Working with traders, sales, structurers and other modellers to execute product development plans in line with business priorities. Awareness of the economic, market and regulatory environment in which FM operates, especially as regards model and analytics capabilities. Develop and maintain models for the pricing and risk management of equity derivatives 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. Provide mentoring and advice to more junior members of the team. Develop and maintain models and risk scenarios for the pricing and risk management of products across the Equity desk. Provide troubleshooting, advice and resolution of any issues arising in Production with suitable updates to the analytics. Provide advice to Trading on the behaviour, assumptions, methodology and risks of the underlying models. Ensure models are developed and maintained in-line with the applicable policies and standards. Comply with the Operational Risk Framework. Proactively support the implementation of the Group Model Risk policy. Qualifications
Strong academic qualifications including a first degree, plus a Master’s or PhD, in a quantitative subject (Mathematics, Financial Mathematics, Physics, Engineering). Past experience developing/validating financial markets equities/credit pricing/risk models in an international bank. Understanding and awareness of best practices, market standard approaches and novel modelling techniques. Good knowledge of numerical methods, stochastic calculus, and probability theory. Good communication skills (verbal and written English). Knowledge of functional programming (e.g Haskell) is a plus. Competency in pricing modelling and research. 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. 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. 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.
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