Manager – Treasury Analytics – Leading Global Bank
Location: Krakow, Poland
Contract Type: Permanent
Salary: Competitive salary and benefits package
- Develop innovative financial models using advanced analytics
- Collaborate with global teams on high-impact projects
- Generous benefits package including bonuses and well-being support
- Join a leading global bank committed to employee growth
Our client, a leading global bank, is seeking a skilled Manager to join their Treasury Analytics team in Krakow. In this role, you will have the opportunity to develop cutting-edge financial models and contribute to the bank’s strategic goals.
Position Overview
As a Manager in Treasury Analytics, you will play a crucial role in developing statistical models and machine learning techniques to assess and mitigate risks for the bank’s mortgage products. Your expertise will support key decision-making processes and contribute to the development of the bank’s innovative One Treasury Platform.
Responsibilities
- Develop prepayment/pipeline models for mortgage products using statistical modelling and machine learning
- Create behavioural models to assess IRRBB risk metrics for various products
- Design models supporting Markets Treasury and other quantitative teams
- Build Python tools to test models, analyse data, and measure impact
- Collaborate with Financial Engineering and IT on the One Treasury Platform
- Contribute to initiatives related to Forecasting, Flow Analytics, and Core calculations
- Validate and document model changes for internal and external use
- Ensure models meet regulatory and business requirements
- Manage the entire Model Life Cycle from objectives to validation
- Coordinate projects to maintain consistency across sites
- Identify areas for efficiency improvements, automation, and enhanced controls
- Communicate complex data to non-technical stakeholders in clear language
Requirements
- Academic background in a quantitative field (e.g., Mathematics, Physics)
- Expertise in mathematics, statistics, and machine learning algorithms
- 3+ years of relevant experience
- Proficiency in Python programming, ideally in a cloud environment
- Understanding of Banking Book risks (IRRBB, liquidity)
- Familiarity with financial aspects, asset pricing, and risk metrics
- Experience with financial markets, derivative pricing, and risk management
- Effective communication skills with technical and business audiences
- Open personality and ability to work in a global environment
Company Overview
Our client is committed to providing opportunities, support, and rewards to help employees reach their full potential. As a leading global bank, they deliver powerful insights and work seamlessly to achieve strategic goals. With a focus on innovation, the bank is building future-proof solutions in the financial services industry.
Benefits
- Competitive salary and annual performance-based bonuses
- Additional bonuses for recognition awards
- Multisport card and private medical care
- Life insurance and one-time home office setup reimbursement
- Corporate events, CSR initiatives, and nursery discounts
- Financial support for training and education
- Flexible working hours and free parking
Alongside a generous benefits package, you’ll be part of a collaborative and innovative culture that encourages taking on new challenges and supports your professional growth.
How to Apply
If you have the skills and experience to excel in this role, please submit your CV and a cover letter to [email protected]. Our client is an equal opportunity employer and values diversity. All applications will be treated with strict confidence.