Senior Valuation Methodology Lead, Global Markets (Flexible)

Standard Chartered Bank; Singapore; Ibrido; SGD 180.000 - 240.000; Tempo pieno

Descrizione del lavoro

Standard Chartered Bank in Singapore seeks an experienced quantitative professional to lead the valuation methodology and model governance for Global Markets. You will set up and maintain the VM model framework, collaborating with validation, risk, and production teams to ensure regulatory and internal standards are met.

The role requires strong knowledge of Global Markets products, 6+ years in a quant role, and proficiency in programming for model development and documentation.

Competenze

• Master’s in financial mathematics or PhD in quantitative area.
• 6+ years of progressive experience in front office quant group, market risk modelling or a related quantitative area within Global Markets environment.
• Strong IT skills. Experience with functional programming is desirable, with practical experience in Haskell.
• Deep and comprehensive understanding of a wide range of Global Markets products (both vanilla and structured) and corresponding modelling techniques in Rates, FX/FXO, Commodities, Equities, Credit, and XVA.
• Able to propose, implement and document the models (including the technical details) used in valuation control.
• Good understanding of regulatory guidance and governance around models and non-models.
• Able to interpret the regulatory/accounting requirements and translate them into practical implementation.
• Able to collaborate closely with front office quant and model validation teams on the technical aspects, with trading desk on the trading practices, to justify the methodologies used in valuation control processes.
• Strong analytical, problem-solving, and critical thinking skills with the ability to interpret complex information and draw meaningful conclusions.
• Independent problem-solving skills are required.

Mansioni

• Set up and maintain the model framework for Global Markets and Banking Valuation Methodology team.
• Collaborate with model validation, model risk governance and VM production teams to ensure that all the models used by VM team are compliant with internal governance and regulatory requirements.
• Provide valuation methodology support including advice on new models, new calibration and potential impact on valuations of different modelling choices.
• Develop and implement the methodologies used in valuation space. For example: Independent Price Verification, Bid Offer reserve, Prudent Valuation Adjustments...etc.
• Design and implement model performance monitoring.
• Perform core model development test and model implementation test.
• Prepare the technical development documents for the models used by VM teams and submit to model validation team for review and challenge.

Conoscenze

IT skills

Functional programming

Haskell

Global Markets products

Pricing models

Formazione

Master's in financial mathematics or PhD in quantitative area

Descrizione del lavoro

Standard Chartered Bank in Singapore seeks an experienced quantitative professional to lead the valuation methodology and model governance for Global Markets. You will set up and maintain the VM model framework, collaborating with validation, risk, and production teams to ensure regulatory and internal standards are met.

The role requires strong knowledge of Global Markets products, 6+ years in a quant role, and proficiency in programming for model development and documentation.