• Negotiable
  • Singapore
  • Temporary, Full time
  • Standard Chartered Bank Singapore
  • 04 Dec 17

Manager, Model Validation

  • Location: Singapore
  • Salary: Negotiable
  • Job Type: Full time

Manager, Model Validation

Leading the way in International Banking. With more than 86,000 employees in 68 countries, and a 150-year history in some of the world's most dynamic markets, Standard Chartered is listed on the London and Hong Kong Stock Exchanges as well as the Bombay and National Stock Exchanges in India. See our history

We have an opportunity for a quantitative analyst to join the Group Model Validation (GMV) team in Singapore to work on validation of quantitative models developed for the Fundamental Review of the Trading Book (FRTB) reporting either to the Head, Market Risk Validation or Head, Counterparty Credit Risk Validation.

Key Roles & Responsibilities:

  • Critical quantitative review and challenge of FRTB Market Risk models.
  • Where appropriate, to suggest improvements and / or alternative models / numerical methods.
  • Preparation of accurate and concise documentation for consumption by Senior Management.

Qualifications & Skills:

  • Strong quantitative skills: PhD/Masters degree or equivalent in a quantitative discipline.
  • Knowledge of Financial Mathematics for derivatives pricing and risk, and associated numerical methods, e.g. Monte Carlo, PDE, numerical integration, statistics, VaR, ES.
  • Understanding of current modelling techniques in Market Risk.
  • Practical hands-on experience of implementing financial models in either model development or validation environments.
  • Strong communication skills and ability to work effectively as part of a Global Team.
  • Ability to liaise effectively with development quants and market risk teams

We are committed to building a culture that fosters a diverse and inclusive environment that's free from bias, where everyone can realise their full potential and make a positive contribution. This is just one of our values that is expressed in our brand promise - here for good. Apply Now...