and forecasting P&L on treasury desks.
- Supporting the process of designing and implementing reporting solutions in area of treasury portfolios, including bonds and hedges.
- Providing BAU support, analysis, walkthroughs, and explanations to stakeholders and the business clients. Addressing ad-hoc inquiries as needed.
- Participating in project work delivery of new/enhanced forecasting, stress testing, FTP or balance sheet optimisation tools and reviewing the assumptions used.
- Performing UAT testing and detailed review of final solution, to ensure that the planned implementation delivers on the agreed business intents / methodology. Clearly identifying and articulating issues to managers / project squads for revision.
- Optimising the solutions from technical and process perspective. Performing business sanity checks to ensure that the proposed solution is fit-for-purpose, and feasible from a data / system standpoint.
- Participating in implementing IT solutions to digitise reporting and simulations.
- Proposing solutions, proactively identify area of risks / exceptions, and fine-tune logic as needed prior to implementation and stakeholder outreach.
- Pre-anticipating how project deliverable might impact BAU, and raise requests / issues during project phase to address those needs / gaps.
Skills and Experience
- Final year of study or degree in Finance / Economics / Mathematics / related fields.
- Proven experience & knowledge in Treasury, ALM, Market Risk, Liquidity Risk or Interest Risks Management is highly beneficial.
- Excellent written and verbal communication in English.
- Familiarity with interest rate risk and other market risks in a bank / financial institution.
- Knowledge of banking products and core banking systems.
- Understanding of balance sheet structure and financial data.
- Understanding of LCR, NSFR, internal liquidity stress testing, Recovery and Resolution scenarios is highly beneficial.
- Knowledge of Python & VBA is highly beneficial.
- Knowledge of MicroStrategy or Dataiku is as advantage.
- Experience in the design and development of automated reports / processes would be an advantage.
- Willingness to learn and get up to speed quickly.
What we offer
- In line with our Fair Pay Charter, we offer a competitive salary and benefits to support your mental, physical, financial and social wellbeing.
- 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 & sports 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 Global Business Services center.
- 26 days of leave per year for all the employees.