Standard Chartered bank is hiring quantitative analyst for the front office Modelling and Analytics Group (MAG). We have a few quant teams working on building internal analytics library which is responsible for pricing and risk management for financial market products. This role will be part of the Counterparty Credit Risk (CCR) Equity and Credit modelling team within MAG. The team is responsible to build pricing models as well as risk factor simulation models used for CCR risk management and capital calculations. We are seeking to hire a quantitative analyst to work on the development efforts required to bring bond and equity models into CCR modelling framework of Standard Chartered. For this you are expected to be working within the MAG analytics library, developed using C++ and Haskell (in-house variant, Mu).
CIB Markets has expertise combined with deep local market knowledge to deliver a variety of risk management, financing and investment solutions to our clients. The CIB Markets business offers capabilities across origination, structuring, sales, trading and research. Offering a full suite of fixed income, currencies, commodities, equities and capital markets solutions, CIB Markets has firmly established itself as a trusted partner with extensive on-the-ground knowledge and deep relationships.
Within CIB Markets, 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 optimization.
You’ll need a good understanding of CCR risk factor simulation models, calibration, pricing and the relevant regulatory and internal risk management requirements. In this role, you will work closely with multiple teams and take the lead on all development efforts required to implement credit and equity models for counterparty credit risk.
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