Senior Analyst, Treasury Modelling

Build programmed solutions and processes based on requirements from the Treasury and Capital Markets team.

Automate existing spreadsheet-based analysis and to replicate results from other platforms. 

Efforts will focus on funds transfer pricing models/ margin reporting, hedge accounting report, duration calculation, liquidity matching, stress testing, liquidity regulatory reporting etc. 

The incumbent will ensure all processes are documented as per the Bank documentation standards.

The position supports and provides analytical support to Treasury team members (Liquidity, IRR, etc.) with (customer) behavioral analysis of various asset and liability products.

Review existing behavioural analysis and enhance analysis ...