Associate Director, Treasury Modelling & Design

About Standard Chartered

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.

Are you passionate about digital transformation in Treasury?

Join Standard Chartered' s Treasury Modelling and Platforms team in Warsaw to spearhead the digitization of Treasury globally. Power through challenging projects. Gain a 360° learning experience. Develop communication and collaboration skills in an international workplace. Learn how to monetize on technology investments. Work alongside best in class Haskell programming team on cutting edge solutions dedicated to balance sheet optimization, stress testing and forecasting.

Due to the innovative nature of your work you will be eligible for Intellectual Property tax benefits. We offer flexi working - 2 days in office, 3 days from home and option cater for special arrangements if required.

Treasury Modelling and Platforms journey started 10 years ago in Singapore and Hong Kong, we then rapidly expanded to the Western hemisphere with successful build-up of the Warsaw Hub. Warsaw has recently become our new headquarters housing 90% of the team including management roles relocated from Singapore. Our team is truly diversified, English speaking and closely collaborates with teams globally.

Key Responsibilities

• Defines the methodology to calculate and forecast balance sheet positions and key Treasury, Risk and Balance Sheet Management metrics and oversees its implementation.
• Reviews designs of the relevant data extracts as inputs to models and solutions, considering the balance between accuracy and model performance.
• Reviews and develops calculation prototypes in excel to communicate complex requirements to Technology partners.
• Documents all underlying methodologies, design, assumptions and operating models.
• Supports, as the SME, the migration of tactical solutions to strategic platforms.
• Schedules and manages workloads for individual projects.
• Provides input into the strategic direction of Treasury platforms and plan projects accordingly.
• Oversees the team of modellers, providing ongoing guidance and ensuring people growth.

Functional Experience and Knowledge

• 5+ years of work experience and 3+ 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.
• Very good understanding and practical experience in: Liquidity cashflow mismatch, LCR and NSFR, Internal liquidity stress testing, Understanding of bank systems architecture.
• Excellent written and verbal communication in English.
• Essential: ALM and Commercial Book products.
• Extra: Exposure to trading book products.
• Prior experience with Balance Sheet Management platforms (Moody's Analytics, QRM, Oracle, etc.) or booking platforms (Murex, Kondor, etc.) is an advantage.

Technical Knowledge

• 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.

Apply now to join the Bank for those with big career ambitions.