Senior Analyst - Stress Test Modelling

Standard Chartered Bank Singapore
Sep 22, 2017
Sep 26, 2017
Job Function
Industry Sector
Finance - General
Employment Type
Full Time
This role reports directly to the Senior Manager - Stress Testing seated within the Group Finance Capital and Liquidity 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, P&L, and Capital 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.
- Development, automation, maintenance, enhancement, and execution of the stress test models for the entire balance sheet and P&L 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
- Automation and maintenance of the BOE FDSF templates that are used for regulation submission.
- Ensure data quality, reconciliation, validation, consistency with various sources.
- Maintain databases of macro-economic data and stress scenario data populated from internal and external 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 (post graduate preferred) in a numerate discipline (e.g. statistics, economics, mathematics or financial engineering)
- Strong stress testing balance sheet and P&L modelling skills
- Banking product knowledge and experience
- Highly responsive with excellent communication and presentation skills, and the ability to explain complex matters in simple and intuitive terms, to non-technical audiences
- Full or partial qualifications like CFA or FRM will be considered favourably
- Strong SAS/Essbase knowledge would be an advantage
- Strong Excel knowledge and abilities
- Basic knowledge of accounting
- Strong analytical skills
- Ability to work in high pressure environments
- Self starter
- Ability to positively engage with stakeholders
- Ability to map the current process and propose changes to improve efficiency

How To Apply

As part of our commitment to career development, you can search and view opportunities across the organisation and apply immediately for suitable opportunities. When applying, please note the following:

- Please complete your application form online by clicking the 'Apply' button
- Some roles may require you to undertake an online assessment in addition to completing the application form
- Existing line managers will not need to be informed by the employee unless and until you have accepted the job offer
- Your application will be considered together with candidates in the succession plan, talent development plan and external candidates
- Additional screening checks may be required for 'Sensitive Roles' - this is in line with the Bank's Pre-Employment and Pre-Engagement Verification Policy (further information is available from HR)

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 26/09/2017. 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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