IRRBB Analyst - Modeller IRRBB Analyst - Modeller …

Standard Chartered Bank
in Warsaw, Mazowieckie, Poland
Permanent, Full time
Be the first to apply
Standard Chartered Bank
in Warsaw, Mazowieckie, Poland
Permanent, Full time
Be the first to apply
Standard Chartered Bank
IRRBB Analyst - 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 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.