Manager, Capital Stress Testing

Standard Chartered Bank
Singapore, Singapore
Jun 19, 2019
Jul 18, 2019
Job Function
Risk Management
Industry Sector
Finance - General
Employment Type
Full Time
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
  • Self starter
  • 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.

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