Quantitative Risk Model Validation Specialist
1 tydzień temu
Main Responsibilities:
Work with stakeholders across business to ensure the front office derivative pricing, market and counterparty risk models are properly reviewed and validated.
Liaise with key stakeholders, including sales & trading, front office quantitative analysts and developers, market risk management, counterparty risk management, XVA and valuation control throughout the model risk model lifecycle.
Contribute to the implementation of independent benchmark/alternative models and development of standardized testing suites to enable exploration and quantification of model risk.
Delivery of validations of a high quality and according to agreed timelines.
About the Role:
Traded Risk Model Validation is a group that performs in-depth technical model validations of models covering pricing, market and counterparty credit risk of derivatives spanning all asset classes.
This role is to perform model validations, build benchmark models and conduct testing and develop standardised model testing frameworks.
The role is expected to conduct validations flexibly across a broad range of models.
Requirements:
Ph Ds in highly numerical subject such as mathematics, physics, engineering or mathematical finance is expected.
Other equivalent highly numerical qualifications/experience which demonstrate a high level of independent technical critique may be exceptionally considered but Ph D is preferred.
Experience in either a model validation or model development role covering pricing, or risk modelling for derivatives is a bonus although newly graduated Ph D candidates who demonstrate knowledge of, and an ability to learn mathematical finance will be considered.
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.
Our Values:
We value difference and advocate inclusion.
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.
We never settle, continuously striving to improve and innovate, keeping things simple and learning from doing well, and not so well.
We 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.
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