Senior Quantitative Analyst & Associate Director, Markets

STANDARD CHARTERED BANK (SINGAPORE) LIMITED; Singapore; On-site; SGD 120,000 - 180,000; Full time

Benefits offered by this job

Flexible working options

Competitive salary & benefits

Annual leave + parental/maternity

Wellbeing and learning culture

Job summary

Standard Chartered Bank (Singapore) Limited is seeking a Quantitative Analyst to join MAG CPM within Global Markets, focusing on quantitative analytics and liquidity management. You will collaborate with Treasury, Finance and Risk to forecast balance sheet metrics and deliver analytical solutions across CIB and WRB.

The role requires strong academic credentials in a quantitative field, expertise in numerical methods, stochastic calculus, derivative pricing, and exceptional programming skills in

Qualifications

• Strong academic background in a quantitative discipline.
• Experience developing/validating derivatives valuation/risk models.
• Excellent programming skills in C++ and/or Haskell.

Responsibilities

• Develop and maintain SA-CVA models and capital calculations.
• Valuate and analyze structured notes across asset classes.
• Support CFD funding and liquidity management analytics and forecasting.

Skills

C++/Haskell programming

Derivative pricing/risk models

Numerical methods & stochastic calc.

Communication & teamwork

Education

Quantitative degree (Math/CS/MFE/PhD)

Tools

Mu (in-house)

C++

Haskell

Job description

Standard Chartered Bank (Singapore) Limited is seeking a Quantitative Analyst to join MAG CPM within Global Markets, focusing on quantitative analytics and liquidity management. You will collaborate with Treasury, Finance and Risk to forecast balance sheet metrics and deliver analytical solutions across CIB and WRB.

The role requires strong academic credentials in a quantitative field, expertise in numerical methods, stochastic calculus, derivative pricing, and exceptional programming skills in