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Senior Manager - VC Benchmark Rates

3.00 to 8.00 Years   Mumbai City   22 May, 2021
Standard Chartered Bank Ltd
Job LocationMumbai City
EducationNot Mentioned
SalaryNot Disclosed
IndustryBanking / Financial Services
Functional AreaSales / BD
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

  • Responsible for validating and migration of IBOR referenced trades to RFRs
  • Prior experience of independent valuation at month-end of all assets and liabilities using multiple external vendor services pricing.
  • Hands-on experience of market data providers including Reuters, Bloomberg, ISMA and Markit/Totem
  • Calculation and analysis of reserves and analysis of model deficiencies.
  • Review and implement Independent Pricing methodologies.
  • Identify pricing issues for complex derivative trades.
  • Good knowledge of Financial Mathematics for derivatives pricing, and associated numerical methods (Monte Carlo, PDE, numerical integration )
  • Ability to understand stochastic Interest rate models and curve construction, calibration methods.
  • Knowledge of Valuation models e.g. Black-Scholes, IR term structure models, local volatility and SABR/stochastic volatility models and their uses/limitations in pricing vanilla/exotic derivatives is highly desirable
  • Review of Key Control Indicators (KCI) and Control Sample Testings (CST) for the Valuation team
  • Hands-on experience with VBA and Python (preferred)
Our Ideal Candidate
  • Ideally the candidate will have 7 years- experience within the valuation control/product control/market risk/front office departments of a large investment bank. Specific exposure to reserving, pricing and modelling aspects of valuation control of trading businesses is preferred
  • Educated to University degree level, preferably in a Quant related discipline (e.g. Financial Engineering, Mathematics, Physics, etc.). Preference will be given to candidates who have completed a Masters level degree or higher.
  • Strong IT skills required, including experience with MS Excel (including VBA). Previous experience with Python is preferred.
  • Knowledge of market data providers such as Bloomberg, Reuters, HIS Markit, etc. is preferred.
  • deliver high quality output.
  • Excellent interpersonal skills, with the ability to communicate at all levels both written and oral.
  • Analytical and challenging mindset.
  • Strong sense of integrity and professional ethics
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 .,

Keyskills :
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