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
The primary objective of the role is to drive balance sheet optimization delivery through analytical solutions, ALM behavioural models and statistical data science analysis (e.g. longevity and stability of CASA, early redemptions of TDs, prepayments and pricing of embedded optionality) for front office Treasury Market dealers, policy owners and risk managers.
The candidate should be the key driver and promoter for the use of analytical tools in balance sheet management and strategy formulation in the countries within his / her scope.
The successful candidate will work closely with Treasury Risk Managers and Liquidity Dealers to drive operational efficiencies, helping reduce reliance on time-consuming processes. Plus, promote centralization and automation of standardized and analytical solutions. The candidate will provide support across number of critical initiatives including OLAR / CFMR solution in Treasury Strats (inhouse platform), Liquidity Risk Forecasting, IRRBB and other behavioural modelling and maintenance of existing models and tools managed by the Business. Business as Usual Activities / Investment Projects
Our Ideal Candidate
- Define the methodology to calculate and forecast balance sheet positions and key Treasury, Risk and Balance Sheet Management metrics.
- Experience working with Technology to develop and support data feeds
- Design the relevant data extracts as inputs to models and solutions, considering the balance between accuracy and model performance.
- Document all underlying methodologies, design, assumptions and operating models.
- Provide ongoing support to end-users.
- Support, as the SME, the migration of tactical solutions to strategic platforms.
- Communication with desks, policy owners and risk managers to understand user needs, resolve issues and promote usage of the products developed.
- Schedule and manage workloads for individual projects.
- Provide input into the strategic direction of Treasury platforms and plan projects accordingly.
- Minimum of 1 year experience (Grade 8), 3 years' experience (Grade 7) and 5 years experience (Grade 6) in Data science and data modelling (SAS, R, Python) with at least some past exposure to banking (or FI - ideally ALM behavioural modelling)
- Exposure on below items would be an added advantage
- Banking business background with a focus on change management in quantitative analytics space
- Treasury, Asset and Liability Management, IRRBB & Liquidity Risk, modelling and forecasting and / or Risk / Treasury operation / systems
- Proven ability to comprehend business requirements and processes, and to identify inefficiency, risk, and to provide appropriate business solutions or alternatives.
- Self starter with a 'can do' attitude.
- Good communication and interpersonal skills, with ability to forge strong relationships with business partners and stakeholders.
- Critical thinker with good analytical and problem solving skills.
Apply now to join the Bank for those with big career ambitions.
To view information on our benefits including our flexible working please visit our career pages .