Quantitative Analyst, Counterparty Credit Risk Models

7 days ago

London, Greater London, United Kingdom Standard Chartered Life and Careers Full time

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Quantitative Analyst, Counterparty Credit Risk Models (UK, France or Singapore)

Standard Chartered bank is hiring a quantitative analyst for the front office Modelling and Analytics Group (MAG). We have a few quant teams working on building an internal analytics library responsible for pricing and risk management for financial market products. This role will be part of the Counterparty Credit Risk (CCR) Equity team within MAG. The team is responsible for building pricing models as well as risk factor simulation models used for CCR risk management and capital calculations. We are seeking to hire a quantitative analyst to work on the development efforts required to enhance existing CCR models in the CCR modelling framework of Standard Chartered.

This role could be based in UK, France, or Singapore. When you start the application process you will be presented with a drop-down menu showing all countries; please ensure that you only select a country where the role is based.

Key Responsibilities
  • Software development to generate revenue for the bank
  • Understand front office concerns to bridge the gap between the front office and back office
  • Risk modelling to quantify the various kinds of risks faced by the bank
  • Deliver robust, high-performance software and quantitative models
  • Develop pricing/simulation models suitable for CCR use cases
  • Use C++ and scripting languages like Haskell and Python for model development
  • Ensure adherence to all internal and external regulations
  • Support Operational Risk monitoring via reports and data provided to Compliance and BORM
  • Lead through example and build the appropriate culture and values
  • Set appropriate tone and expectations amongst colleagues and work collaboratively with partners
  • Contribute to continuous process improvement and sharing best practices
Skills and Experience
  • Strong academic qualifications in a quantitative subject (e.g., Financial Mathematics, Master's, or PhD)
  • Experience developing/validating counterparty credit risk models and understanding counterparty credit risk (CCR) and the economic regulatory and market environment in which banks operate
  • Good knowledge of numerical methods, stochastic calculus, and probability theory
  • Good communication skills (verbal and written English)
  • Excellent programming skills (C++ programming and/or functional programming e.g., Haskell)
  • Knowledge of financial market products, market conventions, and regulatory requirements
About Standard Chartered

We're an international bank, nimble enough to act, big enough for impact. For more than 170 years, we've worked to make a positive difference for our clients, communities, and each other. We question the status quo, love a challenge and enjoy finding new opportunities to grow and do better than before. If you're looking for a career with purpose and you want to work for a bank making a difference, we want to hear from you.

What we offer

In line with our Fair Pay Charter, we offer a competitive salary and benefits to support your mental, physical, financial, and social wellbeing.

  • Core bank funding for retirement savings, medical and life insurance, with flexible and voluntary benefits available in some locations.
  • Time-off including annual leave, parental/maternity (20 weeks), sabbatical (12 months maximum), and volunteering leave (3 days), along with minimum global standards for annual and public holiday, which is combined to 30 days minimum.
  • Flexible working options based around home and office locations, with flexible working patterns.
  • Proactive wellbeing support through Unmind, a market-leading digital wellbeing platform, development courses for resilience and other human skills, global Employee Assistance Programme, sick leave, mental health first-aiders, and all sorts of self-help toolkits.
  • A continuous learning culture to support your growth, with opportunities to reskill and upskill and access to physical, virtual, and digital learning.
  • Being part of an inclusive and values-driven organisation, one that embraces and celebrates our unique diversity, across our teams, business functions, and geographies - everyone feels respected and can realise their full potential.
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