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Manager - Treasury Analytics

Employer
Belvedere Recruitment
Location
Warsaw, Poland
Salary
Competitive
Closing date
Dec 21, 2024
View more categoriesView less categories
Job Function
Accounting/Audit/Tax
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Our client, a leading global bank, is seeking a talented Manager to join their Treasury Analytics team in Poland. This is an exciting opportunity to apply your quantitative expertise and contribute to the development of innovative financial models.

Position Overview

As a Manager in Treasury Analytics, you will play a crucial role in developing statistical models and machine learning techniques to assess risk metrics and support the bank's Treasury business. Your work will directly impact the bank's ability to effectively manage risk and make informed financial decisions.

Responsibilities
  • Develop prepayment/pipeline models for mortgage products using statistical modelling
  • Design behavioural models to assess IRRBB risk metrics
  • Build tools in Python to test proposed models
  • Contribute to the development of the One Treasury Platform
  • Improve models through assessment, validation, and documentation
  • Ensure models meet regulatory and business requirements
  • Coordinate projects focusing on consistency across sites
  • Identify areas for efficiency improvements and automation
  • Clearly explain model details to non-technical audiences
Requirements
  • Academic background in a quantitative field (e.g., Mathematics, Data Science)
  • Expertise in mathematics, statistics, and machine learning algorithms
  • Strong Python programming skills, preferably in financial computations
  • 3+ years of relevant experience in analytics (e.g., Risk Modelling)
  • Effective communication skills for technical and business audiences
  • Familiarity with financial assets, liabilities, and banking products (preferred)
  • Understanding of IRRBB risk components and liquidity risks (preferred)
  • Experience in designing behavioural models (preferred)
Benefits
  • Competitive salary and annual performance-based bonus
  • Comprehensive health and wellness benefits, including private medical care
  • Opportunities for professional growth and development
How to Apply

If you have the skills and experience to excel in this role, please submit your CV and a cover letter highlighting your relevant qualifications to [email protected]

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