Manager, 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
Our Ideal Candidate
- Subject-Matter-Expert with regards to traded market risk and non-traded (IRRBB, Liquidity) risk models
- Perform model validation and assist with stakeholder engagement and model validation governance
- Documentation of validation findings, issues and agree resolution plans
- Engage stakeholders effectively and maintain productive working relationships and resolve non-productive conflicts
- Support Head of GMV in addressing issues/questions raised by Senior Management, auditors and regulators
- Good experience in developing or validating quantitative risk models used in the trading book or banking book (IRRBB, Liquidity).
- Good analytical and quantitative analysis experience
- Post-graduate degree (or equivalent) in maths, statistics, finance, hard sciences or quantitative analysis
- Self-motivated person with a high level of drive, dedication and desire to excel consistently
- Focused and organised, with the ability to prioritise and deliver effectively
Apply now to join the Bank for those with big career ambitions.