Associate Director, Quantitative Analyst

About the Role

This position is available in either Singapore or China and forms part of the Global Markets division. Global Markets combines global expertise with local market insight to provide solutions in risk management, financing, and investments across fixed income, currencies, commodities, equities, and capital markets. The Modelling & Analytics Group (MAG) develops advanced models and analytical tools essential for pricing, risk evaluation, funding, liquidity, and managing capital within Global Markets.

The Quantitative Analyst will work within MAG CPM, specializing in quantitative analytics for Contract for Difference (CFD) funding and liquidity management, supporting the growth of Global Markets. The role involves collaboration with teams across Global Markets, Treasury, Finance, and Risk to support forecasting and balance sheet analytics for Corporate & Institutional Banking (CIB) and Wealth & Retail Banking (WRB).

Key Responsibilities

• Create and maintain SA-CVA models and support capital calculation processes.
• Evaluate and analyze structured notes across multiple asset categories.
• Calculate and improve both regulatory and internal liquidity measures for derivatives in the markets.
• Develop analytical solutions aimed at enhancing CFD funding and liquidity management.
• Provide daily operational support to the CFD desk and corresponding business units.
• Collaborate with stakeholders from Global Markets, Treasury, Finance, and Risk to deliver insights and business solutions.
• Support initiatives related to forecasting and balance sheet analytics across CIB and WRB sectors.
• Enhance quantitative models and tools aimed at optimizing funding, liquidity, and capital efficiency.
• Analyze trading and asset origination opportunities alongside Global Markets business teams.
• Maintain and expand a multi-asset liquidity and capital management quantitative library and applications.
• Utilize programming languages including Haskell, an in-house variant Mu, and C++ in development tasks.
• Ensure compliance with internal and regulatory guidelines, including operational risk monitoring and controls.
• Contribute to maintaining documented internal procedures and controls.
• Demonstrate leadership in fostering positive collaborations and setting standards for colleagues.
• Engage in continuous process improvement and promote best practices.
• Ensure risk management principles are applied effectively within the group’s framework.
• Comply with governance policies, group model risk procedures, and support audit and compliance processes.
• Uphold the highest standards of conduct, regulatory compliance, and ethical behavior.

Candidate Profile

• At least two years of experience developing or validating pricing and risk models for financial markets at an international investment bank.
• Strong academic background in quantitative disciplines such as Mathematics, Physics, Computer Science, Financial Engineering, or equivalent advanced degrees.
• In-depth knowledge of numerical methods, stochastic calculus, probability theory, and derivatives pricing.
• Proficient in programming, especially C++ and functional languages like Haskell.
• Understanding of funding, liquidity, capital, or risk management within financial markets is advantageous.
• Excellent communication skills with the ability to work effectively across business, quantitative, and technology teams.
• Ability to set collaborative work standards and foster positive relationships amongst stakeholders.

Additional Information

• The role requires adherence to applicable local laws, regulations, and internal policies emphasizing accountability and diligence.
• Employees must remain vigilant against regulatory and operational risks and cooperate with any investigations or reviews.
• Standard Chartered offers a competitive salary and benefits including retirement and insurance options, flexible work arrangements, extensive leave policies, wellbeing programs, continuous learning, and a culture of inclusion and diversity.
• Applicants should ensure correct location selection in the application process for their preferred work location (Singapore or China).

Bank Overview

Standard Chartered is a global banking institution with over 170 years of experience driving commerce and prosperity through embracing diversity. The bank emphasizes integrity, continual improvement, and working collaboratively to create long-term value.