Head, ECL and Stress Testing Analytics Head, ECL and Stress Testing Analytics …

Standard Chartered Bank
in Singapore, Singapore, Singapore
Permanent, Full time
Last application, 29 May 20
Competitive
Standard Chartered Bank
in Singapore, Singapore, Singapore
Permanent, Full time
Last application, 29 May 20
Competitive
Head, ECL and Stress Testing Analytics
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

ECL Analytics
  • Deliver analytical insights into the wholesale and retail ECL. Work with Risk and Finance to develop the analytical framework needed to support the understanding and use of the ECL numbers.
  • Complete "what-if" sensitivity analysis using alternative economic scenarios and/or different model or parameter changes.
  • Draft and present papers for the IFRS 9 Impairment Committee.
Stress Testing Analytics
  • Deliver analytical insights into the wholesale stress testing results. Build an understanding of the current models being used and develop the analytical framework needed to support the understanding of the results.
  • Recommend enhancements to the existing approach to calculating the wholesale stress testing numbers.
Credit Risk Analytics
  • Identify new approaches to improve the predictive power of existing and new models; and develop tools that can be used to improve the businesses credit decision making processes.
  • Identify and implement tools that can used to provide additional analytical insight into the work being done within Enterprise Risk Management (e.g. stress testing, IFRS 9, Credit Risk modelling).
  • Understand and assess how new techniques (e.g. AI model development techniques) or model development tools (e.g. R or Python) can be used to enhance the Bank's model development and analytics.
Internal and External Compliance
  • Comply with the Operational Risk Framework.
  • Proactively support the implementation of the Group Model Risk policy.
  • Have an in-depth understanding of the IFRS 9 requirements and home and host regulatory stress testing requirements.
People and Talent
  • Lead through example and build the appropriate culture and values. Set appropriate tone and expectations for the teams and work in collaboration with all relevant partners.
  • Employ, engage and retain high quality people.
  • Set and monitor job descriptions and objectives for direct reports and provide feedback and rewards in-line with their performance against these objectives.

Our Ideal Candidate
  • Substantial model development experience, providing a strong basis to lead and challenge teams of specialists.
  • Awareness and understanding of the Bank's business strategy and model appropriate to the role, coupled with the ability to provide a vision and successfully lead complex changes end-to-end.
  • Awareness and thorough understanding of the regulatory framework in which the Bank operates.
  • Ability to explain complex matters in simple and intuitive terms, supporting strong stakeholder management both internally with senior management as well as externally with regulators.

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

To view information on our benefits including our flexible working please visit our career pages . We welcome conversations on flexible working.
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