Michał Banach

Creation of long term model for P&L, BS and CF statements forecasting. Preparation of mid and long term liquidity strategy (over EUR 1.2bn). Preparation of treasury and liquidity reports for CEO. Financial analysis of investment recommendations in private equity funds (proprietary investments). Participation in EIB group strategic working group. Preparation of analyses concerning capital, profitability and liquidity.

Creating risk reporting tools using SQL Server database (over 100m records) and MS Excel (PowerPivot). Managing and conducting periodic risk reviews of CHAPS Participants’ self-assessment. Liaising with various stakeholders inc. Bank of England and banks participating in the CHAPS scheme (i.a. HSBC, J.P. Morgan, Barclays). Conducting regular liquidity risk monitoring. Automating existing processes and procedures with VBA & SQL. Inhouse Excel specialist.

At the beginning I participated in 2 months long training covering financial markets, project management, Agile, consultancy skills and Murex (FO, Reporting, Workflows modules). Immediately after the training I joined the project located in Germany where I worked as analyst on Murex patch upgrade project. Developed skills and knowledge: - Murex - Automated testing - Workflows - Consultancy skills

Management of deposit products portfolio (in 6 months doubled balance to 4bn PLN keeping margin within budget). Deposits' interest rates setting in accordance to the budget and strategy (exceeded budgeted 2013 net income on deposit products by 7m PLN). Created and introduced new deposit products and improved existing ones. Conducted financial analyses and preparing business cases for new products/initiatives. Management of various projects related to the Products Department.

Preparation of investment recommendations for Emerging Markets. Short-term rotations in treasury desks like liquidity, FI & FX trading, FX sales, investment research.

Strategic Risk Management Department - Participated in works on new regulations simplifying derivatives credit documentation requirements. Worked on redesign of ICAAP process and Pillar III internal regulations. Worked on implementation new IT structure for risk management from BNP Paribas Group. Responsible for recalibration of credit limits for derivatives from standardised method to internal model method. + 6 short term rotations (up to 1 month) in other departments

Worked on implementation of new cost reporting VBA-based application. Resulted in reduction of necessary time for the creation of managerial reports and better data management.

Multicriteria decision analysis Econometrics Operational research Optimisation