Assist in defining and implementing all methodological improvements for portfolio market risk metrics. This includes: - Creating explanatory methods and related tools to analyze VaR and other metrics - Testing production systems for VaR/ES model changes, system migrations and new products - Producing model performance analysis, such as devising and performing hypothetical backtesting for the quarterly IMA VaR model performance report - Investigating live portfolio back-testing results and their implications for the model - Developing Risk not in VaR measures - Understand and implement changes for FRTB - Understand local and global regulatory requirements and be aware of market environment / practices that will impact portfolio risk metrics. - Comply with applicable policies.
Qualifications and Skills
The holder of the position must: - 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 - have a good understanding of market risk and traded products - exercise sound judgment in assessing the strengths and weaknesses of modelling approaches - have experience with simulation methods - be able to communicate technical concepts clearly both verbally and in written documents - posses 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
How To Apply
You can search and view current opportunities across our organisation and apply immediately by visiting www.standardchartered.com and selecting Careers. To help speed up your application, please note the following:
- You will need to log in (or register if you are visiting our careers site for the first time) before you can apply for a specific role
- Some roles may require you to undertake an online talent assessment in addition to completing the application form (to facilitate this process it is preferable that you provide us with an email address as part of your contact information) - We will ask you about your education, career history and skills and experience, it may be helpful to have this information at hand when completing your application
It usually takes 15 - 20 minutes to complete the application form; you can save your application at any time and return to complete it at your convenience.
The closing date for applications is 31/05/2017. Please note all closing dates are given in Hong Kong time (GMT + 8 hours). We aim to respond to successful applicants within four weeks and will keep a record or your application in our database so that we can contact you when suitable vacancies arise in future.
Diversity and Inclusion
Standard Chartered is committed to diversity and inclusion. We believe that a work environment which embraces diversity will enable us to get the best out of the broadest spectrum of people to sustain strong business performance and competitive advantage. By building an inclusive culture, each employee can develop a sense of belonging, and have the opportunity to maximise their personal potential.