Overview
In this role you lead the end-to-end development of wholesale credit risk and treasury models, including IRB, IFRS9, stress testing, and liquidity frameworks. You will ensure regulatory alignment (BaFin, ECB, EBA) and maintain strong governance with internal and regulatory bodies. You keep models up-to-date through feedback and performance monitoring, collaborating with Group and local stakeholders to support regulatory reporting, underwriting decisions, and risk appetite. The position offers a chance to shape risk capabilities and engage in industry discussions and regulatory dialogue.
Leistungen / Benefits
- competitive salary and benefits
- retirement savings funding
- medical and life insurance
- flexible working options
- wellbeing support (Unmind)
- continuous learning culture
Verantwortungsbereiche
- Lead development of IRB, IFRS9, Credit Risk Stress Testing, Economic Capital and Treasury models for the AG business
- Lead development of Group IRRBB and Liquidity models
- Ensure models meet local regulatory requirements (BaFin) and maintain regulatory approvals
- Maintain engagement with internal and regulatory bodies responsible for approvals
- Explore optimal modelling approaches within data and system constraints while meeting regulatory and business needs
- Maintain and upgrade models based on user feedback and ongoing performance monitoring
- Develop strong relationships with Group stakeholders and local credit risk and business stakeholders
- Ensure model outputs are fit for regulatory reporting, daily business use, underwriting decisions, and risk appetite decisions
- Participate in industry studies and regulatory consultation where relevant
Zentrale Anforderungen
- Degree in quantitative subject
- 10+ years’ experience of building wholesale credit risk models
- Expert knowledge of ECB and EBA IRB model development requirements
- Fluent English
- Stakeholder engagement with internal and regulatory bodies
- Ability to communicate complex model results clearly to non-technical audiences
- Collaborative and proactive problem-solving
- IRB, IFRS9, Credit Risk Stress Testing, Economic Capital, Treasury models
- Group IRRBB and Liquidity models
- Regulatory modeling requirements with BaFin/ECB/EBA
Head, Model Development & Execution Arbeitgeber: Standard Chartered
Standard Chartered ist ein hervorragender Arbeitgeber, der Ihnen die Möglichkeit bietet, in einem dynamischen internationalen Bankumfeld in Frankfurt zu arbeiten. Mit einem starken Fokus auf Mitarbeiterentwicklung und einer Kultur der kontinuierlichen Verbesserung fördern wir Ihre berufliche Entfaltung durch Schulungen und Mentoring-Programme. Darüber hinaus bieten wir flexible Arbeitsoptionen, umfassende Sozialleistungen und eine inklusive Arbeitsumgebung, die Vielfalt schätzt und respektiert.
