IRRBB Analyst - Modeller
About Standard Chartered
We are a leading international bank focused on helping people and companies prosper across Asia, Africa and the Middle East.
To us, good performance is about much more than turning a profit. It's about showing how you embody our valued behaviours - do the right thing, better together and never settle - as well as our brand promise, Here for good.
We're committed to promoting equality in the workplace and creating an inclusive and flexible culture - one where everyone can realise their full potential and make a positive contribution to our organisation. This in turn helps us to provide better support to our broad client base.
The Role Responsibilities
Our Ideal Candidate
- Definition of solution methodology and design for compliance with internal and regulatory policies in the area of:
- Interest Rate Risk in Banking Book (IRRBB),
- Net Interest Income (NII) forecasting,
- Funds Transfer Pricing (FTP).
- Development of quantitative solutions ensuring completeness, accuracy, scalability, and operationally efficiency
- Document the gaps when applicable and ensure follow up until closure.
- Coordinate with Regional Analytics and delivery team to ensure proper training and embedment of developed tools for Treasury users.
- Ensure adherence to model governance, when relevant.
- Maintain regular communication in adherence to communication framework.
- Undergraduate or postgraduate degree from reputable university in any quantitative or computing major.
- At least 2 years working experience in financial industry, either in banking or consulting company, in the area of Risk Management / Treasury / ALM.
- Good understanding of banking products.
- Excellent written and verbal communication in English.
- Strong technical skill in Microsoft Excel and SQL query.
- VBA is a nice to have
- Experience in Balance Sheet Management software solutions as a functional consultant or business user is an added advantage.
- Possess strong analytical and problem-solving skill, positive attitude, and highly driven in fast paced environment.
- Professional certificate in CFA/FRM/PRM is an added advantage.
Apply now to join the Bank for those with big career ambitions.