Senior Traded Risk Model Validator (Derivatives)

Standard Chartered; Warszawa; Hybrid; PLN 250,000 - 450,000; Full time

Job summary

Standard Chartered is seeking a highly numeric PhD-level professional to join the Traded Risk Model Validation group. You will perform model validations, build benchmark models, and conduct independent testing across pricing, market, and counterparty risk for derivatives.

The role requires collaboration with the Poland team and validators in London, New York, and Singapore, delivering high-quality validations on a timely basis while upholding the bank's standards and governance.

Qualifications

• PhD in a highly numerical subject is preferred or equivalent demonstrated strong numerical critique.
• Experience in model validation or development for pricing or risk modelling is a plus, including new graduates with strong mathematical knowledge.
• Strong mathematical techniques in modelling, including stochastic calculus, are desirable.
• Some coding experience (C++ preferred) and willingness to learn new languages.

Responsibilities

• Work with stakeholders across business to ensure front office derivative pricing, market and counterparty risk models are reviewed and validated.
• Liaise with sales, trading, front office quantitative analysts and developers, and risk teams throughout the model lifecycle.
• Contribute to independent benchmark models and standardized testing to quantify model risk.
• Deliver high-quality validations according to agreed timelines.
• Collaborate across Poland, London, New York and Singapore validators.

Skills

PhD in quantitative field

Model validation experience

C++ programming

English fluency

Education

PhD in quantitative field

Numerical modelling background

Tools

C++

Python

R

Job description

Standard Chartered is seeking a highly numeric PhD-level professional to join the Traded Risk Model Validation group. You will perform model validations, build benchmark models, and conduct independent testing across pricing, market, and counterparty risk for derivatives.

The role requires collaboration with the Poland team and validators in London, New York, and Singapore, delivering high-quality validations on a timely basis while upholding the bank's standards and governance.