Senior Quantitative Analyst - CFD Funding & Liquidity

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

Job summary

STANDARD CHARTERED BANK (SINGAPORE) LIMITED seeks a highly skilled Quantitative Analyst to join MAG CPM, focusing on CFD funding and liquidity analytics for Global Markets. The role collaborates with Global Markets, Treasury, Finance and Risk to forecast and enhance balance sheet metrics.

The candidate will develop SA-CVA models, valuation analytics, and maintain a quantitative library using C++ and Haskell, contributing to governance and risk control across CIB and WRB businesses.

Qualifications

• Strong academic qualifications in a quantitative subject (e.g., Mathematics, Computer science, MFE, Master’s, or PhD).
• Solid understanding of numerical methods, stochastic calculus, and probability theory.
• Experience developing/validating derivatives valuation/risk models.
• Excellent programming skills in C++ and/or functional programming languages such as Haskell.
• Knowledge of funding, liquidity, capital or risk management concepts is advantageous.

Responsibilities

• Development and maintenance of SA-CVA models and capital calculations.
• Structured notes valuations and analytics across asset-classes.
• Calculate and enhance regulatory and internal liquidity metrics for Markets derivative portfolios.
• Develop and maintain analytical solutions supporting CFD funding and liquidity management.
• Provide day-to-day support for CFD desk and all relevant business units.

Skills

C++

Haskell

Numerical methods

Stochastic calculus

Probability theory

Derivatives pricing

Quantitative analysis

Education

MFE / Mathematics / CS / PhD

Tools

SABRE

Job description

STANDARD CHARTERED BANK (SINGAPORE) LIMITED seeks a highly skilled Quantitative Analyst to join MAG CPM, focusing on CFD funding and liquidity analytics for Global Markets. The role collaborates with Global Markets, Treasury, Finance and Risk to forecast and enhance balance sheet metrics.

The candidate will develop SA-CVA models, valuation analytics, and maintain a quantitative library using C++ and Haskell, contributing to governance and risk control across CIB and WRB businesses.