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Analyst, CIB Model Development

Standard Chartered India

India · On-site Full-time Yesterday

About the role

Role Overview: You will support the execution of model development projects assigned by the manager for the credit risk IRB, IFRS9, and Pillar 2 Stress Testing models for the measurement of PD, EAD, and LGD for the wholesale portfolio. Your responsibility will include efforts on data preparation, documentation, preparing presentations for discussion with the expert panel and relevant stakeholders during the development lifecycle. You will also support the review of the model by the 2nd line function and contribute to continuous improvement efforts through research on techniques, processes, and domain. Adopting best coding standards and automation to help create and maintain coding repositories for various methods used across the modeling team.

Key Responsibilities: - Support the execution of model development projects assigned by the manager for the credit risk IRB, IFRS9, and Pillar 2 Stress Testing models for the measurement of PD, EAD, and LGD for the wholesale portfolio. - Efforts on data preparation, documentation, and preparing presentations for discussion with the expert panel and relevant stakeholders during the development lifecycle. - Support the review of the model by the 2nd line function. - Adopt best coding standards and automation to help create and maintain coding repositories for various methods used across the modeling team.

Qualifications Required: - Masters degree in quantitative Discipline (e.g. Mathematics, Statistics, Economics, Financial Engineering, Engineering)

Additional Details of the Company: Standard Chartered is an international bank that has been operational for more than 170 years. They aim to make a positive difference for their clients, communities, and employees. The company values questioning the status quo, embracing challenges, and seeking opportunities for growth and improvement. Standard Chartered celebrates unique talents and advocates for inclusion, driving commerce and prosperity through diversity and living by their valued behaviors.

Please note that the above details have been extracted from the provided job description. Role Overview: You will support the execution of model development projects assigned by the manager for the credit risk IRB, IFRS9, and Pillar 2 Stress Testing models for the measurement of PD, EAD, and LGD for the wholesale portfolio. Your responsibility will include efforts on data preparation, documentation, preparing presentations for discussion with the expert panel and relevant stakeholders during the development lifecycle. You will also support the review of the model by the 2nd line function and contribute to continuous improvement efforts through research on techniques, processes, and domain. Adopting best coding standards and automation to help create and maintain coding repositories for various methods used across the modeling team.

Key Responsibilities: - Support the execution of model development projects assigned by the manager for the credit risk IRB, IFRS9, and Pillar 2 Stress Testing models for the measurement of PD, EAD, and LGD for the wholesale portfolio. - Efforts on data preparation, documentation, and preparing presentations for discussion with the expert panel and relevant stakeholders during the development lifecycle. - Support the review of the model by the 2nd line function. - Adopt best coding standards and automation to help create and maintain coding repositories for various methods used across the modeling team.

Qualifications Required: - Masters degree in quantitative Discipline (e.g. Mathematics, Statistics, Economics, Financial Engineering, Engineering)

Additional Details of the Company: Standard Chartered is an international bank that has been operational for more than 170 years. They aim to make a positive difference for their clients, communities, and employees. The company values questioning the status quo, embracing challenges, and seeking opportunities for growth and improvement. Standard Chartered celebrates unique talents and advocates for inclusion, driving commerce and prosperity through diversity and living by their valued behaviors.

Please note that the above details have been extracted from the provided job description.

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