Senior Quantitative Analyst
- Recruiter
- Standard Chartered Bank
- Location
- Masovia, Warsaw
- Salary
- Competitive
- Posted
- 28 Mar 2023
- Closes
- 14 Apr 2023
- Ref
- 2300005819
- Contact
- Standard Chartered
- Approved employers
- Approved employer
- Job role
- Treasury
- Contract type
- Permanent
- Hours
- Part time
- Experience level
- Part qualified
Role: The primary objective of the role is to develop and maintain ALM behavioural models (e.g., economic life and stability of Non-Maturing Deposits, early redemptions of term deposits, prepayments of loans, and pricing of embedded optionality) for Treasury dealers, policy owners and risk managers.
Key Responsibilities
- Develop and maintain IRRBB and Liquidity Stress Testing methodologies.
- Interact with independent model validation team and audit functions, and address their queries.
- Document underlying methodologies, design, assumptions and operating models.
- Collaborate with policy owners, IT, Change Operations and other stakeholders supporting the proper implementation and execution of risk models and support regulatory exercises.
- Ensure that adequate model frameworks are in place, risks are identified, and mitigated.
- Provide ongoing support to end-users.
- Provide input into the strategic direction of Treasury platforms.
Our Ideal Candidate
- Master's Degree or PhD in Quantitative Finance, Mathematics, Statistics, Economics, or equivalent.
- Good understanding of statistics (descriptive statistics, linear regression, time series modelling etc.).
- 3+ years of working experience in risk modelling or quantitative research gathered in banking or other financial institutions (preferably in Risk, ALM, Treasury).
- Good knowledge of Python or R is required, and SQL is considered a plus.
- Interest in banking and financial risk management.
- Ability to efficiently execute on assigned tasks.
- Excellent written and verbal communication in English.
About Standard Chartered
We're an international bank, nimble enough to act, big enough for impact. For more than 160 years, we've worked to make a positive difference for our clients, communities, and each other. We question the status quo, love a challenge and enjoy finding new opportunities to grow and do better than before. If you're looking for a career with purpose and you want to work for a bank making a difference, we want to hear from you. You can count on us to celebrate your unique talents. And we can't wait to see the talents you can bring us.
Visit our careers website www.sc.com/careers
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