Job Summary

Risk Portfolio Analytics develops forward looking credit risk capabilities to support management stress testing, portfolio risk assessment and decision making.

The Manager, Risk Portfolio Analytics role is a model centric position focused on the development, calibration and technical maintenance of Management Stress Testing models for Credit Risk across Corporate and Institutional Banking Portfolio. The role holder will work under the guidance of senior team members and model owners, contributing primarily to model build, calibration, testing and documentation, with supporting exposure to implementation, UAT and analytical interpretation as part of the broader model lifecycle.

This role is suited to candidates with strong quantitative foundations who are looking to deepen their technical modelling expertise within a governed risk environment.

Key Responsibilities

Stress Testing Model Development 
•    Support the development of Management Stress Testing models that translate macroeconomic variables into stressed financial statements, credit metrics, RWA and ECL impacts.
•    Assist with model specification, calibration and parameter estimation, following agreed methodologies and internal modelling standards.
•    Perform sensitivity analysis to understand model behaviour under alternative scenarios and assumptions.
•    Support preparation and maintenance of model documentation, including methodology, assumptions and limitations.

Model Calibration, Testing and Validation Support
•    Execute model calibration exercises, including back testing, benchmarking and stability analysis.
•    Support pre validation testing activities by analysing results, identifying issues and proposing technical remediation.
•    Address model related questions and findings raised during internal review or model validation, under guidance from senior team members.
•    Maintain clear audit trails for calibration, testing and remediation activities.

Implementation and UAT 
•    Support implementation of models into stress testing platforms by preparing technical inputs and supporting testing activities.
•    Assist with User Acceptance Testing (UAT) by validating outputs, reconciling results and documenting issues.
•    Work with Technology and Data teams to support smooth transition of models into BAU environments.

Analytical Support and Interpretation
•    Support analysis of stress testing results to identify key drivers, sensitivities and movements.
•    Produce analytical outputs that help senior team members interpret model behaviour and outcomes.
•    Contribute to technical analysis used in internal working groups and governance forums.

Data, Controls and Governance
•    Work with large datasets used for model development and calibration, applying appropriate data quality checks and controls.
•    Identify data issues affecting model outcomes and support investigation and remediation.
•    Ensure modelling activities comply with internal policies, modelling standards and governance requirements.

Stakeholder Engagement
•    Work closely with senior Risk Portfolio Analytics team members, Modelling teams, Data teams and Technology partners. 
•    Participate in technical discussions related to model development, calibration and testing. 
•    Build foundational understanding of Credit Risk stakeholders, processes and governance expectations.

Regulatory & Business Conduct
•    Display exemplary conduct and live by the Group’s Values and Code of Conduct. 
•    Take personal responsibility for embedding the highest standards of ethics, including regulatory and business conduct, across Standard Chartered Bank. This includes understanding and ensuring compliance with, in letter and spirit, all applicable laws, regulations, guidelines and the Group Code of Conduct.
•    Effectively and collaboratively identify, escalate, mitigate and resolve risk, conduct and compliance matters.

Key stakeholders
•    Risk Portfolio Analytics 
•    CCIB Modelling teams
•    Risk and CFCC Data Strategy
•    Technology and Change teams
•    Group Model Validation 

Skills and Experience

•    Typically 3–5 years’ experience in credit risk modelling, stress testing, portfolio analytics or related quantitative roles.
•    Strong academic background in quantitative disciplines such as Economics, Finance, Statistics, Mathematics or Engineering.
•    Hands‑on exposure to model development, calibration or testing within a governed risk or regulatory environment.
•    Foundational understanding of credit risk concepts, including financial statements, credit grades, RWA and/or ECL.
•    Strong skills in Python, SQL and Excel for analytical work.
•    Strong programming and analytical skills in Python, SAS, R and/or Excel.
•    Familiarity with statistical modelling techniques and calibration methods.
•    Ability to work with complex datasets and apply structured, methodical problem‑solving.
•    Strong attention to detail and documentation discipline.

Role Specific Technical Competencies

•    SAS, Python, R and Excel skills
•    RWA/ECL Knowledge
•    Stress Testing knowledge
•    CCIB Credit Knowledge
•    Experience of producing portfolio insights for management consumption
•    Experience of working under pressure to produce high quality reporting in a highly controlled environment

About Standard Chartered

We're an international bank, nimble enough to act, big enough for impact. For more than 170 years, we've worked to make a positive difference for our clients, communities, and each other. We question the status quo, love a challenge and enjoy finding new opportunities to grow and do better than before. If you're looking for a career with purpose and you want to work for a bank making a difference, we want to hear from you. You can count on us to celebrate your unique talents and we can't wait to see the talents you can bring us.

Our purpose, to drive commerce and prosperity through our unique diversity, together with our brand promise, to be here for good are achieved by how we each live our valued behaviours. When you work with us, you'll see how we value difference and advocate inclusion.

Together we:

• Do the right thing and are assertive, challenge one another, and live with integrity, while putting the client at the heart of what we do
• Never settle, continuously striving to improve and innovate, keeping things simple and learning from doing well, and not so well
• Are better together, we can be ourselves, be inclusive, see more good in others, and work collectively to build for the long term

What we offer

In line with our Fair Pay Charter, we offer a competitive salary and benefits to support your mental, physical, financial and social wellbeing.

• Core bank funding for retirement savings, medical and life insurance, with flexible and voluntary benefits available in some locations.
• Time-off including annual leave, parental/maternity (20 weeks), sabbatical (12 months maximum) and volunteering leave (3 days), along with minimum global standards for annual and public holiday, which is combined to 30 days minimum.
• Flexible working options based around home and office locations, with flexible working patterns.
• Proactive wellbeing support through Unmind, a market-leading digital wellbeing platform, development courses for resilience and other human skills, global Employee Assistance Programme, sick leave, mental health first-aiders and all sorts of self-help toolkits
• A continuous learning culture to support your growth, with opportunities to reskill and upskill and access to physical, virtual and digital learning.
• Being part of an inclusive and values driven organisation, one that embraces and celebrates our unique diversity, across our teams, business functions and geographies - everyone feels respected and can realise their full potential.