Balance Sheet and Liquidity Stress Test Modeller - Group Finance Capital and Liquidity Management

Standard Chartered Bank Singapore
Aug 31, 2017
Sep 26, 2017
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
This role reports directly to the Assistant Manager - Stress Testing seated within the Group Finance Balance Sheet Reporting team. The successful candidate for this position will play a key role in developing, maintaining, enhancing, and executing the stress test models in relation to the Balance Sheet and Liquidity Requirements in the Bank's stress test exercises such as FCRRP, Internal Capital Adequacy Assessment Process (ICAAP), and Bank-of-England (BOE).

Key Roles and Responsibilities

This role's key components include:

1. Stress Testing Modelling
- Development of modelling methodology, assumptions, compliance requirements, sensitivities, and drivers for projections.
- Strong Focus on Liquidity metrics like LCR/NSFR/Cash flow Maturity Ladders
- Development, automation, maintenance, enhancement, and execution of the stress test models for the entire balance sheet and liquidity requirements taking into account all different dimensions -segment, geographies and products - of the bank.
- Work alongside business stakeholders to develop, understand, and translate business impacts into financial projections
- Understand and translate business and market drivers into financial projections
- Ensure data quality, reconciliation, validation, consistency with various sources.

2. Interface Planning and Support
- Manage timelines around the stress test exercises
- Support documentation of stress test models methodology
- Support process, controls, and documentation requirements
- Assist to engage, influence and maintain successful working relationships with:
* External regulatory audience (PRA) for BOE Stress Testing
* Planning team within CLM for all related base financial forecast data
* Treasury for all capital/liquidity interfaces
* Portfolio Risk, Country, Risk and Model Validation for all scenario and risk interfaces/analysis
* Technology, business, and other stakeholders for source/upstream data requirements

3. Participation in ad-hoc capital and liquidity projects (where time is available)
- Participation in analytics, regulatory reporting, and change initiatives.
- Working closely with the Head of Group Finance CLM as well as other team members for any other miscellaneous capital and liquidity projects.

Qualifications and Skills

Key qualifications and skills required for this position:

- Degree qualified in a numerate discipline (e.g. statistics, economics, mathematics or financial engineering)
- Strong stress testing balance sheet and modelling skills
- Familiar with liquidity concepts like LCR/NSFR/Cash flow Maturity Ladders
- Strong Excel knowledge and ability to work with large datasets
- Working knowledge of ALM functions and assets
- Banking product knowledge and experience
- Strong analytical skills
- Self starter
- Basic knowledge of accounting
- Full or partial qualifications like CFA or FRM will be considered favourably
- Mathematical background in regression testing will be considered favourably
- Strong SAS/Essbase knowledge would be an advantage
- Ability to work in high pressure environments
- Ability to positively engage with stakeholders

How To Apply

You can search and view current opportunities across our organisation and apply immediately by visiting and selecting Careers. To help speed up your application, please note the following:

- You will need to log in (or register if you are visiting our careers site for the first time) before you can apply for a specific role

- Some roles may require you to undertake an online talent assessment in addition to completing the application form (to facilitate this process it is preferable that you provide us with an email address as part of your contact information)
- We will ask you about your education, career history and skills and experience, it may be helpful to have this information at hand when completing your application

It usually takes 15 - 20 minutes to complete the application form; you can save your application at any time and return to complete it at your convenience.

Closing Dates

The closing date for applications is 30/09/2017. Please note all closing dates are given in Hong Kong time (GMT + 8 hours). We aim to respond to successful applicants within four weeks and will keep a record or your application in our database so that we can contact you when suitable vacancies arise in future.

Diversity and Inclusion

Standard Chartered is committed to diversity and inclusion. We believe that a work environment which embraces diversity will enable us to get the best out of the broadest spectrum of people to sustain strong business performance and competitive advantage. By building an inclusive culture, each employee can develop a sense of belonging, and have the opportunity to maximise their personal potential.

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