Manager, Portfolio Risk

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

The role sits within the Credit Risk stress testing team responsible for Enterprise Wide Credit Risk Stress Testing across Private Banking for all group level capital stress testing exercises. This is part of the wider Group Stress Testing team which drives all group level stressing testing initiatives in collaboration with other parts of the business such as Group Finance, Group Treasury and Group Country Risk.

This role reports to Senior Manager - Retail and Private Banking credit stress testing. The candidate is expected to analyse quantitatively and qualitatively credit stress test outcomes - coordinate with various teams within the Group to ensure quality outputs in group credit risk stress testing exercises. In addition he/she should be able to provide valuable inputs to help identify opportunities to improve on Group's Credit Risk Stress Testing current methodology & framework.

Key Roles & Responsibilities

The role holder has the following key responsibilities:

• Support in production of credit risk stress calculation for Private Banking - with focus on banking book.
• Deliver 2 key stress tests, Group ICAAP and Bank of England stress test.
• Support development and maintenance of underlying models to enhance credit risk stress testing methodology.
• Deliver adequate documentation on stress testing methodology subject to management, model validation, audit & regulatory scrutiny.
• Deliver on the operational risk framework for credit risk stress test process.
• Help with other segments of credit stress tests from time to time.

Our Ideal Candidate

• Masters Degree in quantitative subjects like mathematics, economics, statistics or financial engineering.
• Minimum 2-3 years of credit risk management and/or analytics in banking domain.
• Credit Risk stress testing or Pillar 1 modelling experience will be preferred.
• Understanding of retail/Private banking products.
• Sufficient experience in SAS and Excel (VBA).
• Results orientated, with attention to detail.
• Excellent inter-personal skills; comfortable in building relationships at senior levels and across borders, with outstanding written and oral communication skills.
• CFA/FRM certification will be preferred

Apply now to join the Bank for those with big career ambitions.