IRRBB Analyst - Modeller

Employer
Standard Chartered Bank
Location
Warsaw, Poland
Salary
Competitive
Posted
Oct 13, 2019
Closes
Nov 13, 2019
Ref
6661971
Job Function
Accounting/Audit/Tax
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
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.

We're committed to promoting equality in the workplace and creating an inclusive and flexible culture - one where everyone can realise their full potential and make a positive contribution to our organisation. This in turn helps us to provide better support to our broad client base.

The Role Responsibilities
  • Definition of solution methodology and design for compliance with internal and regulatory policies in the area of:
    • Interest Rate Risk in Banking Book (IRRBB),
    • Net Interest Income (NII) forecasting,
    • Funds Transfer Pricing (FTP).
  • Development of quantitative solutions ensuring completeness, accuracy, scalability, and operationally efficiency
  • Document the gaps when applicable and ensure follow up until closure.
  • Coordinate with Regional Analytics and delivery team to ensure proper training and embedment of developed tools for Treasury users.
  • Ensure adherence to model governance, when relevant.
  • Maintain regular communication in adherence to communication framework.


Our Ideal Candidate
  • Undergraduate or postgraduate degree from reputable university in any quantitative or computing major.
  • At least 2 years working experience in financial industry, either in banking or consulting company, in the area of Risk Management / Treasury / ALM.
  • Good understanding of banking products.
  • Excellent written and verbal communication in English.
  • Strong technical skill in Microsoft Excel and SQL query.
  • VBA is a nice to have
  • Experience in Balance Sheet Management software solutions as a functional consultant or business user is an added advantage.
  • Possess strong analytical and problem-solving skill, positive attitude, and highly driven in fast paced environment.
  • Professional certificate in CFA/FRM/PRM is an added advantage.


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

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