Quantitative Analyst, Capital & Risk Modelling

STANDARD CHARTERED BANK (SINGAPORE) LIMITED; Singapore; On-site; SGD 70,000 - 100,000; Full time

Job summary

A global financial institution seeks a Quantitative Analyst to focus on capital model development and quantitative solutions in Singapore. The ideal candidate should have a strong background in Computer Science, Physics, or Mathematics, along with experience in developing financial market pricing models and exceptional C++ programming skills. This role requires collaboration with various teams to enhance risk and regulatory analytics, offering competitive benefits and a flexible working environment.

Benefits

Competitive salary

Flexible working options

Core bank funding for retirement savings

Proactive wellbeing support

Qualifications

• 2+ years of experience in developing/validating financial market pricing/risk models.
• Good knowledge of basic numerical methods and probability theory.
• Experience in developing regulatory capital models.

Responsibilities

• Maintain and extend the in-house capital library for banking books.
• Produce analytics documentation and test material.
• Work closely with Global Markets teams analyzing trades.

Skills

C++ programming

Stochastic calculus

Communication skills

Education

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

Tools

Haskell

Job description

A global financial institution seeks a Quantitative Analyst to focus on capital model development and quantitative solutions in Singapore. The ideal candidate should have a strong background in Computer Science, Physics, or Mathematics, along with experience in developing financial market pricing models and exceptional C++ programming skills. This role requires collaboration with various teams to enhance risk and regulatory analytics, offering competitive benefits and a flexible working environment.