Associate - Treasury Liquidity Stress Testing & Forecasting

About the job

Job Summary The candidate will provide BAU support across number of critical activities including liquidity risk forecasting of key metrics (LCR, NSFR and internal), back-testing, running of stress and recovery/resolution scenarios, technical support of used tools and ad-hoc analysis and explanations requested by the business. Key Responsibilities • Run BAU process that pertaining to Treasury ... Liquidity Forecasting & Stress Testing. • Analysing and explain the forecast results to various stakeholders. • Providing BAU support, analysis, walkthroughs, and explanations to stakeholders and the business clients. Addressing ad-hoc inquiries as needed. • Setup new and validate FiR / Recovery scenarios with stakeholders, participate in global regulatory liquidity stress fire-drill. • Participating and support project work deliveries of new/enhanced forecasting, scenario testing and reviewing the assumptions used. Requirements / Candidate Profile • 1 to 5+ years of experience in Liquidity Risk Management, Interest Rate Risk Management, ALM or Treasury area from top-tier banks/consultancy firms. • Deep understanding of balance sheet structure, financial data, regulatory liquidity metrics, liquidity stress testing and/or Recovery and Resolution scenarios. • Ability to communicate effectively at various levels (e.g. senior management, business stakeholders, project squads, working groups) • Excellent written and verbal communication in English. • Degree in Finance / Economics / quantitative fields, CFA / FRM designation is highly beneficial. • Knowledge of Excel VBA or Python will be an advantage. • Work experience in the design and development of automated reports/processes is an advantage. • Work experience in end-to-end change management covering business requirement gathering and documentation, solution implementation and testing is an advantage. • Prior experience with Balance Sheet Management platforms (Moody’s Analytics, QRM, Oracle, etc.) or booking platforms (Murex, Kondor, etc.) is an advantage. • Attention to detail and vigor to drive accurate process execution and process optimization. Skills And Experience • Treasury / Markets PnL Forecasting • Funds Transfer Pricing • Balance Sheet Management • Liquidity Stress Testing • Product Owner / Project Management • Agile Way of Work • Understanding of Bank data/system architecture Qualifications • NA

Requirements

• Liquidity Risk Management
• Interest Rate Risk Management
• ALM
• Treasury
• Excel VBA
• Python

Qualifications

• Degree in Finance
• Economics
• Quantitative fields
• CFA
• FRM

Preferred Technologies

• Liquidity Risk Management
• Interest Rate Risk Management
• ALM
• Treasury
• Excel VBA
• Python

Benefits

• Core bank funding for retirement savings
• Medical and life insurance
• Flexible working options
• Proactive wellbeing support
• Continuous learning culture
• 30 days minimum for annual and public holiday leave

About the company

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