Senior Manager, Market Risk Model Validation Senior Manager, Market Risk Model Validation …

Standard Chartered Bank
in Singapore, Singapore, Singapore
Permanent, Full time
Be the first to apply
Competitive
Standard Chartered Bank
in Singapore, Singapore, Singapore
Permanent, Full time
Be the first to apply
Competitive
Senior Manager, Market Risk Model Validation
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
  • Subject-Matter-Expert with regards to FRTB models used in market risk
  • Perform independent validation of FRTB models and manage all aspects of stakeholder engagement and model validation governance
  • Documentation of validation findings, issues and agree resolution plans
  • Present validation findings to relevant model governance committees
  • Engage senior stakeholders effectively and maintain productive working relationships and resolve non-productive conflicts
  • Support Head of GMV in addressing issues/questions raised by Senior Management, auditors and regulators



Our Ideal Candidate
  • Extensiv e experience in developing or validating quantitative models (at least 8 years) in traded market risk (VaR, ES), with significant exposure to and familiarity with FRTB models.
  • Strong analytical and quantitative analysis experience
  • Postgraduate degree (or equivalent) in maths, statistics, finance, hard sciences or quantitative analysis
  • Project management skill (advanced level)
  • Self-motivated person with a high level of drive, dedication and desire to excel consistently
  • Focused and organised, with the ability to prioritise and deliver effectively


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

To view information on our benefits including our flexible working please visit our career pages .
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