Associate Director, Treasury Modelling & Design

About Standard Chartered
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• Do the right thing and are assertive, challenge one another, and live with integrity, while putting the client at the heart of what we do
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Role Responsibilities
Our Treasury Modelling Hub in Warsaw is responsible for driving Treasury's Digitalization Strategy. Treasury Liquidity modelling and design team are on the front line of the digital transformation providing insights to new technologies and technical proficiency to enhance Treasury's capabilities across forecasting, advanced analytics and balance sheet optimisation.

One of key foundations of the transformation is a fully inhouse developed platform ("T-Strats") which provides the bank with liquidity scenario modelling capabilities. Scenarios generated on the platform are used as a base for balance sheet optimization, Recovery and Resolution submissions and in daily internal risk reporting. The future journey for the platform is an exciting one that will advance its capabilities to cover key risk indicators forecasts and enrich modelling functionalities allowing users to customize and undertake ad-hoc scenario modelling. The tool will be critical to support Treasury and our business partners to actively manage structural metrics (e.g. NSFR) and optimize balance sheet funding that ultimately shape decision at senior committees.

The platform is being developed through rapid system development in an agile model with a use of Haskell as a main functional language. Prototypes are mainly prepared with use of Excel/VBA or Python.

This is a leadership role within a bigger modelling and design team. The candidate will be leading a group of modellers supporting number of critical initiatives including T-Strats development, Liquidity Risk Forecasting of key metrics (LCR, NSFR and internal) and a solution for integrated balance sheet management. The candidate is expected to provide support for junior members of the team with respect to their day to day work, best practices as well as growth and development plans.

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 gap reports
  • LCR and NSFR
  • Internal liquidity stress testing
  • Banking products and systems architecture
• Excellent written and verbal communication in English.
• 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
• Prior experience with Balance Sheet Management platforms (Moody's Analytics, QRM, Oracle, etc.) or booking platforms (Murex, Kondor, etc.) is an advantage.

You will be offered:

• 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 our newest Global Business Services centre
• 26 days of leave per year for all the employees

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