Manager, Counterparty Credit Risk Stress Testing
Standard Chartered
Bangalore, India, South Asia
2d ago

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.

PURPOSE :

  • To enhance the delivery of counterparty credit risk stress tests both at the enterprise-wide (e.g. Group ICAAP and Bank of England stress tests) and traded risk level.
  • This role will also support country stress test

    RESPONSIBILITIES :

  • Provide analysis into the results of CCR stress testing.
  • Provide analysis into the effects of changing methodologies utilised in the : creation of input data and stress testing results.
  • Provide subject matter expertise and analysis into the effects of the selection of stress scenarios on the expected outputs of those scenarios.
  • Provide insight and analysis for tools enhancement deliverables in order to support the needs of CCR stress testing and reporting.
  • Work with BAs and IT in order to implement the changes required. Ensure requirements are structured in a manner to enable efficient communication of deliverables to IT and business outcomes to stakeholders.
  • KNOWLEDGE AND SKILLS :

    Technical Knowledge :

  • Knowledge of traded products exposure under normal and stressed market conditions.
  • Proficient in advanced programming including VBA, Advanced SAS programming, statistical modelling, analysis tools and database structuring.
  • Tableau experience is preferred.
  • Business Strategy and Model :

  • Awareness and understanding of the firm’s business strategy and model appropriate to the role
  • Ability to take ownership of issues / tasks and apply best practices to facilitate solutions
  • Ability to create effective work relationships.
  • Focused, organised, results-oriented and works independently to strict timeframes.
  • Risk Management and Control :

  • Clear understanding of regulatory and economic capital concepts
  • Governance, Oversight and Controls :

  • Experience in writing and reviewing policy and methodology documents.
  • Ability to interpret, suggest and implement evolving methodologies and best practice. Ability to effectively communicate improvements offered by and limitations of evolving methodologies and best practice.
  • Regulatory Framework and Requirements :

  • Awareness and thorough understanding of the regulatory framework in which the firm operates.
  • Ability to interpret evolving regulatory requirements and translate these requirements into implementable methodologies.
  • Ability to identify opportunities to leverage evolving regulatory requirements in the broader business context.
  • Non-technical skills :

  • Ability to effectively communicate with teams across vertical and across geography
  • Ability to structure the task for timely completion
  • Ability to work under minimal supervision.
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