Overview
We are a prominent global banking group, operating in 53 of the world’s most dynamic markets while serving clients across an additional 64. Our mission is to foster commerce and prosperity through our diverse expertise, with our heritage and values reflected in our brand promise: Here for Good.
About the Job
Job Summary
Standard Chartered Bank is seeking a Quantitative Analyst to join the Front Office Modelling and Analytics Group (MAG). This role sits within the Counterparty Credit Risk (CCR) Equity and Credit Modelling Team, responsible for developing pricing models and risk factor simulation models used for CCR risk management and capital calculations.
As part of this role, you will contribute to integrating bond and equity models into Standard Chartered’s CCR modelling framework. The position involves working within the MAG analytics library, which is built using C++ and Haskell (Mu, an in-house variant).
About the Markets Team
The Corporate & Institutional Banking (CIB) Markets division leverages deep local market expertise to offer a wide range of risk management, financing, and investment solutions. The business spans origination, structuring, sales, trading, and research, covering fixed income, currencies, commodities, equities, and capital markets.
The Modelling & Analytics Group (MAG) plays a crucial role within CIB Markets, designing and delivering real-time pricing models, risk models, and core infrastructure to support pricing, market data, intraday risk reporting, and capital optimization.
Key Responsibilities
- Develop and enhance the bank’s internal pricing and risk management platform.
- Build and refine CCR models for credit and equity asset classes.
- Utilize C++, Python, and Haskell for model development.
- Collaborate closely with the Cortex CCR, Credit, and Equity teams.
- Engage with stakeholders, including the trading desk and risk management teams.
- Drive innovation and continuous improvement in risk modelling frameworks.
Our Ideal Candidate
- Educational Background: Degree in Applied Mathematics, Engineering, Computer Science, or a related field.
- Technical Skills:
- Strong computer science and mathematical foundations.
- Experience in financial markets and risk management.
- Functional programming experience (Haskell preferred) is a plus.
About Standard Chartered
We are an international bank—agile enough to respond quickly and large enough to create meaningful impact. With over 170 years of history, we challenge the status quo, embrace innovation, and seek opportunities for continuous growth.
Our purpose is to drive commerce and prosperity through diversity, guided by our brand promise: Here for Good. We value inclusion, collaboration, and excellence, ensuring that all employees can thrive and contribute meaningfully.
What We Offer
As part of our commitment to Fair Pay, we provide:
- Competitive salary and benefits supporting mental, physical, financial, and social wellbeing.
- Core benefits including retirement savings, medical and life insurance, and flexible voluntary options.
- Generous time-off policies, including 20 weeks of parental leave, sabbaticals, and volunteering leave.
- Flexible working arrangements, balancing home and office-based work.
- Proactive wellbeing support, including digital platforms, mental health programs, and self-help resources.
- A culture of continuous learning, with reskilling and upskilling opportunities.
- An inclusive, values-driven environment, embracing diversity across teams and geographies.
Recruitment Process
Some roles require assessments to evaluate suitability. If invited, it means your application has progressed to an important stage in our hiring process.
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