Senior Analyst - Group Model Validation Senior Analyst - Group Model Validation …

Standard Chartered Bank
in Singapore, Singapore, Singapore
Permanent, Full time
Last application, 19 Aug 19
Competitive
Standard Chartered Bank
in Singapore, Singapore, Singapore
Permanent, Full time
Last application, 19 Aug 19
Competitive
Standard Chartered Bank
Senior Analyst - Group 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


You will work on a variety of models covering many all aspects of the model life cycle. These include data management, methodology, programming, quantitative assessment, governance and compliance to standards. The successful candidate will exhibit a pro-active business engagement strategy, contributing to the development and maintenance of a robust model risk measurement and reporting system. Key aspects of the role include:
  • Independent evaluation of new and existing risk models including IRB/IFRS9/Scorecards.
  • Assessment of changes to existing models and related risk data and infrastructure.
  • Assist with the delivery of the validation plan, ensuring timely identification of issues and completion of projects to the required standard.
  • Qualitative review of model development process including underlying assumptions & theoretical basis.
  • Quantitative assessment of model performance via data evaluation and statistical testing.
  • Coordination with internal stakeholders on model issues, achieving suitable resolutions.
  • Documentation of findings and communication of results / justifications to senior management

Our Ideal Candidate
  • Graduate level qualifications in statistics, banking, finance, econometrics, mathematics or related quant field.
  • Experience in risk analytics, developing or validating statistical models across banking products and customer groups.
  • Proficient in statistical and data analysis of large datasets using data management software including SAS and Excel.
  • Knowledge of banking data and IT infrastructure, including data management and data quality control
  • Strong focus on quality control and attention to detail.
  • Curious, with ability & experience of speaking up and challenging perceived wisdom.
Desired:
  • Post graduate qualifications in statistics, banking, finance, econometrics, mathematics or related quant field (MSc, PhD).
  • Excellent understanding of a retail business and products (mortgages, credit cards, personal loans).
  • Understanding of the regulatory environment related credit risk modelling and experience in dealing with regulators on complex technical issues will be highly regarded.
  • Exposure to developing and automating risk MIS / model performance monitoring.
  • Advanced VBA or other programming skills.
  • Effective presentation and business engagement skills at senior executive level.
  • Ability to understand and interpret regulatory requirements and explain such interpretation to stakeholders and senior management.


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