successfactors
Executive Director - CIB Model Development
Standard Chartered Bank
Bengaluru, IND
Full-time
Senior · 15+ years experience
Onsite
Discovered 2 days ago
Internal Ratings-Based (IRB)IFRS9Expected Credit Loss (ECL)Pillar 2 Stress TestingProbability of Default (PD)Loss Given Default (LGD)
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Internal Ratings-Based (IRB)IFRS9Expected Credit Loss (ECL)
Role Overview
The Executive Director - CIB Model Development will play a pivotal role in managing and enhancing the credit risk models associated with the Corporate and Investment Banking portfolios. This role involves overseeing the end-to-end development, refinement, and validation of Internal Ratings-Based (IRB) models, IFRS9 Expected Credit Loss (ECL) calculations, and Pillar 2 Stress Testing frameworks. The successful incumbent will ensure these models not only comply with regulatory requirements but also support the bank’s strategic objectives by providing precise risk measurement and forecasting capabilities.
This position demands active engagement with various stakeholders including regulatory bodies, internal risk and finance teams, and external auditors to present findings, obtain approvals, and incorporate feedback for continuous model improvement. In addition, the role acts as a critical point of contact for modelling inquiries relating to stress testing within the CIB domain, ensuring that business decisions are underpinned by rigorous risk assessment and quantification.
Success in this role requires strategic foresight to adopt optimal modelling techniques within technological and data constraints, coupled with the ability to lead model governance and quality assurance processes. Your expertise will contribute decisively to the bank’s risk management excellence, supporting sound credit underwriting, capital adequacy assessment, and financial reporting.
Key Skills for This Role
Internal Ratings-Based (IRB)IFRS9Expected Credit Loss (ECL)Pillar 2 Stress TestingProbability of Default (PD)Loss Given Default (LGD)
Full Job Posting
Job Summary
The Executive Director - CIB Model Development will play a pivotal role in managing and enhancing the credit risk models associated with the Corporate and Investment Banking portfolios. This role involves overseeing the end-to-end development, refinement, and validation of Internal Ratings-Based (IRB) models, IFRS9 Expected Credit Loss (ECL) calculations, and Pillar 2 Stress Testing frameworks. The successful incumbent will ensure these models not only comply with regulatory requirements but also support the bank’s strategic objectives by providing precise risk measurement and forecasting capabilities.
This position demands active engagement with various stakeholders including regulatory bodies, internal risk and finance teams, and external auditors to present findings, obtain approvals, and incorporate feedback for continuous model improvement. In addition, the role acts as a critical point of contact for modelling inquiries relating to stress testing within the CIB domain, ensuring that business decisions are underpinned by rigorous risk assessment and quantification.
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