Sr Manager, Risk Management Stress Testing
BengaluruFull-time5–7 yrsPosted 1 week ago
Senior QA and testing role at Standard Chartered in Bengaluru. Needs 5–7 years.
About the role
Risk Portfolio Analytics is responsible for strengthening the Bank’s forward looking credit risk capabilities through management stress testing, portfolio analytics and decision-oriented risk insights. The Senior Manager, Risk Portfolio Analytics will support the application, implementation and ongoing use of Management Stress Testing models and analytics for Credit Risk across Corporate and Institutional Banking Portfolio.
What you'll do
- Stress Testing & Modelling
- Apply and enhance Management Stress Testing (MST) models to support the assessment of stressed financials, credit metrics, RWA, ECL, and portfolio risk impacts
- Drive targeted model enhancements, validation activities, testing, and documentation, with a focus on model application rather than full lifecycle ownership
- Perform analytical validation, sensitivity testing, benchmarking, and plausibility assessments to ensure robustness and reliability of model outputs
- Model Implementation, Testing & Productionisation
What you need
- Performance testing
- Risk management
- Python
- SQL
- Credit risk
- Bug tracking
Good to have
- SAS
- R
- Internal controls