Job Summary

Our Quant Analysts use their computer science expertise to deliver robust, high-performance software and quantitative analytics. They create and develop real-time pricing models, risk models, and infrastructure for the Bank's modelling and analytics library to enable pricing, intraday risk reporting, and portfolio-level analytics. They work on diverse markets projects, including dedicated applications to support individual teams, to processes that handle millions of trades, or have thousands of users. 

Key Responsibilities

• Implement, test and enhance different models and methodologies in the context of market risk modelling and optimization across all markets/asset classes in SCB’s internal analytics library
• To support the implementation of a robust risk measurement framework for the purpose of effective risk management and regulatory capital calculation
• Provide technical guidance, expertise and advisory on market risk modelling techniques to the business and risk management with an aim to optimize SCB’s capital consumption
• Present analysis and tools to senior stakeholder in the bank
• Closely cooperate with stakeholders across the bank

Skills and Experience

• Higher degree (MSc, PhD, DEA) in highly numerical subject such as computer science, mathematics, physics or engineering
• Experienced developer in the context of large analytics libraries in a controlled, production environment
• Knowledge of functional programming languages will be strong plus (ideally in Haskell). Knowledge of C++, C#, Java or similar will be considered as well
• Strong foundational knowledge of mathematics and statistics and ideally their applications for market risk modelling
• Knowledge of risk modelling techniques valuable, but not essential (FRTB SA, VaR, ES, IMA)
• Experience with the regulatory market risk capital framework would be a plus (CRR,FRTB or similar)
• Working knowledge of Latex for documentation of technical models

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.