Manager, CIB Credit Model Validation

Manager, CIB Credit Model Validation

Standard Chartered
Not Specified
Not Specified

Job Description


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 . We welcome conversations on flexible working.

Job Details

Job Source : scb.taleo.net

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