Director, CCR Quantitative Analyst

Key Responsibilities

Strategy
•    Software development to generate revenue for the bank
•    Understand front office concerns in order to bridge the gap between the front office and back office
•    Risk modelling to quantify the various kinds of risks faced by the Bank
•    Deliver robust, high-performance software and quantitative models

Business
•    Developing pricing/simulation models suitable for Counterparty Credit Risk (CCR) use cases.
•    Use of C++ and Scripting Languages like Haskell and Python for model development

Processes
•    Ensure adherence to all internal and external regulations
•    Support Operational Risk monitoring via reports and data provided to Compliance and BORM
•    Assist in ensuring that there are appropriate and documented internal controls and procedures in place

People & Talent
•    Lead through example and build the appropriate culture and values.  
•    Set appropriate tone and expectations amongst colleagues and work in collaboration with partners
•    Contribute to continuous process improvement and sharing best practice 

Risk Management
•    An awareness and understanding of the main risks facing the Group and the role the individual plays in managing them 
•    Embed Operational Risk monitoring as an integral part of the business process. Towards this, to effectively carry out the assigned
     role, if any, under Compliance Risk Management and Operational Risk Management Assurance 

Governance
•    Responsible for assessing the effectiveness of the Group’s arrangements to deliver effective governance, oversight and controls in the business and, if necessary, oversee changes in these areas
•    Awareness and understanding of the regulatory framework in which the Group operates, and the regulatory requirements and expectations relevant to the role
•    Willingness to ‘speak up’ in the event of any realised or perceived breach of group conduct rules or laws by colleagues
•    Willingness to work with any local regulators in an open and cooperative manner

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.

Key stakeholders

•    Trading, Sales, and Structuring business colleagues
•    Counterparty credit risk managers
•    MAG developers
•    Counterparty Credit Risk Analytics
•    Model implementation delivery (MAG Cortex, SABRE, etc.)
•    Group Model Validation
•    FM model risk management

Other Responsibilities
•    Demonstrate Here for good and Group’s brand and values in daily behaviour
•    Perform other responsibilities assigned under Group, Country, Business or Functional policies and procedures

Skills and Experience

•    Strong academic qualifications in a quantitative subject (e.g., Financial Mathematics, Master’s, or PhD)
•    Experience developing/validating counterparty credit risk models and understanding counterparty credit risk (CCR) and economic regulatory and market environment in which Banks operate
•    Good knowledge of numerical methods, stochastic calculus, and probability theory
•    Good communication skills (verbal and written English)
•    Excellent programming skills (C++ programming and/or functional programming e.g. Haskell)
•    Knowledge of fi