Luxoft is a global leader in high-end software development.
Luxoft is looking for talents with a passion for technology & ready to create original solutions. Once on board, you are invited to expand your knowledge & skills, offering you a continuous learning experience helping you stretch your potential.
So if you’re enthusiastic by the idea of accessing cutting edge technology & innovation to make an impact, why don't you join us?
Business as Usual Activities/Investment Projects
- 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, 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 model SME, the migration of models to strategic platforms.
- Communication with desks 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.
People Management
- Act as primary contact for core M&P management team and as key escalation contact for Modelling team on the ground in Warsaw, Poland
- Provide guidance and support to junior members of Modelling team
- Responsible for defining annual KPIs and Objectives for team and ensuring these are achieved throughout the year. Manage bi-annual performance reviews for the team
- Utilize existing change management tools to monitor team's book of work - tracking priorities, risks, issues and critical deliverables
- Manage bi-annual performance reviews for the team, maintain career development plans and participate in management meetings to discuss people development.
- Fluent English
- Minimum of 5 years experience in at least one of the following areas:
- Treasury, Asset and Liability Management, IRRBB & Liquidity Risk, modelling and forecasting and / or Risk / Treasury operation / systems
- Banking business background with a focus on change management in analytics space
- Data science and data modelling (SAS, R, Python, Haskell) with at least some past exposure to banking (or FI - ideally ALM behavioural modelling)
- Proven ability to comprehend business requirements and processes, and to identify inefficiency, risk, and to provide appropriate business solutions or alternatives.
- Proven ability to comprehend business requirements and processes, and to identify inefficiency, risk, and to provide appropriate business solutions or alternatives.
- Strong people management skills with ability to lead team independently, provide guidance to junior members of the team and is a self starter with a 'can do' attitude
- Good communication and interpersonal skills, with ability to forge strong relationships with counterpart and stakeholders.
- Critical thinker with good analytical and problem solving skills.
The primary objective of the role is to drive balance sheet optimization delivery of through analytic solutions for front office Treasury Market dealers. 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 a number of critical initiatives including OLAR/CFMR Strats Cloud, Liquidity Risk Forecasting and existing models managed by the Business.