The role involves working with stakeholders across the business to review and validate derivative pricing, market, and counterparty risk models. Key responsibilities include liaising with trading teams, quantitative analysts, and risk management professionals to ensure comprehensive model validation, implementing benchmark models, and developing standardized testing frameworks.
Candidates must have a degree in a quantitative subject such as mathematics, physics, engineering, or mathematical finance. Strong mathematical modeling skills, particularly in stochastic calculus, are essential. Practical coding experience, preferably in C++, is required. The role demands excellent communication skills, ability to work in a global team, and capacity to present complex technical findings to diverse audiences.
Standard Chartered offers a competitive compensation package with comprehensive benefits including retirement savings, medical insurance, flexible working options, continuous learning opportunities, and a supportive inclusive work environment. The bank provides opportunities for professional growth, proactive wellbeing support, and a values-driven organizational culture that celebrates diversity and individual potential.
