Director, CCR Quantitative Analyst (Central, HK)

<div><div style="padding:10.0px 0.0px;border:1.0px solid transparent"><div style="font-size:14.0px;word-wrap:break-word"><H2 style="font-size:1.0em;margin:0.0px"><b>Key Responsibilities</b></H2> </div><div><p><span style="text-decoration:underline"><strong><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">Strategy</span></strong></span><br><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">•    Software development to generate revenue for the bank</span><br><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">•    Understand front office concerns in order to bridge the gap between the front office and back office</span><br><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">•    Risk modelling to quantify the various kinds of risks faced by the Bank</span><br><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">•    Deliver robust, high-performance software and quantitative models</span></p> <p><br><span style="text-decoration:underline"><strong><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">Business</span></strong></span><br><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">•    Developing pricing/simulation models suitable for Counterparty Credit Risk (CCR) use cases.</span><br><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">•    Use of C++ and Scripting Languages like Haskell and Python for model development</span></p> <p><br><span style="text-decoration:underline"><strong><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">Processes</span></strong></span><br><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">•    Ensure adherence to all internal and external regulations</span><br><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">•    Support Operational Risk monitoring via reports and data provided to Compliance and BORM</span><br><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">•    Assist in ensuring that there are appropriate and documented internal controls and procedures in place</span></p> <p><br><span style="text-decoration:underline"><strong><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">People &amp; Talent</span></strong></span><br><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">•    Lead through example and build the appropriate culture and values.  </span><br><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">•    Set appropriate tone and expectations amongst colleagues and work in collaboration with partners</span><br><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">•    Contribute to continuous process improvement and sharing best practice </span></p> <p><br><span style="text-decoration:underline"><strong><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">Risk Management</span></strong></span><br><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">•    An awareness and understanding of the main risks facing the Group and the role the individual plays in managing them </span><br><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">•    Embed Operational Risk monitoring as an integral part of the business process. Towards this, to effectively carry out the assigned</span><br><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">     role, if any, under Compliance Risk Management and Operational Risk Management Assurance </span></p></div></div><div style="padding:10.0px 0.0px;border:1.0px solid transparent"><div style="font-size:14.0px;word-wrap:break-word"><H2 style="font-size:1.0em;margin:0.0px"><b></b></H2> </div><div><p><span style="text-decoration:underline"><strong><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">Governance</span></strong></span><br><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">•    Responsible for assessing the effectiveness of the Group’s arrangements to deliver effective governance, oversight and controls in </span><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">the business and, if necessary, oversee changes in these areas</span><br><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">•    Awareness and understanding of the regulatory framework in which the Group operates, and the regulatory requirements and </span><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">expectations relevant to the role</span><br><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">•    Willingness to ‘speak up’ in the event of any realised or perceived breach of group conduct rules or laws by colleagues</span><br><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">•    Willingness to work with any local regulators in an open and cooperative manner</span></p> <p><br><span style="text-decoration:underline"><strong><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">Regulatory &amp; Business Conduct</span></strong></span><br><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">•    Display exemplary conduct and live by the Group’s Values and Code of Conduct. </span><br><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">•    Take personal responsibility for embedding the highest standards of ethics, including regulatory and business conduct, across </span><br><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">     Standard Chartered Bank. This includes understanding and ensuring compliance with, in letter and spirit, all applicable laws, </span><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">regulations, guidelines and the Group Code of Conduct.</span><br><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">•    Effectively and collaboratively identify, escalate, mitigate and resolve risk, conduct and compliance matters.</span></p> <p> </p> <p><span style="text-decoration:underline"><strong><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">Key stakeholders</span></strong></span></p> <p><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">•    Trading, Sales, and Structuring business colleagues</span><br><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">•    Counterparty credit risk managers</span><br><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">•    MAG developers</span><br><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">•    Counterparty Credit Risk Analytics</span><br><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">•    Model implementation delivery (MAG Cortex, SABRE, etc.)</span><br><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">•    Group Model Validation</span><br><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">•    FM model risk management</span></p> <p> </p> <p><span style="text-decoration:underline"><strong><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">Other Responsibilities</span></strong></span><br><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">•    Demonstrate Here for good and Group’s brand and values in daily behaviour</span><br><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">•    Perform other responsibilities assigned under Group, Country, Business or Functional policies and procedures</span></p></div></div><div style="padding:10.0px 0.0px;border:1.0px solid transparent"><div style="font-size:14.0px;word-wrap:break-word"><H2 style="font-size:1.0em;margin:0.0px"><b>Skills and Experience</b></H2> </div><div><p><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">•    Strong academic qualifications in a quantitative subject (e.g., Financial Mathematics, Master’s, or PhD)</span><br><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">•    Experience developing/validating counterparty credit risk models and understanding counterparty credit risk (CCR) and economic </span><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">regulatory and market environment in which Banks operate</span><br><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">•    Good knowledge of numerical methods, stochastic calculus, and probability theory</span><br><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">•    Good communication skills (verbal and written English)</span><br><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">•    Excellent programming skills (C++ programming and/or functional programming e.g. Haskell)</span><br><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">•    Knowledge of financial market products, market conventions and regulatory requirements</span></p></div></div><div style="padding:10.0px 0.0px;border:1.0px solid transparent"><div style="font-size:14.0px;word-wrap:break-word"><H2 style="font-size:1.0em;margin:0.0px"><b>Qualifications</b></H2> </div><div><p><span style="font-family:arial, helvetica, sans-serif;font-size:10.0pt">•    A degree in Applied Mathematics, Engineering, Computer Science or equivalent experience.</span></p></div></div><div style="padding:10.0px 0.0px;border:1.0px solid transparent"><div style="font-size:14.0px;word-wrap:break-word"><H2 style="font-size:1.0em;margin:0.0px"><b>About Standard Chartered</b></H2> </div><div><p>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. If you're looking for a career with purpose and you want to work for a bank making a difference, we want to hear from you. You can count on us to celebrate your unique talents and we can't wait to see the talents you can bring us.</p> <p>Our purpose, to drive commerce and prosperity through our unique diversity, together with our brand promise, to be here for good are achieved by how we each live our valued behaviours. When you work with us, you'll see how we value difference and advocate inclusion.</p> <p>Together we:</p> <ul> <li><b>Do the right thing</b> and are assertive, challenge one another, and live with integrity, while putting the client at the heart of what we do</li> <li><b>Never settle,</b> continuously striving to improve and innovate, keeping things simple and learning from doing well, and not so well</li> <li><b>Are better together,</b> we can be ourselves, be inclusive, see more good in others, and work collectively to build for the long term</li> </ul></div></div><div style="padding:10.0px 0.0px;border:1.0px solid transparent"><div style="font-size:14.0px;word-wrap:break-word"><H2 style="font-size:1.0em;margin:0.0px"><b>What we offer</b></H2> </div><div><p><b>In line with our Fair Pay Charter,</b> we offer a competitive salary and benefits to support your mental, physical, financial and social wellbeing.</p> <ul> <li><b>Core bank funding for retirement savings, medical and life insurance,</b> with flexible and voluntary benefits available in some locations.</li> <li><b>Time-off</b> 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.</li> <li><b>Flexible working</b> options based around home and office locations, with flexible working patterns.</li> <li><b>Proactive wellbeing support</b> 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</li> <li><b>A continuous learning culture</b> to support your growth, with opportunities to reskill and upskill and access to physical, virtual and digital learning.</li> <li><b>Being part of an inclusive and values driven organisation,</b> one that embraces and celebrates our unique diversity, across our teams, business functions and geographies - everyone feels respected and can realise their full potential.</li> </ul></div></div></div>