Liquidity Risk Lead Analyst
Location: WarsawJob Description
The main objective of this role is to manage end-to-end Functional Design and Product Ownership of in-house built ALM Risk solutions. Successful candidate will be responsible for conceptualization, functional design, prototyping, solution validation, effective embedment and ongoing maintenance. The scope of work includes delivery and management of regulatory and internal risk reporting and forecasting solutions.
The successful candidate will work closely with Treasury Risk Managers, Liquidity Dealers, Technology and Program Managers to promote centralization and automation of standardized analytical solutions. He / She will also drive operational efficiencies, helping the business reduce reliance on time-consuming processes. The successful candidate will provide support across number of critical initiatives in Treasury Strats and Liquidity Risk Forecasting, as well as maintenance of existing models and tools managed by the Business.
Key Responsibilities
- Drive rapid development of state of the art solutions enabling stress testing, scenario modelling and other specific regulatory requirements
- Manage prototypes and tactical models in excel, ensuring these are fit for purpose, considering data flows, calculation methodology, business process flows, user experience, analytics and performance, etc.
- Manage team's book-of-work ensuring effective management of team members' time and priorities
- Oversee consolidation of business requirement documents (BRD) and validate requirement traceability matrix to ensure that the proposed solution is in line with the BRD requirements
- Accountable for the relevant data extracts as inputs to models, considering the balance between accuracy and model's performance
- Oversee scope of User Acceptance Testing (UAT) ensuring its complete and comprehensive
- Manage stakeholder engagement and communication
- Design and implement an effective training and communication framework to ensure effective engagement with stakeholders and embedment of developed tools
- Provide input into the strategic direction of Treasury platforms and project plans
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