Associate, Reporting

Job Description

*About Standard Chartered We are a leading international bank focused on helping people and companies prosper across Asia, Africa and the Middle East.To us, good performance is about much more than turning a profit. Its about showing how you embody our valued behaviours - do the right thing, better together and never settle - as well as our brand promise, Here for good.Were committed to promoting equality in the workplace and creating an inclusive and flexible culture - one where everyone can realise their full potential and make a positive contribution to our organisation. This in turn helps us to provide better support to our broad client base.The Role Responsibilities

• Balance Sheet Management, Liquidity Risk Management, Interest Rate Risk Management, Fund Transfer Pricing, Benchmarking & Stress Test Data Framework
  • Basic to Moderate knowledge in one or two areas of interest in Liquidity domain
  • Exposure to ALM and Commercial Book products
  • Exposure to Financial/Capital markets & trading book products
  • Exposure to COSO, ERM, BCBS 239 and ORF compliance work is preferable

• Regulatory Reporting & Risk management
  • Basic to Moderate Knowledge of Basel III framework, calculation and methodology of key regulatory and management metrics including Individual Liquidity Adequacy Standards (ILAS), Liquidity Coverage Ratio (LCR), Net Stable Funding Ratio (NSFR), Cash Flow Mismatch Risk (CFMR), Additional Liquidity Monitoring Metric (ALMM), FSB2, Intra-day Liquidity (IDL), Earnings Risk, Interest Rate Risk in Banking Book (IRRBB), Internal Risk MI (MCO, Survival Horizon, WBE, AD etc.) and Funds Transfer pricing (FTP)
  • Embed relevant elements of STDF/FDSF and ICAAP into BAU risk analysis to improve transparency and cohesion
  • Very good understanding of risk metrics like AEaR, EVE and VaR including the impact of hedging strategies, strengths and weaknesses of key assumptions
  • Review and analyze Funds Transfer Pricing (FTP) results to provide insight on the Bank s financial performance and product profitability, and work collaboratively with stakeholders to improve outcomes
  • Identify opportunities to reduce the number of manual adjustments made as part of reporting process through automation and resolution of data quality issues
  • Support key initiatives to enable standardization and centralization of risk reporting practices to drive operational efficiency and cost reduction through identifying solutions and working with the relevant teams to enable delivery
  • Ensure timely delivery of Liquidity reporting deliverables and all other internal and external reporting requirements within SLA and quality requirements
  • Comply with the laid down process steps, bank s data quality and reporting standards, Operating Instructions and other manuals
  • Review the various validations and reconciliation adjustments for their correctness and completeness
  • Review and documentation of all the relevant data flows between systems and end user computing (EUCs) tools that are used as part of the Bank s Liquidity Reporting, including review of DOIs (Desk Operating Instructions) for various Manual processes

• Data mining technics & tools with the aim of Improving reporting quality and reduction of Liquidity buffer
  • Problem solving and analytical skills, ability to use excel for data analysis, forecasting, and modelling using VBA / macro & SQL for data analysis
  • Perform analysis / analytics and investigation to make insightful business commentaries of issues / findings
  • Provide quantitative analysis to enable effective management and optimization of the balance sheet considering regulatory and internal policies / limits
  • Understand data sources and the relevance of specific and critical data attributes to liquidity regimes, such as LCR, NSFR, CFMR, ALMM, FSB2, ILAS, IDL, Internal Risk MI (MCO, SH, WBE, AD etc.), NII sensitivity, EV sensitivity, IRRBB, STDF etc.
  • Understand & ensure that all data quality issues across reporting are identified, understood, prioritized through materiality analysis and tracked to closure via relevant forums and that solutions are scalable across platforms
  • Proficient in using Excel and other database management software skills

• Implementation of Internal/external policies and practice guides and related methodologies, Functional Design of Balance Sheet Management Risk Platforms
  • Actively participate and contribute in ongoing change management initiatives to enhance the Liquidity Reporting framework that is aligned with the regulatory and bank s technology objectives
  • Validate maintenance and small enhancements done to technology / infrastructure platforms and evaluate its impact
  • Experience with Balance Sheet Management platforms (Moody s Analytics, QRM, Oracle, Google etc.) or booking/accounting platforms.

• Quantitative modelling and analytical capabilities, Statistical / Behavioural / Financial Modelling for forecasting and back-testing
  • Design, build, and test forecasting / back-testing / simulation / modelling prototypes
  • Back-test models and make necessary modifications to improve the effectiveness of the model
  • Develop and publish KPIs to measure and monitor the efficiency of models

• Business Intelligence and Analytical tools/solutions for decision support
  • Build Analytical and Business Intelligence solutions, ALM behavioural models and statistical data science analysis for Treasury & Finance using standard tools like Tableau, BO/BI, Macro/Excel etc.
  • Proven Business Intelligence (BI) platform implementation experience in banking as a functional consultant

Stakeholder/Client Responsibilities

• Self-motivated and can work independently and to proactively seek guidance from others as needed
• Strong team player and has the capacity to build good working relationships with cross functional / geographical teams
• Provide consultancy to teams on matters related to Data, Process, Modelling and Risk platforms
• Partner within BSM Liquidity, GFS team and Stakeholders to Build domain expertise in the areas of Balance Sheet Management, Liquidity Risk Management, Interest Rate Risk Management, Fund Transfer Pricing, Benchmarking & Stress Test Data Framework, and the relevant policies, procedures, and practice guides, and regulatory reporting guidelines including Basel III

Our Ideal Candidate

• Finance Professionals (Chartered Accountant) or Under-Graduation in Engineering + MBA (Finance) from a reputed institution
• Strong experience in managing Service Delivery; exposure to reporting function will be an added advantage
• Strong analytical skills
• Good understanding of banking products / Operations
• Domain skills on Basel Reporting / Regulatory Reporting, Liquidity Management or Reporting, Liquidity Coverage Ratio, Net Stable Funding Ratio, Asset-Liability Management or other Balance Sheet reporting
• 5 to 10 years of relevant experience
• Any other Professional certification like FRM or CFA will be an added advantage

Apply now to join the Bank for those with big career ambitions.To view information on our benefits including our flexible working please visit our career pages . We welcome conversations on flexible working.,

Keyskills :
data analysisfund transferbalance sheetrisk analysisinterest rate risk managementdata sciencetest datadata qualitycash flowfunds transfer pricingrisk metricsbasel iiistress testcost reductionstatements of work sow