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Team Lead, Quantitative Analyst

3.00 to 5.00 Years   Mumbai City   14 Jun, 2021
Job LocationMumbai City
EducationNot Mentioned
SalaryNot Disclosed
IndustryBanking / Financial Services
Functional AreaStatistics / Analytics
EmploymentTypeFull-time

Job Description

*About Standard Chartered We are a leading international bank focused on helping people and companies prosper across Asia, Africa and the Middle East.To us, good performance is about much more than turning a profit. Its about showing how you embody our valued behaviours - do the right thing, better together and never settle - as well as our brand promise, Here for good.Were committed to promoting equality in the workplace and creating an inclusive and flexible culture - one where everyone can realise their full potential and make a positive contribution to our organisation. This in turn helps us to provide better support to our broad client base.The Role Responsibilities

  • Financial Markets has expertise combined with deep local market knowledge to deliver a variety of risk management, financing and investment solutions to our clients. The FM team offers capabilities across origination, structuring, sales, trading and research. Offering a full suite of fixed income, currencies, commodities, equities and capital markets solutions, FM has firmly established itself as a trusted partner with extensive on-the-ground knowledge and deep relationships.
  • Within FM, the Modelling & Analytics Group ( MAG ) is accountable for design, development and delivery of real-time pricing models, risk models, and core infrastructure, enabling pricing, market data, intra-day risk reporting capability, and portfolio level analytics including reporting and capital computation .
  • We currently have opportunities at Associate/VP/Associate Director level in the Modelling and Analytics Groups (MAG) for Credit Regulatory Analytics. MAG is responsible to develop and maintain the cross asset derivatives pricing library constituting the core engine of the trading and risk management platform. MAG also developed the Core analytics used in many regulatory Credit and Capital calculations.
Key responsibilities:
  • Implements Counterparty Credit Risk (CCR) models
  • Support Risk Management activities and initiatives to improve CCR management
  • Produce analytics documentation and test material
  • Provide day-to-day support for all relevant consumers of CCR data
  • Improve existing and implement new risk and regulatory related analytics
  • Lead the development of counterparty credit risk exposure simulation methodologies and tools compliant with internal and regulatory requirements;
  • Develop processes and tools designed to monitor existing CCR model performance, analyse their output and prepare reports for stakeholders
  • Assist credit risk reporting functions in the development of effective reporting tools enabling responsive and proactive reviews of the trading book credit risk exposure.
Internal and Regulatory compliance
  • 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.
Regulatory & 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
  • Trading, Sales, and Structuring business colleagues
  • Counterparty credit risk managers
  • MAG developers
  • Counterparty Credit Risk Analytics
  • Model implementation delivery (MAG Cortex, SABRE, etc.)
  • Group Model Validation
  • FM model risk management
Requirements:
  • Strong academic qualifications in a quantitative subject (e.g., Financial Mathematics, Master s or PhD)
  • Past experience developing/validating counterparty credit risk models and understanding counterparty credit risk (CCR) and economic regulatory and market environment in which Banks operate
  • Good knowledge of numerical methods, stochastic calculus, and probability theory
  • Good communication skills (verbal and written English)
  • Excellent programming skills (C++ programming and/or functional programming e.g. Haskell)
  • Knowledge of financial market products, market conventions and regulatory requirements
  • Project Management skillset
  • People Management skillset
Apply now to join the Bank for those with big career ambitions.To view information on our benefits including our flexible working please visit our career pages . We welcome conversations on flexible working.,

Keyskills :
analyticscustomer relationshippricingadvertisingbankingcredit riskmarket datarisk modelsfixed incomedirector levelrisk managementreporting toolscapital markets

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