Liquidity Risk Modeller Liquidity Risk Modeller …

Standard Chartered Bank
à Varsovie, Voïvodie de Mazovie, Pologne
CDI, Plein-temps
Soyez parmi les premiers à postuler
Standard Chartered Bank
à Varsovie, Voïvodie de Mazovie, Pologne
CDI, Plein-temps
Soyez parmi les premiers à postuler
Standard Chartered Bank
Liquidity Risk Modeller
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 is located in the Treasury Modelling Hub - team of risk management subject matter experts, change management professionals and rapid developers. The Hub provides advanced Assets and Liabilities Management solutions on risk analysis and forecasting platforms.

Key Responsibilities

• Develop and support prototypes and tactical models in excel, ensuring these are fit for purpose, considering data flows, calculation methodology, business process flows, user experience, analytics and performance, etc.
• Execute rapid development of state of the art solutions enabling stress testing, scenario modelling and other specific regulatory requirements
• Gather and document business requirement documents (BRD) and validate requirement traceability matrix to ensure that the proposed solution is in line with the BRD requirements
• Define and manage relevant data extracts as inputs to models, considering the balance between accuracy and model's performance
• Support the definition and execution of test cases for User Acceptance Testing (UAT)
• Manage stakeholder engagement and communication
• Document all underlying methodologies, design, assumptions and operating models
• Provide ongoing support to end-users


Functional Experience and Knowledge
  • 3-7 years of experience in front or middle office Interest Rate Risk Management, Liquidity Management, Liquidity Risk Management or Treasury. Fresh graduates with relevant thesis in Finance/Banking field and outstanding academic record will be considered
  • Understanding of bank systems architecture
  • Ability to accurately gather and document business requirements and functional designs
  • Work experience in end-to-end change management from business requirement definition, solution validation, user testing and production implementation is preferred.
  • Excellent written and verbal communication in English.

Very good understanding and practical experience in most of the following:

  • Liquidity cashflow mismatch
  • LCR and NSFR
  • Internal liquidity stress testing

Product Knowledge
  • Essential: ALM and Commercial Book products
  • Extra: Exposure to trading book products
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.