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Behavioural Modeller

Warsaw, mazowieckie

Luxoft Poland Sp. z o.o.

Opis stanowiska pracy

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 will implement analytical tools in balance sheet management and strategy formulation in countries within his / her scope.

Key Responsibilities

  • Conduct data analysis using R (statistical tool) pertaining to ALM balance sheet models
  • Participate in definition of methodologies to calculate and forecast balance sheet positions and key Treasury, Risk and Balance Sheet Management metrics
  • Design the relevant data extracts as inputs to models and solutions, considering the balance between accuracy and model performance
  • Document underlying methodologies, design, assumptions and operating models
  • Provide ongoing support to end-users
  • Support migration of tactical solutions to strategic platforms
  • Manage communication with desks, policy owners and risk managers to understand user needs, resolve issues and promote usage of the products developed.
  • Provide input into the strategic direction of Treasury platforms and plan projects accordingly

Prezentacja firmy

Luxoft is an emerging global leader in high-end software application development.
... 
Luxoft is a global IT outsourcing and software development company with 4000 employees across 17 locations. It was recently recognized as Leading Central and Eastern European Service Provider in the 2010 Global Services 100 list. Luxoft is famous for flexible delivery models, world's best IT talent pool, low attrition rates, best-of-breed processes and highest security and quality standards.

Luxoft is trusted long-term partner for world class leaders such as Avaya, Boeing, Dell, Deutsche Bank, IBM.
  Rozwiń

Informacje dodatkowe

Ostatnia aktualizacja:
21/03/2019
Wymiar etatu:
Pełny etat
Rodzaj umowy:
Na czas nieokreślony
Liczba wakatów:
1
Min. doświadczenie:
Bez doświadczenia
Min. wykształcenie:
Bez wykształcenia
Branża / kategoria:
Praca IT - Konsulting , Praca IT - Programowanie / Analizy , Praca IT - Hardware / Information Systems
do góry