Job Summary

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. 

About the Markets team
Our Markets team provides clients with risk management, financing, and investment expertise through the provision of bespoke solutions across asset classes. They do this by building trusted relationships across industries and sectors.

About Corporate & Investment Banking (CIB)  
For more than 170 years we’ve support clients with their transaction banking, financial markets, corporate finance and borrowing needs and provide solutions to nearly 20,000 clients in the world’s fastest-growing economies and most active trade corridors.
 

Key Responsibilities

Key Responsibilities
You’ll work on diverse markets projects and dedicated applications to support individual teams to process millions of trades and thousands of users. We’re looking for highly qualified individuals to deliver robust, high-performance software and quantitative analytics to support pricing and risk management requirements.

•    Develop portfolio risk measurement methodologies, including quantifying credit and market risk exposures and economic capital.
•    Partner with Traders to develop statistical arbitrage strategies.
•    Use value at risk techniques to measure the risk of loss on a portfolio of assets.
•    Develop mathematical models for pricing, hedging and securities risk measurement.
•    Build, test, implement, enhance and maintain, sophisticated quant mathematical models for pricing, risk management, market and asset class analysis.
•    Research alternative models and numeral techniques, including models published in industry or academic publications.
•    Support the design and delivery of CORTEX, including platform adoption, application development, ePricing, the multi-curve framework.

Skills and Experience
•    Financial forecasting, modelling and analysis.
•    Risk management, financial risk, and credit risk and operational risk.
•    Balance sheet management.
•    Experienced in using and adapting to client behaviors and preferences. 
•    Financial Services regulatory experience.
•    Data analysis and visualisation.
•    Industry knowledge.
•    Sustainable finance.
 

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.