Manager, Market Risk Analytics Manager, Market Risk Analytics …

Standard Chartered Bank
à Singapour, Singapore, Singapour
CDI, Plein-temps
Dernière candidature, 24 sept. 20
Standard Chartered Bank
à Singapour, Singapore, Singapour
CDI, Plein-temps
Dernière candidature, 24 sept. 20
Manager, Market Risk Analytics
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. It's 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.

We're 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
  • The development of market risk models and tools under current IMA and FRTB.
  • The development of Risk Not in VaR (RniV) measures.
  • Providing technical guidance and expertise on Market Risk Model related matters
  • Analysing key model performance metrics such as hypothetical backtesting and P&L attribution test (PLAT).
  • Supporting risk managers in all queries related to VaR and other portfolio risk metrics
  • Testing production systems for VaR/ES model changes, system migrations and new products
  • Liaising with key business stakeholders on Market Risk Model changes
  • Understand local and global regulatory requirements and be aware of market environment / practices that will impact portfolio risk metrics.
  • Maintenance and enhancements of existing VaR, stressed VaR, RniV and IRC models.

Our Ideal Candidate
  • be educated to at least the level of an MSc in a quantitative scientific subject including statistics and a research element
  • have academic and/or professional experience in data analysis and simulation methods.
  • have a good understanding of market risk and traded products
  • exercise sound judgment in assessing the strengths and weaknesses of modelling approaches
  • be able to communicate technical concepts clearly both verbally and in written documents
  • possess strong computing skills (programming skills desirable)
  • be able to learn quickly
  • be able to forge good working relationships with his/her peers in the Singapore and UK
  • be able to work effectively with risk managers and other stakeholders

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 .
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