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The Balance Sheet Strategy Lead Analyst will play a critical role in designing and delivering the data and analytics architecture that underpins the firm’s balance sheet strategy. The successful candidate will combine strong technical capability with a deep understanding of banking balance sheet mechanics to build scalable, high-quality data and analytics frameworks for Treasury decision-making. In return, they will gain exposure to senior leadership and shape how a global GSIB manages capital, liquidity, and funding at scale.
Job Responsibility:
Design and implement scalable data models and architectures to represent the bank’s balance sheet across products, businesses, and legal entities
Develop analytics pipelines and dashboards to support Treasury decision-making, capital allocation, liquidity management, and funding strategy
Build robust Python-based workflows for data transformation, validation, and analytical modelling
Design and maintain Tableau dashboards and analytical outputs for senior Treasury and Risk stakeholders
Translate Treasury and business requirements into technical data and analytics solutions
Implement data quality controls, documentation, and traceability frameworks aligned with regulatory and internal governance standards
Provide technical guidance, best practices, and mentoring to junior analysts and partner teams
Requirements:
Bachelor’s degree in Finance, Economics, Mathematics, Computer Science, Engineering, or related field (Master’s preferred)
6–10 years’ experience in Treasury, balance sheet strategy, risk analytics, data engineering, or quantitative finance roles
Experience designing data models, schemas, and analytics architectures for large financial datasets
Ability to translate complex banking balance sheet dynamics into structured data and analytical frameworks
Demonstrated intellectual curiosity and self-motivation to understand how banks fundamentally operate and independently derive analytical approaches from first principles
Ability to communicate technical concepts clearly to senior Treasury and business stakeholders
Understanding of capital, liquidity, and interest rate risk frameworks (e.g., CET1, RWA, LCR, NSFR, IRRBB)