Job Description & Scope
Job description This position is for a Manager with an advanced degree in a quantitative discipline; requires experience and proficiency in areas of statistics, applied mathematics, SAS programming language and a good understanding of retail banking / small business lending businesses. The individual will use these skills in the development of risk models (IRB, IFRS9, Custom Scorecards and others) and other risk analytics in retail banking / small business lending portfolios. Responsibilities include developing statistically derived predictive models, perform decision tree-based customer segmentation & profiling analyses, assist business implementation of sophisticated Regulatory and Scoring models and providing analytic support to Standard Chartered businesses across the globe. Key Responsibilities Competencies: Analytical / Strategic / Conceptual thinking Attention to detail Problem solving Verbal/Written communication Presentation skills Highly motivated, organized and methodical Regulatory & Business Conduct Display exemplary conduct and live by the Group s Values and Code of Conduct. Take personal responsibility for embedding the highest standards of ethics, including regulatory and business conduct, across Standard Chartered Bank. This includes understanding and ensuring compliance with, in letter and spirit, all applicable laws, regulations, guidelines and the Group Code of Conduct. Lead the [country / business unit / function/XXX [team] to achieve the outcomes set out in the Bank s Conduct Principles: [Fair Outcomes for Clients; Effective Financial Markets; Financial Crime Compliance; The Right Environment. ] * Effectively and collaboratively identify, escalate, mitigate and resolve risk, conduct and compliance matters. [Insert local regulator e. g. PRA/FCA prescribed responsibilities and Rationale for allocation]. [Where relevant - Additionally, for subsidiaries or relevant non -subsidiaries] Serve as a Director of the Board of [insert name of entities] Exercise authorities delegated by the Board of Directors and act in accordance with Articles of Association (or equivalent) Other Responsibilities Embed Here for good and Group s brand and values in XXXX [country / business unit / team]; Perform other responsibilities assigned under Group, Country, Business or Functional policies and procedures; Multiple functions (double hats); [List all responsibilities associated with the role] Skills and Experience Credit Risk Modelling Qualifications Bachelors / Advanced (Masters or higher) Degree in Statistics, Applied Mathematics, Operations Research, Economics, Engineering or other quantitative discipline Good understanding of retail banking / small business / consumer finance products and business life-cycles (e. g. sales, underwriting, portfolio management, marketing, collections) 1-4 in-depth years experience in hands-on Statistical Modeling in credit risk for retail banking / small business / consumer finance portfolios Proficient statistical programming skills in SAS (preferred) or similar, strong analytical skills and understanding of quantitative and statistical analysis Hands-on experience in mining data and understanding data patterns Experience in directly interacting with Business and exposure to International markets will be a plus About Standard Chartered Were an international bank, nimble enough to act, big enough for impact. For more than 170 years, weve worked to make a positive difference for our clients, communities, and each other. We question the status quo, love a challenge and enjoy finding new opportunities to grow and do better than before. If youre looking for a career with purpose and you want to work for a bank making a difference, we want to hear from you. You can count on us to celebrate your unique talents and we cant wait to see the talents you can bring us. Our purpose, to drive commerce and prosperity through our unique diversity, together with our brand promise, to be here for good are achieved by how we each live our valued behaviours. When you work with us, youll see how we v
