Director, Modelling & Forecasting Solutions

Job Summary

Treasury Modelling & Forecasting is driving a multi-year programme to deliver scalable and integrated solutions across Markets, Liquidity Stress Testing and Performance Management. The ultimate goal is to provide business a holistic view of their balance sheet and how various regulatory and internal constrains affected their profitability through forecasting and simulation. The outcome of this work will have direct impact to bank’s return on tangible equity (RoTE).

Key Responsibilities

We are looking for a talented individual to lead the end-to-end delivery of Performance Management workstream and act as the key point of contact to the business on requirements, methodology and embedment of any forecasting and advanced analytical solutions. This person needs to possess deep business knowledge, excellent critical thinking ability, agile way of working and superb communication skills.

A successful candidate will work closely with various global Treasury & business stakeholders to understand their needs, translate into clear requirements / user stories, derive, and agree the scope & methodology, and working with data engineer & developers to ensure that the final solution is “fit-for-purpose” and integrated with the exiting BAU processes.

Stakeholder Engagement

• Maintain relationship to key global Treasury / Business stakeholders to understand business needs / pain points, synthesize information to articulate business requirements and intended business benefits.
• Translate high-level business needs into user stories, recommend feasible and scalable analytics approach to stakeholders with clear business benefits (incorporating data/system constraints and platform capabilities).
• Derive and agree on any methodology related to solutioning in with business stakeholder.
• Communicate effectively to senior management and working group levels.

Squad Management

• Responsible for defining delivery roadmap based on stakeholder’s vision and prioritize the backlog to achieve business goal.
• Lead periodic sprint planning together with scrum master, frontline SME, data engineers and modelers.
• Actively lead in agile project squads, clearly communicate business requirements / methodology to data engineers, programmers, etc.
• Drive scalability of business methodology / functionality applied across key initiatives, while accommodating for customization needs (e.g. key products / markets) with justifiable business benefits.
• Review and sign-off any methodology before its implementation by the squad.
• Ensure methodology is consistent and aligned across all various squads on different initiatives.
• Review and validate and forecasting and visualization solution prior to implementation to ensure that it is fit-for-purpose (i.e., aligned with agreed business methodology to deliver intended outcome).
• Ensure proper transition from project deliverables into robust BAU process with minimal incremental BAU resourcing asks. Estimate and agree with stakeholders on BAU scope / budgeting as needed.

End Product Service / Rapid Response

• Deliver periodical forecast required for Corporate Planning & Outlook, ensure forecasting accuracy and provide the relevant explanation on changes.
• Drive the BAU BoW to ensure team are utilized on prioritized tasks.
• Working closely with key stakeholders to address their urgent needs through rapid analyses / prototyping.

Requirements

Deep business knowledge

• 10+ years of proven experiences in Treasury change from top-tier banks and / or consultancies.
• Experience in one or more of the below categories, Treasury PnL, IRRBB, GIM / NIM analysis, FTP and / or Capital / RWA ideally with a focus on forecasting and simulation.
• Strong business understanding in balance sheet structure, financial data, and regulatory metrics.
• Degree in Finance / Economics / quantitative fields. CFA / FRM designation is highly desirable.
• Experiences with analytical / visualization tools (e.g. SAP / SAC, Dataiku, MicroStrategy, Tableau) is highly desirable.

Requirements

Communication & Stakeholder management

• Self-starter: work through ambiguity to recommend business methodology / analytics options based on materiality and best available information across multiple streams of work.
• Foster strong trust with stakeholders; be pragmatic when handle challenging stakeholder conversations.
• Adjust communication styles to suit audience needs (e.g. seniority and business vs. technical domains)
• Strive optimal balance between quality of delivery and effort/time spent.
• Experiences working in Agile setup, multi-cultural team, and wide range of stakeholders is essential.