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Area of interest: Governance, Risk Management & Compliance
The role is part of the CIB Model Development team which develops and maintains models for:
* Climate Risk
* Treasury Risk
The focus is on Treasury Risk models, particularly Interest Rate Risk in the Banking Book (IRRBB) and Credit Spread Risk in the Banking Book (CSRBB).
Key Responsibilities
* Model Governance: initiate model approval and change processes, present models in relevant committees.
* Model Use (IRRBB and CSRBB only): source model input data, run models, perform quality assurance on model results, and communicate findings to stakeholders.
Skills and Experience
* Degree in a quantitative discipline (preferably postgraduate) with proven ability in data analysis and developing statistical predictive models.
* Analytical, independent thinker with strong written and verbal communication skills.
* Knowledge of banking risk management frameworks and regulations such as Basel, CRR, EBA, IRB, and IFRS9.
* Ability to explain complex topics simply and intuitively, supporting stakeholder management internally with senior management and externally with regulators.
* Proficiency in SAS, R, or Python.
* Strong knowledge of mathematics, statistics, and econometrics.
* Experience interacting with regulators in Model Development.
* Excellent communication skills in English, both written and verbal.
* Self-starter with strong collaboration skills, able to manage oneself and interact effectively with others.
* Previous banking industry experience is advantageous.
About Standard Chartered
We're an international bank, nimble enough to act and big enough to make an impact. For over 170 years, we've worked to make a positive difference for our clients, communities, and each other. We challenge the status quo, love a challenge, and seek new opportunities to grow and improve. If you're seeking a purpose-driven career and want to work for a bank that makes a difference, we want to hear from you. We value your unique talents and look forward to what you can bring to us.
Our purpose is to drive commerce and prosperity through our diversity, supported by our brand promise to be here for good. We foster a culture of valued behaviors:
* Do the right thing: act with integrity, challenge each other, and prioritize the client.
* Never settle: strive for continuous improvement and innovation, keep things simple, and learn from experiences.
* Are better together: embrace inclusion, see the good in others, and collaborate for long-term success.
What we offer
In line with our Fair Pay Charter, we offer a competitive salary and benefits supporting your mental, physical, financial, and social wellbeing.
* Core benefits: retirement savings, medical, and life insurance, with additional flexible benefits in some locations.
* Time-off: annual leave, parental/maternity leave (20 weeks), sabbatical (up to 12 months), volunteering leave (3 days), plus a minimum of 30 days including public holidays.
* Flexible working options: based on home and office arrangements with flexible patterns.
* Wellbeing support: digital platforms, resilience courses, Employee Assistance Programme, mental health support, and self-help tools.
* Learning culture: opportunities to reskill and upskill through various learning formats.
* Inclusive environment: a values-driven organization that celebrates diversity and fosters respect and potential realization for all employees.
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