Credit Risk Model Developer Job in Bengaluru at Standard Chartered

Standard Chartered is hiring for the role of Credit Risk Model Developer!

Responsibilities of the Candidate:

• 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
• 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.