Quantitative Analyst – Group Market Risk recruitment

The role is to contribute to the Market Risk Analytics team, which is in charge of the definition of methodologies for portfolio market risk metrics, in particular VaR, supervision of the market risk platform and compliance with regulatory requirements.

Key Roles Responsibilities
Assist in defining and implementing all methodological improvements for portfolio market risk metric. This includes
- Creating explanatory methods and related tools to analyse VaR and other metric better
- Testing new pricing models in risk metrics before they are released into production
- Producing reports on model performance, such as quarterly VaR model performance reports
- Support risk managers in all queries related to VaR and other portfolio risk metrics

Qualifications Skills
The holder of the position must be:
- Educated to at least the level of an MSc in statistics, probability or equivalent work experience
- Academic and/or professional experience in data analysis
- Sound judgment in assessing the strengths and weaknesses of modelling approaches
- Experience with simulation methods
- Ability to communicate technical concepts clearly
- Strong computing skills
- Ability to learn quickly
- Ability to forge a good working relationship with his/her peers in the UK and Singapore
- Ability to work effectively with risk managers and other stakeholders

The holder of the role must also have:
- Sound judgement in assessing the strength and weaknesses of modelling approaches.
- Good communication skills.

How To Apply
You can search and view current opportunities across our organisation and apply immediately by registering or logging in to our careers website www.standardchartered.com/careers. To help speed up your application, please note the following:

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- We will ask you about your education, career history and skills and experience, it may be helpful to have this information to hand when completing your application

It usually takes 15 - 20 minutes to complete the application form; you can save your application at any time and return to complete it at your convenience.

Diversity Inclusion
Standard Chartered is committed to diversity and inclusion. We believe that a work environment which embraces diversity will enable us to get the best out of the broadest spectrum of people to sustain strong business performance and competitive advantage. By building an inclusive culture, each employee can develop a sense of belonging, and have the opportunity to maximise their personal potential.