Job Summary Develop credit risk IRB IFRS9 and Pillar 2 Stress Testing models for the measurement of PD EAD and LGD for the wholesale portfolio Support continuous improvement efforts through research on techniques process and domain Execute end to end model development steps The responsibility will also include efforts on data preparation documentation presentation and maintaining minutes of key decisions made during the development lifecycle Adopting best coding standards and automation to help create coding repositories for various methods used across modelling team Ensure that models are fit for purposes not only for regulatory estimates but also for daily business usage underwriting decisions risk appetite decisions and strategy design Participate in relevant model implementation and its user acceptance test to ensure models are appropriately implemented not only within the direct system environment but also its relevant downstream environments Lead through example and demonstrate the bank s culture and values Understand Model related uncertainty risk such as data regulatory business strategy that have a direct impact on the model s performance Ensure the modelling process and models meet the Model Risk Policy and Model Family Standards Provide timely and high-quality responses to both internal and external queries and requests Key Responsibilities Strategy Develop credit risk IRB IFRS9 and Pillar 2 Stress Testing models for the measurement of PD EAD and LGD for the wholesale portfolio Business Ensure that models are fit for purposes not only for regulatory estimates but also for daily business usage underwriting decisions risk appetite decisions and strategy design Processes Participate in relevant model implementation and its user acceptance test to ensure models are appropriately implemented not only within the direct system workplace but also its relevant downstream environments People Talent Lead through example and demonstrate the bank s culture and value
📌 Associate Director, Cib Model Development (Bengaluru)
🏢 Standard Chartered
📍 Bengaluru
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