Opis stanowiska podany przez pracodawcę:

Manager - Treasury Analytics
Kraków
NR REF.: 1188328

Global company from fintech industry is looking for a Manager (Treasury Analytics).
Work is in a hybrid model in an office based in Kraków 

You will be responsible for:

• Building new, future-proof modelling solutions
• Using statistical modelling and machine learning techniques to develop prepayment/pipeline models for mortgage products to hedge the risks and assess the IRRBB risk metrics
• Developing the required behavioural models for different products to assess the IRRBB risk metrics
• Designing models and Building tools in Python to test them
• Working together with IT and Financial Engineering teams on the development of the Treasury Platform
• Model Life Cycle
• Coordinating projects, identifying areas for efficiency improvement and documenting all the process changes and improvements to reflect the latest process

Qualifications:

• Qualification and expertise in machine learning algorithms/mathematics/statistics
• 3+ years of experience in designing behavioural models
• Knowledge of Python
• Familiarity with financial assets and liabilities and experience with asset pricing and metrics used to govern financial institutions
• Good understanding of the Banking Book Risks: IRRBB risk components and liquidity risks

Benefits:

• Private medical care
• Life insurance
• Multisport card
• Free parking and more!

Interested? Click Apply! 


Hays Poland sp. z o.o. jest agencją zatrudnienia zarejestrowaną w rejestrze prowadzonym przez Marszałka Województwa Mazowieckiego pod numerem 361.

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