Job Summary

The role is part of the CIB (Corporate and Institutional Banking) Model Development team which develops and maintains models for:

• Credit Risk (IRB / IFRS)
• Climate Risk
• Treasury Risk

The role focuses on Treasury Risk models, with particular focus on Interest Rate Risk in the Banking Book (IRRBB) and Credit Spread Risk in the Banking Book (CSRBB) models.

Key Responsibilities

• Model Development, incl. data sourcing, model design, model parameter estimation, supporting analyses, documentation.
• Model Maintenance, incl. regular model performance monitoring, regular model reviews, model user support, ad-hoc analyses of model results.
• Model Governance: initiate model approval and change processes, present models in relevant committees.
• Model Use (CSRBB only): source model input data, run models, perform a quality assurance on model result, communicate results to stakeholders.

Skills and Experience

• Strong degree (preferably postgraduate) in a quantitative discipline with proven ability for analysing data and developing statistical predictive models
• Analytical and independent thinker with strong written and verbal communication skills
• Knowledge of banking risk management and Basel / CRR / EBA / IRB / IFRS9
• Proficiency in SAS / R / Python
• Knowledge of mathematics, statistics and econometrics
• Ability to explain complex matters in simple and intuitive terms, supporting strong stakeholder management both internally with senior management as well as externally with regulators
• Model Development experience 
• Fluent English, German will be an asset

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.

Standard Chartered Bank AG Poland Branch is an entity which is a part of Continental Europe franchise of SC Group. It was founded in November 2023 as part of SCB AG with headquarters in Frankfurt.

It has its office in Warsaw Hub located in Rondo Daszynskiego 2B in Warsaw on 30th floor. SCB AG Poland Branch provides vast majority of back and middle-office services that aim on boosting the growth of Europe business.

It closely cooperates with Standard Chartered Global Business Solutions Limited, a service centre located also in Warsaw Hub premises, from which it was carved out to create an extension of continental Europe’s business.

The rapid growth of SCB AG Poland Branch is an answer to demanding and expanding business of SCB AG, that delivers the professionals with unique skills to the company.

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.