27 Aug
|
Standard Chartered Bank
|
Bengaluru
27 Aug
Standard Chartered Bank
Bengaluru
This job is with Standard Chartered Bank, an inclusive employer and a member of myGwork – the largest global platform for the LGBTQ business community. Please do not contact the recruiter directly. Job Summary Support GMV senior manager in performing an independent validation of new and existing models that are used in risk management, capital calculation, stress testing etc. This includes but not limited to review of model development process including underlying assumptions & theoretical basis, quantitative assessment of model performance, documentation of validation finding and communicate to senior management in relevant forum Key Responsibilities Risk Management Support GMV senior manager in performing an independent validation of current and existing models that are used in risk management, capital calculation, stress testing etc. Qualitative review of model development process including underlying assumptions & theoretical basis. Quantitative assessment of model performance via data evaluation and statistical testing.
Documentation of validation findings and communication of results to senior management and presentation to relevant committees. Review regulatory requirements and industry practice regarding the models. Assist Head of Model Validation in addressing concerns or questions relating to the models Governance Submission of model validation reports to relevant Model Assessment Committee Attend Model Assessment Committee (where requested) 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. Effectively and collaboratively identify, escalate, mitigate and resolve risk, conduct and compliance matters. Ex
📌 Manager, Retail Model Validation (Bengaluru)
🏢 Standard Chartered Bank
📍 Bengaluru