Associate, WRB Model Development

Role Overview: As a Manager with an advanced degree in a quantitative discipline, you will be responsible for developing risk models and other risk analytics in retail banking and small business lending portfolios. Your role will involve developing statistically derived predictive models, performing customer segmentation and profiling analyses, assisting in the implementation of regulatory and scoring models, and providing analytic support to Standard Chartered businesses globally. Key Responsibilities: - Develop risk models including IRB, IFRS9, Custom Scorecards, and others - Perform decision tree-based customer segmentation and profiling analyses - Assist in the implementation of regulatory and scoring models - Provide analytic support to Standard Chartered businesses across the globe Qualification Required: - Bachelor's or advanced (Master's or higher) degree in Statistics, Applied Mathematics, Operations Research, Economics, Engineering, or other quantitative discipline - Good understanding of retail banking, small business, and consumer finance products and business life-cycles - 1-4 years of in-depth experience in hands-on Statistical Modeling in credit risk for retail banking, small business, or consumer finance portfolios - Proficient statistical programming skills in SAS or similar - Strong analytical skills and understanding of quantitative and statistical analysis - Hands-on experience in data mining and understanding data patterns - Experience in directly interacting with Business and exposure to International markets will be a plus (Note: The additional details of the company were not explicitly mentioned in the job description provided.),