Manager, Credit Risk Model Validation Manager, Credit Risk Model Validation …

Standard Chartered Bank
à Londres, Angleterre, Royaume-Uni
CDI, Plein-temps
Dernière candidature, 23 sept. 20
Competitive
Standard Chartered Bank
à Londres, Angleterre, Royaume-Uni
CDI, Plein-temps
Dernière candidature, 23 sept. 20
Competitive
Manager, Credit Risk Model Validation
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
  • Perform an independent validation of new and existing IRB credit risk models that are used in risk management, capital calculation, stress testing and business use.
  • Qualitative review of model development process including underlying assumptions & theoretical basis, including assessment of model components against relevant regulatory requirements
  • Quantitative assessment of model performance via data evaluation and statistical testing.
  • Documentation of validation findings and communication of results to senior management and presentation to relevant committees.
  • Coordination with internal stakeholders on model issues, achieving suitable resolutions.
  • Manage and complete the model validation from end to end, meeting the planned timelines and required standards.
  • Recommend improvements in the models.
  • Review regulatory requirements and industry practice regarding the IRB models and other credit risk models.
  • Assist Head of Model Validation in addressing concerns or questions relating to the models.
Governance
  • Submission of model validation reports to relevant Model Assessment Committee
  • Attend Credit Model Assessment where the report is being presented for approval
Regulatory & Business Conduct
  • Display exemplary conduct and live by the Group's Values and Code of Conduct.
  • Take personal responsibility for embedding the highest standards of ethics, including regulatory and business conduct, across Standard Chartered Bank. This includes understanding and ensuring compliance with, in letter and spirit, all applicable laws, regulations, guidelines and the Group Code of Conduct.
  • Effectively and collaboratively identify, escalate, mitigate and resolve risk, conduct and compliance matters.


Our Ideal Candidate
  • At least graduate level (or equivalent) qualifications in statistics, banking, finance, econometrics, mathematics or related quant field.
  • Extensive experience in quantitative modelling and/or model validation with focus on IRB models
  • Good understanding of IRB regulations, credit portfolio management, stress testing and model uses for credit rating and capital estimations
  • Extensive experience in project management
  • Solid programming skill including SAS, R or Python with hands on experience in IRB or relevant credit risk modelling


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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