Quantitative Analyst - New York, United States - Standard Chartered

Standard Chartered

Verified Company

New York, United States

3 weeks ago

Posted by:

Mark Lane

beBee recruiter

Description

Job:
Financial Markets

Primary Location:
Europe & Americas-United States-New York

Schedule:
Full-time

Employee Status:
Permanent

Posting Date: 09/May/2024, 9:08:33 AM

Unposting Date: 16/May/2024, 5:59:00 PM

Role Responsibilities
Strategy

Working with traders, structurers, and other modellers to execute product development plans in line with business priorities.

Business

Awareness of the economic, market and regulatory environment in which FM operates, especially as regards model and analytics capabilities

Processes

Develop and maintain models for the pricing and risk management of derivative 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 daytoday support for relevant business units.

People & Talent

Experience developing/validating financial markets derivative pricing/risk models in an international bank
Good knowledge of interest rate or credit models, numerical methods, stochastic calculus, and probability theory
Good communication skills (verbal and written English)
Some knowledge of C++ programming is essential
Knowledge of financial market products, market conventions and regulatory requirements
Knowledge of functional programming is a plus

Risk Management

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.

Governance

Ensure models are developed and maintained inline 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.
Lead the [country / business unit / function/[team] to achieve the outcomes set out in the Bank's

Conduct Principles:
[Fair Outcomes for Clients; Effective Financial Markets; Financial Crime Compliance; The Right Environment.]

Key stakeholders

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

QUALIFICATIONS
TRAINING, LICENSES, MEMBERSHIPS AND CERTIFICATIONS

Experience developing/validating financial markets derivative pricing/risk models in an international bank
Good knowledge of interest rate or credit models, numerical methods, stochastic calculus, and probability theory
Good communication skills (verbal and written English)
Some knowledge of C++ programming is essential
Knowledge of financial market products, market conventions and regulatory requirements

About Standard Chartered
We're an international bank, nimble enough to act, big enough for impact. For more than 160 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:
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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
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Never settle, continuously striving to improve and innovate, keeping things simple and learning from doing well, and not so well
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Be better together, we can be ourselves, be inclusive, see more good in others, and work collectively to build for the long term

In line with our Fair Pay Charter, we offer a competitive sala