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  4. Quantitative Analyst CCR Models 2022
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The Role Responsibilities

Business

  • Understand counterparty credit risk (CCR), and economic and market environment in which the Group operates
  • Develop counterparty credit risk exposure measurement methodologies and risk assessment tools;
  • Develop processes designed to monitor existing CCR model performance, analyse their output and prepare reports for stakeholders;
  • Assist credit risk reporting functions in the development of effective reporting tools enabling responsive and proactive reviews of the trading book credit risk exposure.

Processes

  • Support CCR model development, implementation and monitoring processes;
  • Support Traded Risk Management activities in improving CCR exposure management;

Risk Management

  • Provide technical and methodological support to credit risk managers, traders, and other stakeholders in accurate quantification of CCR exposure of new transactions;

Governance

  • Awareness and understanding of the regulatory framework, in which the Group operates, and the regulatory requirements specific to CCR.

Regulatory & Business Conduct

  • Display exemplary conduct and live by the Group’s Values and Code of Conduct.

Key Stakeholders

  • Counterparty Credit Risk Models
  • Traded Risk Measurement
  • Enterprise Risk Analytics
  • Traded Risk Management
  • Group Model Validation
  • Risk Data Quality

Our Ideal Candidate

  • Masters or PHD in Financial Mathematics, Statistics, Science, or Engineering
  • Quantitative work experience in a financial institution, preferably in derivatives area and understanding of counterparty credit risk modelling.

About Standard Chartered

We're an international bank, nimble enough to act, big enough for impact. For more than 160 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, todrive 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
  • Be better together, we can be ourselves, be inclusive, see more good in others, and work collectively to build for the long term

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, parental/maternity (20 weeks), sabbatical (12 weeks maximum) and volunteering leave (3 days), along with 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.

Recruitment assessments - some of our roles use assessments to help us understand how suitable you are for the role you've applied to. If you are invited to take an assessment, this is great news. It means your application has progressed to an important stage of our recruitment process.