Associate Director, CIB Model Development

Job Summary

• Develop credit risk IRB, IFRS9 and Pillar 2 Stress Testing models for the measurement of PD, EAD and LGD for the wholesale portfolio.
• Support continuous improvement efforts through research on techniques, process and domain.
• Execute end to end model development steps. The responsibility will also include efforts on data preparation, documentation, presentation and maintaining minutes of key decisions made during the development lifecycle.
• Adopting best coding standards and automation to help create coding repositories for various methods used across modelling team.
• Ensure that models are fit for purposes not only for regulatory estimates but also for daily business usage, underwriting decisions, risk appetite decisions and strategy design.
• Participate in relevant model implementation and its user acceptance test to ensure models are appropriately implemented not only within the direct system environment but also its relevant downstream environments.
• Lead through example and demonstrate the bank's culture and values.
• Understand Model related uncertainty risk such as data, regulatory, business strategy, that have a direct impact on the model's performance.
• Ensure the modelling process and models meet the Model Risk Policy and Model Family Standards.
• Provide timely and high-quality responses to both internal and external queries and requests.

Key Responsibilities

Strategy

Business

Processes

People & Talent

Risk Management

Governance

Regulatory & Business Conduct

Key stakeholders

Skills And Experience

Qualifications

About Standard Chartered

We&aposre an international bank, nimble enough to act, big enough for impact. For more than 170 years, we&aposve worked to make a positive difference for our clients, communities, and each other. We question the status quo, love a challenge and enjoy finding new opportunities to grow and do better than before. If you&aposre looking for a career with purpose and you want to work for a bank making a difference, we want to hear from you. You can count on us to celebrate your unique talents and we can&apost wait to see the talents you can bring us.

Our purpose, to drive commerce and prosperity through our unique diversity, together with our brand promise, to be here for good are achieved by how we each live our valued behaviours. When you work with us, you&aposll see how we value difference and advocate inclusion.

Together We

What We Offer

In line with our Fair Pay Charter, we offer a competitive salary and benefits to support your mental, physical, financial and social wellbeing.

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