Liquidity Forecast Programmer
About Standard Chartered
We are a leading international bank focused on helping people and companies prosper across Asia, Africa and the Middle East.
To us, good performance is about much more than turning a profit. It's about showing how you embody our valued behaviours - do the right thing, better together and never settle - as well as our brand promise, Here for good.
We're committed to promoting equality in the workplace and creating an inclusive and flexible culture - one where everyone can realise their full potential and make a positive contribution to our organisation. This in turn helps us to provide better support to our broad client base. The Role Responsibilities
The primary objective of the role is to drive the automation of the manual processes relating to global liquidity risk forecast, monitoring, analytics and KPI reporting. The secondary objective of this role is to support the continuous improvement and deployment of liquidity forecast model to new countries.
The successful candidate will work closely with Liquidity Forecast Analytics team lead, Treasury Markets Liquidity dealers and the broader Treasury Modelling and Platform team to automate and continuously improve the current backtesting and KPI generation process. The candidate will need to be able to analyse the current setup / process and come up with ways to automate the current process utilizing programming, i.e. Python or VBA. The candidate will also need to be able to enhance / improve this process due to new requirements or further streamline of the process.
From time to time, the candidate will also be expected do some BAU work such as perform the actual forecast, participate in UAT for new forecast models and work with broader Treasury Modelling and Platform team on improving the existing models / processes.
This is a dual skilled role which requires both strong analytical skills and also coding skills and would suit somebody with a strong business understanding of liquidity risk forecasting coupled with coding skills in Python or VBA. Key Responsibilities:
Regulatory & Business Conduct
- Analyse the current end of end process for liquidity risk forecasting backtesting and KPI generation.
- Understand the current methodology of backtesting and derive a functional specification on how this can be automated.
- Build, enhance and automate the backtesting process for all global liquidity forecasting models.
- Identify any areas of improvement through process streamline or methodology enhancements.
- Setup and automate the process for monitoring and periodic KPI reporting.
- Enhance the existing process through new requirements or continuous improvements.
- Ensure documentation on the backtesting methodology and process is up-to-date.
- Participate in testing of new forecast models when required.
Our Ideal Candidate
- Display exemplary conduct and live by the Group's Values and Code of Conduct.
- Take personal responsibility for embedding the highest standards of ethics, including regulatory and business conduct, across Standard Chartered Bank. This includes understanding and ensuring compliance with, in letter and spirit, all applicable laws, regulations, guidelines and the Group Code of Conduct.
- Effectively and collaboratively identify, escalate, mitigate and resolve risk, conduct and compliance matters.
- Relevant functional experience in either Treasury, Asset and Liability Management, Liquidity Risk in quantitative analytics space or software development of 3+ years. Fresh graduates with relevant thesis in Finance/Banking field and outstanding academic record will be considered.Strong business analysis / process analysis skills, able to translate requirements to concepts to functional detail and finally to coding.
- Strong programming skill in Python (preferred) or VBA.
- Good understanding on liquidity / balance sheet forecasting concept and functionalities.
- Ability to independently and efficiently code up solutions based on analysis and decision agreed up with stakeholder.
- Fast learner, self starter with a "can do" attitude.
- Critical thinker with good analytical skills and able to tackle problems pragmatically
Apply now to join the Bank for those with big career ambitions.