Job Description
Develop and maintain credit risk analytic tools, principally Probability of Default (PD) models, for the measurement and management of credit risk in the banking book
Active engagement with stakeholders to develop analytic solutions for the enhancement of risk-return tradeoff
Manage a team of PD modelers to deliver the objectives
Key Roles & Responsibilities
Develop, implement and maintain PD models to ensure ongoing accuracy, compliance and relevance given the ongoing changes in economic, business and regulatory environment
Work with stakeholders to identify need/opportunity for new models and lead project for model development and implementation
Review existing models for conservatism and work with stakeholders on data collection that would enable these conservatism to be removed
Conceptualize methodology and identify new data sources for improving predictive power of existing models and for developing next generation models
Work closely with business and product management to provide value adding risk analytics solutions for the enhancement of risk-return tradeoff
Work closely with model validation to ensure adherence to the governance framework for model deployment and ensure timely closeoff of validation issues
Monitor, back test and report risk models performance
Team building and development
Liaise with regulators for the initial and ongoing certification of risk models for use in capital requirement calculations
Develop strong working relationship with core regulators with a view to influence regulatory developments
Qualifications & Skills
Post graduate degree in a quantitative discipline (e.g. Mathematics, Statistics, Financail Engineering etc) with a clear ability for handling data and performing quantitative analysis
Analytical and independent thinker with strong written and verbal communication skills especially in explaining complex technical subjects in a simple/pragmatic way to business and senior management
Out-of-the-box thinker
Knowledge of regulatory requirements for credit risk
At least 5 years of relevant experience in a related area
Experience in a Wholesale Banking functional area (e.g. relationship management, product management, credit analyst/approver etc.) a definite plus
How To Apply
You can search and view current opportunities across our organisation and apply immediately by registering or logging in to our careers website www.standardchartered.com/careers. To help speed up your application, please note the following:
- You will need to log in (or register if you are visiting our careers site for the first time) before you can apply for a specific role
- Some roles may require you to undertake an online talent assessment in addition to completing the application form (to facilitate this process it is preferable that you provide us with an email address as part of your contact information)
- We will ask you about your education, career history and skills and experience, it may be helpful to have this information at hand when completing your application
It usually takes 15 - 20 minutes to complete the application form; you can save your application at any time and return to complete it at your convenience.
Closing Dates
The closing date for applications is 20/05/2013. Please note all closing dates are given in Hong Kong time (GMT + 8 hours). We aim to respond to successful applicants within four weeks and will keep a record or your application in our database so that we can contact you when suitable vacancies arise in future.
Diversity & Inclusion
Standard Chartered is committed to diversity and inclusion. We believe that a work environment which embraces diversity will enable us to get the best out of the broadest spectrum of people to sustain strong business performance and competitive advantage. By building an inclusive culture, each employee can develop a sense of belonging, and have the op
تفاصيل الوظيفة
| 2013-05-03 | تاريخ الإعلان عنها: |
| سنغافورة | منطقة الوظيفة: |
| غيرذلك | الدور الوظيفي: |
| غير ذلك | قطاع الشركة: |
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