Manager, CIB Credit Model Validation

Employer
Standard Chartered Bank
Location
Singapore, Singapore
Salary
Competitive
Posted
16 Jan 2022
Closes
31 Jan 2022
Ref
13342827
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
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
  • Provide oversight of the quality of model validations while performing quantitative and qualitative analyses of new and existing corporate, institutional and commercial IFRS9 and IRB models, including other risk models
  • Proactively conduct research related to modelling methodology and provide subject matter expertise
  • Conduct reviews of analyses and reports while at the same time assessing relevant regulatory requirements and internal standards
  • Manage and support stakeholder engagements in effectively communicating validation findings and in suggesting possible solutions
  • Ensure complete and accurate documentation and timely delivery of model validations and other projects
  • Perform analysis to support GMV management during an ad-hoc project or special investigation

Our Ideal Candidate
  • Strong technical and quantitative skills with academic background in Finance, Accounting, Engineering, Mathematics, Statistics or Econometrics
  • Masters degree or higher qualification in a quantitative discipline, FRM and/or CFA qualifications are desirable
  • Intermediate to advance level of SAS, including R and/or Python programming skills
  • 4 plus years of Solid experience in financial, economic and/or credit modelling with experience in corporate and institutional PD, LGD and EAD model validation or development; knowledge and experience in economic capital and loan impairments modelling are a plus
  • Good communication skills
  • Strong problem-solving skill with keen attention to details
  • Multi-cultural awareness and sensitivity


Apply now to join the Bank for those with big career ambitions.

To view information on our benefits including our flexible working please visit our career pages . We welcome conversations on flexible working.

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