• Negotiable
  • Singapore
  • Permanent, Full time
  • Standard Chartered Bank Singapore
  • 05 Sep 17

Balance Sheet and P&L stress testing modeller, Group Finance Capital and Liquidity Management

  • Location: Singapore
  • Salary: Negotiable
  • Job Type: Full time

Please view Job Description for details.

This role reports directly to Manager, Stress Test Modelling seating within the Group Finance Capital and Liquidity team. The successful candidate for this position will play a key role in developing stress test models in relation to the Group annual three main stress test exercises i.e. Bank-of-England (BOE), Capital Adequacy Assessment Process (ICAAP) and Risk Appetite (RA).

Key Roles and Responsibilities

This role's key components include:

1. Stress Testing Modelling
- Development, automatisation and maintenance of the stress test models for the entire balance sheet and P&L taking into account all different dimensions -segment, geographies and products - of the bank.
- Automatisation and maintenance of the BOE FDSF templates that are used for regulation submission.
- Development of a reconciliation process to ensure data quality, data consistency and clean reconciliation with annual report.
- Maintain databases of macro-economic data and stress scenario data populated from internal and external sources

2. Interface Planning
- Manage timelines around the stress test runs
- Help in documenting stress test models methodology
- Assist to engage, influence and maintain successful working relationships with:
* External regulatory audience (PRA) for BOE Stress Testing
* Solutions team within CLM for all related base financial forecast data
* Treasury for all capital interactions
* Country Risk for all scenario interactions
* Portfolio Risk and Model Validation for all risk interactions

3. Participation in ad hoc capital projects (where time is available)
- Participation in regulatory reporting and change initiative.
- Work closely with the head of Group Finance CLM as well as other team members for any other miscellaneous capital projects.

Qualifications and Skills

Key qualifications and skills required for this position:
- Degree qualified (post graduate preferred) in a numerate discipline (e.g. statistics, economics, mathematics or engineering)
- Strong stress testing balance sheet and P&L modelling skills
- Highly responsive with excellent communication and presentation skills, and the ability to explain complex matters in simple and intuitive terms, to non-technical audiences
- SAS advanced user is a must
- Strong Excel/Essbase knowledge and abilities
- Basic knowledge of accounting
- Strong analytical skills
- Ability to work in high pressure environments
- Self starter. Ability to become engaged with stakeholders
- Ability to map the current process and propose changes to improve efficiency

How To Apply

You can search and view current opportunities across our organisation and apply immediately by visiting www.standardchartered.com and selecting Careers. To help speed up your application, please note the following:

- You will need to log in (or register if you are visiting our careers site for the first time) before you can apply for a specific role

- Some roles may require you to undertake an online talent assessment in addition to completing the application form (to facilitate this process it is preferable that you provide us with an email address as part of your contact information)
- We will ask you about your education, career history and skills and experience, it may be helpful to have this information at hand when completing your application

It usually takes 15 - 20 minutes to complete the application form; you can save your application at any time and return to complete it at your convenience.

Closing Dates

The closing date for applications is 30/09/2017. Please note all closing dates are given in Hong Kong time (GMT + 8 hours). We aim to respond to successful applicants within four weeks and will keep a record or your application in our database so that we can contact you when suitable vacancies arise in future.

Diversity and Inclusion

Standard Chartered is committed to diversity and inclusion. We believe that a work environment which embraces diversity will enable us to get the best out of the broadest spectrum of people to sustain strong business performance and competitive advantage. By building an inclusive culture, each employee can develop a sense of belonging, and have the opportunity to maximise their personal potential.