Risk Modelling Analyst recruitment
Job Description
Development of credit scorecards and models for Basel II business usage.
Compliance to SCB standards and regulatory requirements.
Key Roles Responsibilities
1. Develop new, maintain and enhance existing retail scorecards (application, behaviour, collections/recovery, etc).
2. Able to conduct validation of scorecard performance and PD models
3. Work with other members of the credit risk team to utilize and integrate credit scorecards into Basel II models
4. Support the implementation of scorecards through review of scorecard engine enhancement, UAT and deployment
5. Monitor and analyze scorecard performance and booking profile, scorecard MIS and product analytics
6. Liaison with business functions, credit approval, collections and other related functions to drive use, monitor overrides, analyze new requirements and feedback on existing models
7. Develop and maintain scorecard documentation, policies and procedures
8. Conduct periodic training, research and development of new models, methodologies and scorecard/model business usage
9. Provide consultation support to the country risk teams.
Qualifications Skills
1. Bachelors Degree in Statistics, Math, Operations Research or other related field (Masters a plus)
2. Experienced in scorecard development, maintenance and validation experiences in a banking environment.
3. Good understanding of credit risk for the retail portfolio and retail banking products.
4. Proficient statistical programming skills in SAS (and other statistical software a plus), strong analytical skills and understanding of quantitative and statistical analysis. Strong experience with: DATA step data manipulation with arrays, do-loops, and merges; SAS Macro language, SAS/GRAPH, PROC SQL experience.
5. Experience in data manipulation, data mining and understanding of relational databases
6. Experience with statistical modeling and analytic techniques such as OLS and logistic regression, univariate and multivariate statistical analysis, CART and/or CHAID.
7. Proficiency in MS Word, advanced MS Excel, database software and SQL language
8. Demonstrated excellence in analytical thought leadership and problem solving
9. Able to creatively apply analytical solutions to business problems
10. Able to manage multiple concurrent projects effectively
11. Solid written and verbal communication ability, including the ability to put together clear, concise, and accurate reports and e-mail communication
How To Apply
You can search and view current opportunities across our organisation and apply immediately by registering or logging in to our careers website www.standardchartered.com/careers. To help speed up your application, please note the following:
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- We will ask you about your education, career history and skills and experience, it may be helpful to have this information to 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.
Diversity 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.