Senior Quantitative Analyst — CFD Liquidity & Risk Modeling

Standard Chartered Bank; Singapore; Vor Ort; SGD 150.000 - 210.000; Vollzeit

Benefits dieser Stelle

Competitive salary

Flexible working options

Wellbeing support

Continuous learning culture

Zusammenfassung

Standard Chartered Bank is seeking a Quantitative Analyst for the MAG CPM group, focusing on CFD funding and liquidity management. You will develop models, perform valuations, and collaborate with Global Markets, Treasury and Risk to improve funding and capital efficiency.

The role requires strong programming skills in C++ and Haskell, plus a solid foundation in numerical methods and stochastic calculus. Singapore/China base with global responsibilities and cross-team collaboration.

Qualifikationen

• 2+ years developing/validating financial market pricing/risk models.
• Strong background in quantitative disciplines and derivatives pricing.
• Proficient in programming with C++ and/or Haskell.
• Solid understanding of numerical methods, stochastic calculus and probability.
• Excellent communication and stakeholder management skills.

Aufgaben

• Develop and maintain SA-CVA models and capital calculations.
• Structured notes valuations and analytics across asset-classes.
• Calculate and enhance regulatory and internal liquidity metrics.
• Develop analytical solutions for CFD funding and liquidity management.
• Provide day-to-day support for CFD desk and related business units.

Kenntnisse

C++ programming

Haskell

Quantitative analytics

Numerical methods

Stochastic calculus

Communication & stakeholders

Ausbildung

Strong quantitative degree (Math/Physics/CS/FE, Masters/PhD)

Jobbeschreibung

Standard Chartered Bank is seeking a Quantitative Analyst for the MAG CPM group, focusing on CFD funding and liquidity management. You will develop models, perform valuations, and collaborate with Global Markets, Treasury and Risk to improve funding and capital efficiency.

The role requires strong programming skills in C++ and Haskell, plus a solid foundation in numerical methods and stochastic calculus. Singapore/China base with global responsibilities and cross-team collaboration.