Job Summary

In the face of evolving regulations, rapid developments in balance sheet management platforms and demand for risk modelling services, Standard Chartered has established in Warsaw a global Treasury Modelling Hub. It provides advanced Assets and Liabilities Management solutions on – either built in-house or delivered by software vendors - risk assessment platforms. Our centre in Warsaw is dynamically evolving into a diverse working environment of business experts, programmers, data analysts and project managers. Local teams of subject matter experts in Liquidity and Interest Rate Risk assessment methodologies, change management specialists and rapid developers (Java and Haskell programmers) work hand-in-hand to deliver state of the art Treasury risk forecasting and analysis solutions. The Warsaw team works also very closely with our centres in India, Singapore, Hong Kong and London to ensure effective embedment of new model designs and materialization of expected benefits for the whole group. 

The primary objective of the role is to drive balance sheet optimization delivery through analytical solutions, ALM behavioural models and statistical data analysis (e.g. economic life and stability of Non-Maturing Deposits, early redemptions of term deposits, prepayments and pricing of embedded optionality) for Treasury dealers, policy owners and risk managers.

Key Responsibilities

• Academic degree in Quantitative Finance, Mathematics, Statistics, Economics, or equivalent.
• Good understanding of statistics (descriptive statistics, linear regression, time series modelling etc.).
• Working experience in risk modelling or quantitative research gathered in banking or other financial institutions (preferably in Risk, ALM, Treasury) is considered a plus.
• Good knowledge of Python or R is required, and SQL is considered a plus.
• Interest in banking and financial risk management.
• Ability to efficiently execute on assigned tasks.
• Excellent written and verbal communication in English

Essencial for the role:

• Interest Rate Risk – earnings (NII) and value (EVE, PV01)
  
• Liquidity cashflow mismatch
  
• LCR, NSFR and other regulatory metrics
  
• Liquidity ratios such as LDR, deposit concentration etc
  
• Liquidity stress testing
  
• Understanding of Bank systems architecture 
  
• ALM and Commercial Book products
  
• Asset and Liability Management
  
• Behaviour modelling / analytics models and techniques
  
• Backtesting: balance sheet forecasting and analytics

About Standard Chartered

We're an international bank, nimble enough to act, big enough for impact. For more than 170 years, we've worked to make a positive difference for our clients, communities, and each other. We question the status quo, love a challenge and enjoy finding new opportunities to grow and do better than before. If you're looking for a career with purpose and you want to work for a bank making a difference, we want to hear from you. You can count on us to celebrate your unique talents and we can't wait to see the talents you can bring us.

Our purpose, to drive commerce and prosperity through our unique diversity, together with our brand promise, to be here for good are achieved by how we each live our valued behaviours. When you work with us, you'll see how we value difference and advocate inclusion.

Together we:

• 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
• Never settle, continuously striving to improve and innovate, keeping things simple and learning from doing well, and not so well
• Are better together, we can be ourselves, be inclusive, see more good in others, and work collectively to build for the long term

What we offer

In line with our Fair Pay Charter, we offer a competitive salary and benefits to support your mental, physical, financial and social wellbeing.

• Core bank funding for retirement savings, medical and life insurance, with flexible and voluntary benefits available in some locations.
• Time-off including annual leave, parental/maternity (20 weeks), sabbatical (12 months maximum) and volunteering leave (3 days), along with minimum global standards for annual and public holiday, which is combined to 30 days minimum.
• Flexible working options based around home and office locations, with flexible working patterns.
• Proactive wellbeing support through Unmind, a market-leading digital wellbeing platform, development courses for resilience and other human skills, global Employee Assistance Programme, sick leave, mental health first-aiders and all sorts of self-help toolkits
• A continuous learning culture to support your growth, with opportunities to reskill and upskill and access to physical, virtual and digital learning.
• Being part of an inclusive and values driven organisation, one that embraces and celebrates our unique diversity, across our teams, business functions and geographies - everyone feels respected and can realise their full potential.