Standard Chartered
Job Summary
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 Quantitative Analyst, will work in New York, focusing primarily upon model development activities for IR and Credit derivative pricing models.
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.
Key Responsibilities • 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 day-to-day support for relevant business units.
Skills & Qualification: Strong academic qualifications in a quantitative subject (e.g., Financial Mathematics, Master's, or PhD) 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 0 to 3 years of expereince preferred. 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 Expected annual base pay range for the role is 110,000 USD to 160,000 USD. The final offer will be determined on an individualised basis using a number of variables, including but not limited to skill set, depth of experience and education, internal relativity, and specific work location. At Standard Chartered Bank, Base pay is only part of the total compensation package. Discretionary variable pay and a range of attractive bank sponsored benefit programs are available and designed to foster employee overall health and well-being including, but not limited to, a best in class 401k plan with up to 8% employer match, robust medical plan coverage with employer funded Health Savings Accounts, inclusive family building benefits, and flexible/hybrid working arrangements for many of our positions subject to role specific considerations Visit our careers website www.sc.com/careers
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.
www.sc.com/careers
42711
Apply now >
Back to search results
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 Quantitative Analyst, will work in New York, focusing primarily upon model development activities for IR and Credit derivative pricing models.
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.
Key Responsibilities • 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 day-to-day support for relevant business units.
Skills & Qualification: Strong academic qualifications in a quantitative subject (e.g., Financial Mathematics, Master's, or PhD) 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 0 to 3 years of expereince preferred. 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 Expected annual base pay range for the role is 110,000 USD to 160,000 USD. The final offer will be determined on an individualised basis using a number of variables, including but not limited to skill set, depth of experience and education, internal relativity, and specific work location. At Standard Chartered Bank, Base pay is only part of the total compensation package. Discretionary variable pay and a range of attractive bank sponsored benefit programs are available and designed to foster employee overall health and well-being including, but not limited to, a best in class 401k plan with up to 8% employer match, robust medical plan coverage with employer funded Health Savings Accounts, inclusive family building benefits, and flexible/hybrid working arrangements for many of our positions subject to role specific considerations Visit our careers website www.sc.com/careers
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.
www.sc.com/careers
42711
Apply now >
Back to search results