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Associate Director, CIB Model Development

Standard Chartered Bank · bengaluru, IN
FinanceBanking/Financepythonstatisticsmachine learningsasregulatory compliancerisk management

Develop credit risk IRB, IFRS9 and Pillar 2 Stress Testing models for the measurement of PD, EAD and LGD for the wholesale portfolio. Ensure models are fit for regulatory estimates and daily business usage. Participate in model implementation and user acceptance testing. Lead by example and uphold the bank’s culture and values.

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