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
Work on the IBOR Transition Programme - Financial Markets (incl FM Ops) Workstream
· Update models to price existing portfolio with fallback rates. Including submission for validation.
· CCP transition to new RFR discounting.
· Compute portfolio risk impact.
Awareness of the economic, market and regulatory environment in which FM operates, especially as regards model and analytics capabilities.
· Develop models for the pricing and risk management of rates products.
· Delivery of model documentation and testing material.
· Improving existing analytics.
· Research into alternative models and numerical techniques, as well as ongoing assessment of models
published in industry or academic literature.
· Provide support for relevant business units.
People and Talent
Work in collaboration with risk and control partners.
Responsible for ensuring that known model weaknesses are documented and communicated to all relevant stakeholders.
Awareness and understanding of the regulatory framework, in which the Group operates, and the regulatory requirements and expectations relevant to the role.
Regulatory & Business Conduct
· Display exemplary conduct and live by the Group's Values and Code of Conduct.
· Take personal responsibility for embedding the highest standards of ethics, including regulatory and business conduct, across Standard Chartered Bank. This includes understanding and ensuring compliance with, in letter and spirit, all applicable laws, regulations, guidelines and the Group Code of Conduct.
· Effectively and collaboratively identify, escalate, mitigate and resolve risk, conduct and compliance matters.
Ø Rates Trading
Ø Quantitative Model Risk Group
Ø Traded Risk Management
Ø Valuation Control
Ø Financial Markets IT
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.