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 Business · Awareness and understanding of counterparty credit risk (CCR), and economic and market environment in which the Group operates · Develop stress testing methodologies and tools for CCR in compliance with internal and regulatory requirements; · Run and improve the processes designed to monitor existing CCR model performance, analyze their output and prepare reports for stakeholders; · Develop new counterparty credit risk exposure methodologies and supporting implementation of a robust risk measurement framework for the purpose of effective risk management and regulatory capital calculation;
Processes · Support Traded Risk Management activities in improving stress testing processes; · Support CCR model development, implementation and monitoring processes. People and Talent Not applicable to the role Risk Management · Provide technical and methodological support to credit risk managers, traders, and other stakeholders in accurate quantification of CCR exposure of new transactions; Governance · Awareness and understanding of the regulatory framework, in which the Group operates, and the regulatory requirements specific to CCR. Regulatory & Business Conduct · Display exemplary conduct and live by the Group's Values and Code of Conduct. Key Stakeholders · Counterparty Credit Risk Models · Traded Risk Measurement · Enterprise Risk Analytics · Traded Risk Management · Group Model Validation · Risk Data Quality Other Responsibilities Our Ideal Candidate Masters or PHD in Financial Mathematics, Statistics, Science, or Engineering Quantitative work experience in a financial institution, preferably in derivatives area and understand counterparty credit risk. Apply now to join the Bank for those with big career ambitions.
Internal Number: 5253559
About Standard Chartered Bank
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