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Treasury Management Reporting Sr Analyst – AVP

Locations: Warsaw, Mazovia Job Function: Finance Employee Status: Regular Job ID: 20204773

The Treasury Management Reporting team within the Risk focuses on producing, analyzing and reporting accrual risk metrics for businesses throughout the firm.  The team works with Risk Managers, Corporate and Market Treasury and Finance to establish reporting requirements, development of analytical tools, and proactively provide granular analysis on the drivers of Interest rate risk across all scenarios at a regional, country, and product level. 

The role exists within the IRR treasury reporting group which is responsible for the analysis, commentary, and reporting of all IRR (Interest Rate Risk) exposure across the Asia Pacific and EMEA regions.

Key responsibilities: 

  • Evaluate and validate interest rate risk exposure.  Including validation of cash flows to explain risk drivers, analysis of deposit modeling behavior and treasury hedging activity.
  • Engage with members of Treasury, ALM, Treasury Market Risk, and FP&A to explain drivers of variances in interest rate risk measures
  • Analysing & computing the IRR on various categories of US dollar currency deposits & hedging it with Risk Treasury of the bank
  • Analysing material movements to understand underlying issues and providing concise explanations.
  • Working in partnership with the Businesses, FP&A, Technology, Corporate Treasury, and Market Risk to ensure data accuracy, correct product risk modeling, and balance sheet forecasting to establish precise factor calculation
  • Identify potential process improvements and capabilities to enhance consistency, transparency, and reliability of accrual interest rate risk reporting and analysis
  • Communicating issues identified to impacted parties and implement corrective action plans.
  • Providing analysis and commentary for presentation of the consolidated accrual interest rate risk metrics at ALCO.


Knowledge/ Experience:

The role will allow for development in the below areas, but any existing experience would be highly desirable:

  • Bachelors in concentration with analytic focus, e.g. business, finance, economics, etc. working towards a CFA, FRM or MBA a plus.
  • 6 years of experience in the finance services industry with strong experience in Risk, Finance, or Treasury.  
  • Solid understanding of Asset and liability management and balance sheet analysis
  • Excellent fixed income product knowledge including valuation methodologies and risk metrics.
  • Ability to identifying areas that require remediation and working with partners across an organisation to successfully plan and implement the solutions.
  • Highly motivated with the ability to multi task productively


  • Excellent data analysis skills are essential. 
  • A high competency level with Excel (VBA would be an asset), SQL, PowerPoint. Additional programming knowledge is a plus.
  • Experience in the use of data businesses intelligence and analytical tools such as Tableau or Power BI..   
  • High level of client focus with particular emphasis on attention on accuracy and attention to detail.
  • Ability to function effectively against deadlines and work within a team environment.
  • Strong written and verbal communication skills.
  • Excellent interpersonal skills with the ability to build and maintain relationships at all levels across departments and geographic centers
  • Ability to prioritize when working on multiply projects or deliverables.

Exceptional candidates who do not meet these criteria may be considered for the role provided they have the necessary skills and experience.

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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