Financial Markets has expertise combined with deep local market knowledge to deliver a variety of risk management, financing, and investment solutions to our clients. The FM team offers capabilities across origination, structuring, sales, trading, and research. Offering a full suite of fixed income, currencies, commodities, equities and capital markets solutions, FM has firmly established itself as a trusted partner with extensive on-the-ground knowledge and deep relationships.
• Within FM, the Modelling & Analytics Group ( MAG ) is accountable for design, development and delivery of real-time pricing models, risk models, and core infrastructure, enabling pricing, market data, intra-day risk reporting capability, and portfolio level analytics including reporting and capital computation.
• We currently have opportunities at Associate Director level in the Modelling and Analytics Groups (MAG) for CFD Analytics. MAG is responsible to develop and maintain the cross-asset derivatives pricing library constituting the core engine of the trading and risk management platform.

Key responsibilities
• Maintain and improve structured notes valuation framework.
• Provide day-to-day support for CFD desk.
• Produce analytics documentation and test material.

Internal and Regulatory compliance
• Ensure models are developed and maintained in-line with the applicable policies and standards.
• Comply with the Operational Risk Framework.
• Proactively support the implementation of the Group Model Risk policy.

Regulatory & Business Conduct
• Display exemplary conduct and live by the Group s Values and Code of Conduct.
• Take personal responsibility for embedding the highest standards of ethics, including regulatory and business conduct, across Standard Chartered Bank. This includes understanding and ensuring compliance with, in letter and spirit, all applicable laws, regulations, guidelines and the Group Code of Conduct.
• Effectively and collaboratively identify, escalate, mitigate, and resolve risk, conduct and compliance matters.

Key stakeholders
• Trading, Sales, and Structuring business colleagues
• MAG developers
• Model implementation delivery (MAG Cortex, SABRE, etc.)
• Group Model Validation
• FM model risk management

Our Ideal Candidate
• 5 years of experience in Quantitative Analyst
• Strong academic qualifications in a quantitative subject (e.g., Financial Mathematics, Masters, or PhD).
• Good knowledge of numerical methods, stochastic calculus, and probability theory.
• Good programming skills (C++ programming and/or functional programming e.g., Haskell).
• Knowledge of financial market products, market conventions and regulatory requirements.
• Experience in developing rates/credit/CVA models for derivative pricing/risk management.
• Good communication skills (verbal and written).

Role Specific Technical Competencies
• Experience developing/validating counterparty credit valuation models and understanding counterparty credit risk.
• Experience in developing rates/credit models either for derivative pricing/risk management or counterparty credit.