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Requisition Number: 60982
Job Location:
Global Grade: Band 6
Work Type: Office Working
Employment Type: Permanent
Posting Start Date: 27/08/2026
Posting End Date: 20/09/2026
:
Job Summary
This role could be based in Singapore or China. When you start the application process you will be presented with a drop down menu showing all countries, please ensure that you select a country where the role is based.
Global Markets has expertise combined with deep local market knowledge to deliver a variety of risk management, financing and investment solutions to clients. Offering capabilities across fixed income, currencies, commodities, equities and capital markets, Global Markets has established itself as a trusted partner with strong local presence and deep client relationships.
The Modelling & Analytics Group (MAG) is responsible for the design, development and delivery of models and analytical solutions supporting pricing, risk, funding, liquidity and capital management across Global Markets.
The Quantitative Analyst will join MAG CPM, focusing on quantitative analytics and solutions supporting CFD funding and liquidity management to facilitate Global Markets growth. The role offers opportunities to work closely with Global Markets, Treasury, Finance and Risk teams, as well as contribute to forecasting and balance sheet analytics initiatives across CIB and WRB businesses.
Key Responsibilities
Specific responsibilities include:
- 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
Strategy
- Partner with Global Markets, Treasury, Finance and Risk stakeholders to deliver business solutions and insights.
- Support forecasting and balance sheet analytics initiatives across CIB and WRB businesses.
- Contribute to the development of quantitative models, tools and methodologies that improve funding, liquidity and capital efficiency
Business
- Work closely with Global Markets business teams, analyzing trades and asset origination opportunities for execution and ongoing measurement and management.
- Maintain and develop multi assets liquidity/capital management quantitative library and applications.
- Use of Haskell and our in-house variant, Mu; C++; Haskell;
Processes
- Ensure adherence to all internal and external regulations
- Support Operational Risk monitoring via reports and data provided to Compliance and BORM
- Assist in ensuring that there are appropriate and documented internal controls and procedures in place
People and Talent
- Strong academic qualifications in a quantitative subject (e.g., Mathematics, Computer science, MFE, Master’s, or PhD)
- Good knowledge of numerical methods, stochastic calculus, and probability theory
- Experience developing/validating derivatives valuation/risk models
- Excellent programming skills (C++ programming and/or functional programming e.g. Haskell)
- Knowledge of funding, liquidity, capital or risk management concepts within financial markets is advantageous.
- Strong communication and stakeholder management skills.
- Ability to work effectively across business, quantitative and technology teams
- Set appropriate tone and expectations amongst colleagues and work in collaboration with partners
- Contribute to continuous process improvement and sharing best practice
Risk Management
- An awareness and understanding of the main risks facing the Group and the role the individual plays in managing them
- Embed Operational Risk monitoring as an integral part of the business process. Towards this, to effectively carry out the assigned role, if any, under Compliance Risk Management and Operational Risk Management Assurance
Governance
- Ensure models are developed and maintained in-line with the applicable policies and standards.
- Comply with the Operational Risk Framework.
- Proactively support the implementation of the Group Model Risk policy.
- Responsible for assessing the effectiveness of the Group’s arrangements to deliver effective governance, oversight and controls in the business and, if necessary, oversee changes in these areas
- Awareness and understanding of the regulatory framework in which the Group operates, and the regulatory requirements and expectations relevant to the role
- Willingness to ‘speak up’ in the event of any realized or perceived breach of group conduct rules or laws by colleagues
- Willingness to work with any local regulators in an open and cooperative manner
Regulatory and Business Conduct
- Display exemplary conduct and live by the Group’s Values and Code of Conduct.
- Take personal responsibility for embedding the highest standards of ethics, including regulatory and business conduct, across Standard Chartered Bank. This includes understanding and ensuring compliance with, in letter and spirit, all applicable laws, regulations, guidelines and the Group Code of Conduct.
- Effectively and collaboratively identify, escalate, mitigate and resolve risk, conduct and compliance matters.
Key stakeholders
- CFD desk and business units
- MAG quants and developers
- Model implementation delivery (upstream source system teams, SABRE, etc.)
- Group Model Validation
- Business colleagues, Trading etc
Other Responsibilities
- Understand, acknowledge and comply with the requirements on individual accountabilities and responsibilities of the job set out in applicable local laws and regulations as well as SCB internal policies
- Effectively ensure and intensify internal controls by keeping abreast with developments of applicable local laws and regulations on accountabilities
- Perform job duties with diligence, contribute to efforts as an individual or as a team member so as to avoid any actual or potential legal sanctions, regulatory penalties, material financial loss, or adverse reputational impact on the Bank
- Be responsible for failure to follow relevant rules and processes, failure to properly perform the responsibilities, and implement corrections
- Cooperate with any investigations or reviews on regulatory failure such as accountability review
Our Ideal Candidate
2 + years of experience in developing/validating financial market pricing/risk models in an international investment bank
Strong academic qualifications in a quantitative discipline (e.g., Mathematics, Physics, Computer Science, Financial Engineering, or a related Master's/PhD degree)
Solid understanding of numerical methods, stochastic calculus, probability theory, and derivative pricing
Strong programming skills in C++ and/or functional programming languages such as Haskell
Self-motivated, accountable, and able to communicate effectively with colleagues and stakeholders
Role Specific Technical Competencies
Experience in developing/validating derivatives valuation/risk models is a plus
Knowledge of funding, liquidity, capital or risk management concepts within financial markets is advantageous
About Standard Chartered
We're an international bank, nimble enough to act, big enough for impact. For more than 170 years, we've worked to make a positive difference for our clients, communities, and each other. We question the status quo, love a challenge and enjoy finding new opportunities to grow and do better than before. If you're looking for a career with purpose and you want to work for a bank making a difference, we want to hear from you. You can count on us to celebrate your unique talents and we can't wait to see the talents you can bring us.
Our purpose, to drive commerce and prosperity through our unique diversity, together with our brand promise, to be here for good are achieved by how we each live our valued behaviours. When you work with us, you'll see how we value difference and advocate inclusion.
Together we:
Do the right thing and are assertive, challenge one another, and live with integrity, while putting the client at the heart of what we do
Never settle, continuously striving to improve and innovate, keeping things simple and learning from doing well, and not so well
Are better together, we can be ourselves, be inclusive, see more good in others, and work collectively to build for the long term
What we offer
In line with our Fair Pay Charter, we offer a competitive salary and benefits to support your mental, physical, financial and social wellbeing.
Core bank funding for retirement savings, medical and life insurance, with flexible and voluntary benefits available in some locations.
Time-off including annual leave, parental/maternity (20 weeks), sabbatical (12 months maximum) and volunteering leave (3 days), along with minimum global standards for annual and public holiday, which is combined to 30 days minimum.
Flexible working options based around home and office locations, with flexible working patterns.
Proactive wellbeing support through Unmind, a market-leading digital wellbeing platform, development courses for resilience and other human skills, global Employee Assistance Programme, sick leave, mental health first-aiders and all sorts of self-help toolkits
A continuous learning culture to support your growth, with opportunities to reskill and upskill and access to physical, virtual and digital learning.
Being part of an inclusive and values driven organisation, one that embraces and celebrates our unique diversity, across our teams, business functions and geographies - everyone feels respected and can realise their full potential.
Recruitment Assessments
Some of our roles use assessments to help us understand how suitable you are for the role you've applied to. If you are invited to take an assessment, this is great news. It means your application has progressed to an important stage of our recruitment process.
Visit our careers website www.sc.com/careers
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