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Treasury Management Lead Analyst – VP

Locations: Warsaw, Mazovia Job Function: Finance Employee Status: Regular Job ID: 20204767

The Treasury Management Reporting team within the Risk organization focuses on the production analysis and reporting of accrual risk metrics for businesses throughout the firm.  The team works with Risk Managers, Treasury and Finance to establish reporting requirements, develop the tools and analysis necessary to proactively identify and manage risk with respect to portfolios and products while continuously updating the process to reflect the current business structure.

The role will require the successful candidate to utilize in house tools and software to independently test, validate and analysis various risk factor sensitivities such as Dollar Value 01 (DV01), Economic Value Sensitivity (EVS), Interest Rate Exposure (IRE), and Economic Risk Capital (ERC).  The successful candidate will also be engaged in a multiyear, cross-functional effort to develop and enhance the firm’s reporting platforms for interest rate risk in order to facilitate more sophisticated and granular product models and dynamic forecasting across a wide variety of stressed scenarios. 

Position Responsibilities:

  • Explain mathematical concepts as it relates to the calculation of risk sensitivities to a non-technical audience.
  • Effectively communicate and engage with members of Treasury, ALM, Independent Market Risk, and FP&A to explain drivers of variances in interest rate risk measures.
  • Work with various disciplines to ensure correct model implementations and validate expected results.
  • Analysis and computing the Interest Rate Risk across treasury and business exposures.
  • Partnering  with the business, FP&A, Technology and Market Risk Managers to ensure data accuracy, correct product risk modelling, and balance sheet forecasting to establish precise factor calculation
  • Participate in the implementation of the new Interest Rate Risk measurement platform working with Risk Managers, Treasury, and Technology teams to identify data sources, ensure data accuracy and completeness, and explain differences between the current accrual risk measures and the dynamic interest rate risk measures in the new platform.
  • Monitor, report, and communicate limit usages and excesses and implement any corrective actions decided by Treasury and Independent market risk.
  • Provide ad-hoc support and analysis within short time frames.  


  • 8+ years experience in the financial services industry with a strong background in the Risk, Corporate Treasury, or Finance.  
  • Individual should have excellent knowledge of the workings of the balance sheet along with the fixed income products and accounting treatments that impact it.
  • Solid analytical skills (Bachelors in concentration with analytic focus, e.g. business, finance, economics, etc.), working towards a CFA, FRM or MBA a plus.
  • Strong technical skills in order to be able to analyse large quantities of data and identify potential issues.
  • Proven record of identifying areas that require remediation and working with partners across an organisation to successfully plan and implement the solutions.
  • Experience in excel based spreadsheet modelling, VBA , SQL, and data analytics platforms such as Power BI or Tableau.
  • Highly motivated with the ability to multi task productively.
  • Must be a team player with strong written, verbal, and interpersonal skills, and the ability to build and maintain relationships at all levels across departments and centers.

We offer:

  • Work in a challenging area of the financial industry with one of the world's leading companies with exposure to variety of products, processes and controls
  • Cooperation with a high quality, international, multicultural and global team
  • Work in a friendly and diversified environment, appreciating differences in style and perspective and using them to add value to decisions leading to organizational success
  • Management supporting balanced and agile work (flexible working hours, home office)
  • Attractive benefits package (Benefit System, medical care, pension plan etc.)
  • A chance to make a difference with various affinity networks and charity initiative


Grade :All Job Level - All Job FunctionsAll Job Level - All Job Functions - PL


Time Type :


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Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.

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