Equity Quantitative Analyst (UK or Singapore)

Standard Chartered; City Of London; On-site; GBP 60,000 - 90,000; Full time

Job summary

A leading international bank in London is seeking a Quantitative Analyst to focus on developing pricing models for equity derivatives. The ideal candidate will have strong academic qualifications in a quantitative field, experience in financial modeling, and programming skills, particularly in C++. This role offers a competitive salary, flexible working options, and opportunities for professional growth.

Benefits

Competitive salary and benefits

Flexible working options

Proactive wellbeing support

Qualifications

• Strong academic qualifications with a quantitative focus are required.
• Past experience in developing financial markets models is essential.
• Good knowledge of numerical methods, stochastic calculus, and probability theory is needed.

Responsibilities

• Work with traders and sales to execute product development plans.
• Develop and maintain models for equity derivatives pricing.
• Provide support for relevant business units and resolve issues in production.

Skills

C++ programming

Knowledge of financial market products

Fluent English

Education

Master’s or PhD in a quantitative subject

Job description

Job Summary

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 team offers capabilities across origination, structuring, sales, trading and research. Offering a full suite of fixed income, currencies, commodities, equities and capital markets solutions, CIB has firmly established itself as a trusted partner with extensive on-the-ground knowledge and deep relationships.

Within CIB, 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 role of Quantitative Analyst, will work in London or Singapore, focusing primarily upon model development activities for equity derivative pricing models, supporting both the Equity Derivative and Wealth businesses.

Key Responsibilities

• 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 and risk scenarios for the pricing and risk management of products across the Equity and Wealth desks.
• 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.
• 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.

Skills and Experience

• Strong academic qualifications including a first degree, plus a Master’s or PhD, in a quantitative subject (Mathematics, Financial Mathematics, Physics, Engineering, Computer Science)
• Past experience developing/supporting/validating financial markets equities/pricing/risk models in an international bank
• Good knowledge of numerical methods, stochastic calculus, and probability theory
• C++ programming, Haskell nice to have
• Knowledge of financial market products, market conventions and regulatory requirements
• Fluent English

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. 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, 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.

Together we:

• Do the right thingand 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
• Are better together,we can be ourselves, be inclusive, see more good in others, and work collectively to build for the long term

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-offincluding 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 workingoptions based around home and office locations, with flexible working patterns.
• Proactive wellbeing supportthrough 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 cultureto 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.