Director, Quantitative Analyst

Standard Chartered
GB - London
January 11, 2025
Financial

Job Summary

Markets has expertise combined with deep local market knowledge to deliver a variety of risk management, financing and investment solutions to our clients. The Markets team offers capabilities across origination, structuring, sales, trading and research. Offering a full suite of fixed income, currencies, commodities, equities and capital markets solutions, Markets has firmly established itself as a trusted partner with extensive on-the-ground knowledge and deep relationships.

Within 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 computation.

The Commodity Quantitative analyst will further specialise on Commodities markets. The main area covered will be the development or continuous improvement of pricing models, market data analytics and risk reports. Another equally important aspect is the production support of such analytics and facing business end-users. Strong commercial skills are required to identify the value-add areas and improve alignment with revenue generation.

Key Responsibilities

Working with traders, structurers, and other modellers to execute product development plans in line with business priorities.
Work with risk and control stakeholders (GMV, TRM, VC) for model validation and controls implementation.
Work with Technology to ensure models are integrated in production systems.
Awareness of the economic, market and regulatory environment in which Markets operates, especially as regards model and analytics capabilities.
Develop and maintain models for the pricing and risk management of Commodity 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 and Experience

MS/PhD in a quantitative discipline (financial mathematics, physics, statistics…)
Past experience developing/validating financial markets derivative pricing/risk models in an international bank
C++ programming
Knowledge of functional programming (e.g Haskell) is a plus

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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Read the full job description and apply online on the recuiter's web-site

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