Rates Inflation Quantitative Analyst
About Standard Chartered
We are a leading international bank focused on helping people and companies prosper across Asia, Africa and the Middle East.
To us, good performance is about much more than turning a profit. It's about showing how you embody our valued behaviours - do the right thing, better together and never settle - as well as our brand promise, Here for good.
We're committed to promoting equality in the workplace and creating an inclusive and flexible culture - one where everyone can realise their full potential and make a positive contribution to our organisation. This in turn helps us to provide better support to our broad client base. The Role Responsibilities
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 .
The role of Rates & Inflation Quantitative Analyst , will work in Singapore, focusing primarily upon model development activities for rates and inflation models.
Specific responsibilities include: Strategy
- Working with traders, structurers and other modellers to execute product development plans in line with business priorities.
- Awareness of the economic, market and regulatory environment in which FM operates, especially as regards model and analytics capabilities.
Internal and Regulatory compliance
- Develop and maintain models for the pricing and risk management of interest rates and inflation products.
- Delivery of model documentation and testing material.
- Improving and maintaining existing analytics.
- Research into alternative models and numerical techniques as well as ongoing assessment of models published in industry or academic literature.
- Provide day-to-day support for relevant business units.
Regulatory & Business Conduct
- 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.
- 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.
Our Ideal Candidate
- Trading, Sales, and Structuring business colleagues
- MAG developers
- Market Risk Analytics
- Model implementation delivery (MAG Cortex, SABRE, etc.)
- Group Model Validation
- FM model risk management
- Strong academic qualifications in a quantitative subject (e.g., Financial Mathematics, Master's or PhD)
- Past experience developing/validating financial markets inflation pricing/risk models in an international bank
- 5 years experience in front office Quant position.
- Good knowledge of numerical methods, stochastic calculus, and probability theory
- C++ programming
- Knowledge of financial market products, market conventions and regulatory requirements
- Knowledge of functional programming (e.g Haskell) is a plus
Apply now to join the Bank for those with big career ambitions.
To view information on our benefits including our flexible working please visit our career pages . We welcome conversations on flexible working.