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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
Conduct data analysis using R (statistical tool) pertaining to ALM balance sheet models
Participate in definition of methodologies to calculate and forecast balance sheet positions and key Treasury, Risk and Balance Sheet Management metrics
Design the relevant data extracts as inputs to models and solutions, considering the balance between accuracy and model performance
Document underlying methodologies, design, assumptions and operating models
Provide ongoing support to end-users
Support migration of tactical solutions to strategic platforms
Manage communication with desks, policy owners and risk managers to understand user needs, resolve issues and promote usage of the products developed.
Provide input into the strategic direction of Treasury platforms and plan projects accordingly
Our Ideal Candidate
Minimum 4 years of relevant experience in Data science and data modelling (SAS, R, Python) with at least some past exposure to banking (or FI - ideally ALM behavioural modelling)
Advanced knowledge of at least two of the following:
Experience in using technical skills such as SQL and VBA in data extraction and investigation.
Query Bank systems using SQL
Proven ability to comprehend business requirements and processes, and to identify inefficiency, risk, and to provide appropriate business solutions or alternatives.
Very good understanding and practical experience in at least two of the following:
Interest Rate Risk - earnings (NII) and value (EVE, PV01)
Liquidity cashflow mismatch
LCR, NSFR and other regulatory metrics
Funds Transfer Pricing (FTP)
Liquidity ratios such as LDR, deposit concentration etc
Liquidity stress testing
Ability to independently and efficiently deliver solutions based on presented concepts
Experience working with Technology to develop and support data feeds
Excellent written and verbal communication in English.
Work experience in the design and development of automated reports / processes
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 .