Job Details

CCR Quantitative Analyst
Job Description
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Requisition Number:  63161
Job Location:  Paris, FRA
Global Grade:  Band 8
Work Type:  Office Working
Employment Type:  Permanent
Posting Start Date:  25/09/2026
Posting End Date:  09/10/2026
Job Description: 

Job Summary

We are seeking a highly analytical and technically skilled CCR Quantitative Analyst to join our team in Paris. The role will focus on the development, validation, implementation, and enhancement of quantitative models used to measure and manage Counterparty Credit Risk (CCR) across a broad range of asset classes and financial products.
 
The successful candidate will work closely with risk management, front office, technology, model validation, and regulatory teams to ensure that CCR models are robust, compliant, and aligned with business needs. This position requires strong quantitative expertise, solid knowledge of financial markets and derivatives, and the ability to translate complex modelling concepts into practical risk management solutions.
 
Key responsibilities will include supporting the design and improvement of exposure models, contributing to regulatory initiatives, performing model performance analysis, and ensuring accurate risk measurement for trading and banking activities. The ideal candidate will bring strong programming skills, a deep understanding of stochastic modelling and derivatives pricing, and the ability to operate effectively in a fast-paced international environment.

Key Responsibilities

•    Software development to generate revenue for the bank
•    Understand front office concerns in order 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
•    Developing pricing/simulation models suitable for CCR use cases.
•    Use of 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
•    Assist in ensuring that there are appropriate and documented internal controls and procedures in place
•    An awareness and understanding of the main risks facing the Group and the role the individual plays in managing them 
•    Embed Operational Risk monitoring as an integral part of the business process. Towards this, to effectively carry out the assigned role, if any, under Compliance Risk Management and Operational Risk Management Assurance  

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 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

•    A degree in Applied Mathematics, Engineering, Computer Science or equivalent experience.

 

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. You can count on us to celebrate your unique talents and we can't wait to see the talents you can bring us.

Our purpose, to drive commerce and prosperity through our unique diversity, together with our brand promise, to be here for good are achieved by how we each live our valued behaviours. When you work with us, you'll see how we value difference and advocate inclusion.

Together we:

  • Do the right thing and are assertive, challenge one another, and live with integrity, while putting the client at the heart of what we do
  • Never settle, continuously striving to improve and innovate, keeping things simple and learning from doing well, and not so well
  • Are better together, we can be ourselves, be inclusive, see more good in others, and work collectively to build for the long term

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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