Quantitative Asset Risk Modeller

3 weeks ago

London, Greater London, United Kingdom Standard Chartered Full time
Job Summary

The Quantitative Asset Risk Modeller will work in a dynamic environment, primarily on model development activities within the Credit business for asset-backed and mortgaged-backed securities pricing models. This role involves delivering high-quality models for risk management and ensuring compliance with relevant policies and standards.

  • Awareness of the economic, market and regulatory environment is crucial, especially regarding model and analytics capabilities.
  • Developing and maintaining accurate models for pricing and risk management of ABS and MBS derivatives products, as well as general Credit products, is essential.
  • Delivering detailed documentation and testing materials is key to this role.
  • Ongoing research into alternative models and numerical techniques, as well as assessment of published industry or academic literature, is necessary.
  • Providing day-to-day support for relevant business units is a vital aspect of this position.
  • Ensuring models are developed and maintained in-line with applicable policies and standards is critical.
About the Role

This is an excellent opportunity to work with a leading international bank, focusing on quantitative asset risk modelling. The successful candidate will have strong analytical skills, good communication abilities, and experience with financial markets credit pricing/risk models.

Key Requirements

We are looking for a highly motivated individual with:

  • Strong academic qualifications in a quantitative subject (e.g., Financial Mathematics, Mathematics, Physics, Computer Science, Engineering).
  • Past experience developing/validating financial markets credit pricing/risk models in an international bank.
  • Good communication skills (verbal and written English).
  • C++ programming skills are essential.
  • Knowledge of financial market products, market conventions, and regulatory requirements is necessary.
Benefits

We offer a competitive salary, ranging from £60,000 to £90,000 per annum, depending on experience. Additionally, you can expect:

  • Core bank funding for retirement savings, medical and life insurance.
  • Time-off including annual leave, parental/maternity leave, sabbatical, and volunteering leave.
  • Flexible working options based around home and office locations.
  • Proactive wellbeing support through Unmind, a digital wellbeing platform.
  • A continuous learning culture to support your growth.

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