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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
Maintain the in-house multi-asset class pricing and risk library used across the bank, for all types of products, including flow, vanilla and exotics
Improve existing and implement new models for the pricing and risk management of interest rates products
Produce analytics documentation and test material
Provide day-to-day support for all relevant business units
Our Ideal Candidate
Strong academic qualifications in a quantitative subject (e.g. Financial Mathematics)
Experience in interest rates modelling
Good C++ programming
Knowledge of functional programming (e.g. Haskell) is a plus
Good knowledge of numerical methods, stochastic calculus and probability
Good communication skills (verbal and written English)
Apply now to join the Bank for those with big career ambitions.
Internal Number: 5920816
About Standard Chartered Bank
eFinancialCareers is a career site specializing in financial services.