Treasury Risk Senior Analyst, Officer

Employer
State Street
Location
Kraków, Poland
Salary
Competitive
Posted
Aug 12, 2019
Closes
Sep 11, 2019
Ref
6298165
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Major Responsibilities:
  • Support and enhance risk oversight including the measuring, reporting and monitoring of Interest Rate Risk, Credit Spread Risk and Pension Risk.
  • Drive work streams related to the ongoing enhancement of the Global Treasury Risk Management.
  • Analyze complex structured securities to understand the inherent risks of embedded optionalities.
  • Provide support on special projects, including review, oversight and analysis to support key strategic Global Treasury business initiatives.
  • Assist in enhancement and periodic calibration of risk limits, guidelines and policies, as needed.
  • Collaborate with GTRM colleagues, GT business partners and other relevant areas of the bank to assess market events and regulatory changes impact on interest rate risk, liquidity risk and mark-to-market risk.
  • Provide feedback and guidance on methodologies, techniques, models and tools to ensure alignment with internal and regulatory guidelines
  • Provide support on Treasury Risk reporting activities.
  • Ensure appropriate reporting and governance exists to communicate relevant risk information to senior management
  • Suggest and implement improvements to current reporting process.
    Education, Experience and Skills:
  • 3 years of work experience in Treasury or Market Risk activities, or risk management and regulatory concerns related to those disciplines.
  • Advanced degree in Economics, Finance, Statistics or related field.
  • CFA, FRM designation a plus
  • Scripting knowledge and experience in at least one of the following: Python/R/ Spark/ VBA /SQL
  • Good understanding of financial instruments.
  • Self-starter with willingness to work in fast-paced environment
  • Willingness and ability to master concepts quickly.
  • Willingness to work in a position with uneven and high priority project work
  • Strong verbal and written communication skills in English language.

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