Associate Director, Quant Analytics – Capital Modeling

STANDARD CHARTERED BANK (SINGAPORE) LIMITED; Singapore; On-site; SGD 70,000 - 90,000; Full time

Job summary

A leading international bank is seeking a Quantitative Analyst in Singapore. This role involves developing capital models, enhancing analytics documentation, and providing quantitative solutions across asset classes. The ideal candidate will have a background in Computer Science, Physics, or Mathematics, along with strong C++ programming skills. Benefits include flexible working options, competitive salary, and a focus on inclusion and diversity within the organization.

Benefits

Competitive salary

Flexibility in work locations

Wellbeing support

Continuous learning culture

Inclusive work environment

Qualifications

• 2+ years of experience in developing/validating financial market pricing/risk models in an international investment bank.
• Excellent knowledge of basic numerical methods and probability theory.
• Experience in developing regulatory capital models is a plus.

Responsibilities

• Maintain and enhance the in-house capital library for banking books.
• Collaborate closely with Global Markets business teams to analyze trades.
• Ensure compliance with internal and external regulations.

Skills

C++ programming

Numerical methods

Stochastic calculus

Communication skills

Education

Master's or PhD in Computer Science, Physics, or Mathematics

Tools

Haskell

Mu

Job description

A leading international bank is seeking a Quantitative Analyst in Singapore. This role involves developing capital models, enhancing analytics documentation, and providing quantitative solutions across asset classes. The ideal candidate will have a background in Computer Science, Physics, or Mathematics, along with strong C++ programming skills. Benefits include flexible working options, competitive salary, and a focus on inclusion and diversity within the organization.