Senior Treasury Officer

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Description

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The Senior Treasury Officer provides analytical, programming and business intelligence reporting expertise to design, develop, enhance, and implement applications and interface systems used by TD including ALM systems and financial projection modelling. The position implements changes necessary to support new business requirements and increase the overall analytical capacity and efficiency of treasury operations; and daily systems support to ensure smooth implementation of new functionalities and information technology (IT) systems. The incumbent will report to designated International Staff and will supervise administrative staff.

Responsibilities:

Development, Enhancement, and Maintenance of Financial Projection and Derivative Modelling:

• Enhances and supports the in-house built ALM system (Visual Basic Application based) including program coding, enhancement of features and performance speed. The system is used for long-term financial projections (by business lines and liquidity portfolios in multiple currencies including trend analysis, back testing, and variance analysis with past projections) and advanced quantitative analysis to support ALM decisions.
• Leads the design, development, and maintenance of the various ALM financial tools and dashboard reports (using business intelligence reporting tools), including: (i) ALM; (ii) funding cost margin system (transfer pricing for sovereign operation); (iii) portfolio investment reports; and (iv) calculation of cost of carry on the warehousing of liquidity.
• Develops hands-on knowledge of treasury core applications (such as Finastra Fusion Capital Summit, Numerix, and other similar vendor solutions) at functional levels.
• Supports in the development of mathematical models and computer applications for financial projections, derivatives financing, and valuation.
• Supports in the model validation tests covering data, assumptions, and algorithm. Investigates issues and proposes enhancements.
• Prepares functional specifications for systems development and document forms required for the application of new financial techniques and procedures.

IT Systems Design, Development, Implementation and Maintenance:

• Participates in the design, development, and implementation of new systems, interfaces, and applications, always ensuring that TD requirements are adequate and satisfactorily met. Coordinates projects with oversight of team members.
• Provides daily functional support of the applications [including data interfaces with the market data provider systems such as Bloomberg, Refinitiv, and Intercontinental Exchange ], analyzes, and troubleshoots issues and proposes solutions in a timely fashion to ensure reduced operational risk and minimum downtime.
• Facilitates innovation and provides system and application support to automate and streamline business processes for efficiency and reduced dependencies. Collaborates with other team members to understand how automation can improve workflow, result in efficiency gains, and propose innovative ideas and solutions.

Correspondence/Others:

• Assists in preparation of responses to queries from Management, other departments, and external parties (e.g., other multilateral development banks, consultant candidates, and vendors) on systems-related matters.
• Performs other functions that may be assigned and reflected in the incumbent’s work plan.

Qualifications:
Relevant Experience & Requirements:

• Bachelor’s degree in Computer Science, Mathematics, Banking, Finance, or related field; preferably with Master’s degree or equivalent.
• At least 8 years IT work experience in international banking operations, practices, and systems implementation; exposure to asset and liability management system; and at least 4 years of supervisory experience;
• Strong experience in software development with Visual Basic.
• Strong experience in software development with Python.
• Working experience in Microsoft Office data management and business intelligence reporting tools such as Power BI and Tableau.
• Working experience with relational databases, such as Oracle and SQL Server, and Microsoft ODBC, Microsoft ActiveX Data Object.
• Working experience of asset and liability concepts, financial projection modelling, or treasury core applications at functional level.
• Ability to manage relationships with various stakeholders (business users, vendors), good communication and presentation skills for a wide audience.
• Knowledge of data science libraries (Pandas/NumPy) an advantage.

Source: https://www.adb.org/careers/230147

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