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
Stress Testing Modelling Execution
Strong Focus on Capital metrics like CET1, MREL and Leverage.
Execution of the stress test models for balance sheet equity and capital requirements.
Ensure input data quality, reconciliation, validation, consistency with various sources.
Work alongside global business stakeholders to develop, understand, and translate stress parameters into the final capital projections metrics.
Manage timelines around the stress test exercises
Analyze and present results in a concise yet informative manner to senior management
Produce qualitative write ups commenting on the bank's capital position in various stress scenarios
Produce final numbers pack for regulatory submissions
Model Enhancement, development and documentation
Development of modelling methodology, assumptions, compliance requirements, sensitivities, and drivers for projections.
Explore new avenues of stress testing, enhancing current approaches in terms of time, usability, scope.
Build automation of data extraction and model projection capabilities
Incorporate other areas of risk (E.g. Liquidity) into current capital model.
Support documentation of stress test models methodology, ensuring it is in compliance with group governance standards
Conduct operational risk checks and processes for Stress Tests
Assist to engage, influence and maintain successful working relationships with:
External regulatory audience (PRA) for BOE Stress Testing
Group Treasury for all related data from the corporate plan
Technology, business, and other stakeholders for source/upstream data requirements
Participation in ad-hoc capital and liquidity projects (where time is available)
Participation in analytics, regulatory reporting, and change initiatives.
Working closely with the other teams for any other miscellaneous capital and liquidity projects.
Our Ideal Candidate
Degree qualified in a numerate discipline (e.g. statistics, economics, mathematics or financial engineering) preferably with Treasury, Finance, or Regulatory background
Strong stress testing balance sheet and modelling skills is desirable
Familiar with capital concepts like CET1/MREL/Leverage/ and Capital requirements
Strong Excel knowledge and ability to work with large datasets
Banking product knowledge and experience
Good knowledge of accounting and financial statements
Full or partial qualifications like CFA or ACA will be considered favourably
Strong SAS knowledge and experience in SQL would be an advantage
Ability to work in high pressure environments
Ability to positively engage with stakeholders
Apply now to join the Bank for those with big career ambitions.
Internal Number: 6000839
About Standard Chartered Bank
eFinancialCareers is a career site specializing in financial services.