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Quantitative Developer, Modelling & Analytics

Employer
Standard Chartered Bank
Location
Singapore, Singapore
Salary
Competitive
Closing date
Feb 14, 2023

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Job Function
Trading
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
The Role Responsibilities
Financial Markets (FM) has expertise combined with deep local market knowledge to deliver a variety of risk management, financing and investment solutions to our clients. The FM team offers capabilities across origination, structuring, sales, trading and research. Offering a full suite of fixed income, currencies, commodities, equities and capital markets solutions, FM has firmly established itself as a trusted partner with extensive on-the-ground knowledge and deep relationships.
Within FM, the Modelling & Analytics Group ('MAG') is accountable for design, development and delivery of real-time pricing models, risk models and core infrastructure which are used in enabling pricing, market data, intra-day risk reporting capability, and portfolio level analytics including reporting and capital optimization.
  • Development and extension of new features for Bank's internal pricing platform.
  • Close cooperation and access to coaching from Core Strats team.
  • Working in organisation open to innovation and continuous improvement.
Responsibilities
  • Standard Chartered bank is hiring Haskell developers for the front office Modelling and Analytics Group. We have dozens of developers working in very diverse financial market projects within corporate and institutional banking. Some of our projects are user-facing GUIs, others are server-side request handlers or reporting tools. Their scope ranges from small applications to support a single team, to processes that handle millions of trades, or have thousands of users. We use Haskell (or our in-house variant, Mu) for practically everything we do.
  • We expect solid computer science knowledge, but you may also be responsible for architecture design, stakeholder communication, and some project management. You'll be expected to work in both Windows and Linux environments. We use git for source control and the Atlassian suite (Bitbucket, Confluence, Jira) for code reviews, documentation and project tracking. No finance knowledge is required, but good communication and collaboration skills are essential. We believe our unique diversity is a key aspect of our success and strive to maintain an open and inclusive culture to everyone.
Strategy
  • Software development to generate revenue for the bank.
  • Understand front office concerns 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 analyses.
Business
  • Work closely with FM traders and structuring teams, analysing trades and asset origination opportunities for execution and ongoing measurement and management.
  • Maintain and develop cutting edge trading, pricing and multi assets risk management platforms.
  • Work on projects ranging from client-facing GUIs, server-side request handlers or reporting tools, and DevOps.
  • Use of Haskell and our in-house variant, Mu.
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.
  • Assist the team in achieving the outcomes set out in the Bank's Conduct Principles. Fair Outcomes for Clients, Effective Financial Markets, Financial Crime Compliance, The Right Environment.
  • Effectively and collaboratively identify, escalate, mitigate and resolve risk, conduct and compliance matters.
  • Adherence to code of conduct prescribed by FCA.
Key stakeholders
  • FM Trading & Trading Heads
  • FM Structuring
  • MAG
  • Electronic Market Solutions
  • SABRE IT
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.
Our Ideal Candidate
  • 3 years of experience in Quantitative Developer, Modelling & Analytics
  • A degree in computer science or equivalent experience.
  • Solid computer science knowledge (algorithms, data structures, complexity, concurrency / parallelism).
  • Solid mathematical background.
Nice to have:
  • Experience in functional programming, preferably Haskell.
  • Financial Markets knowledge.
  • Experience in C++.
Role Specific Technical Competencies
  • Software Engineering
  • Haskell / Mu Development
  • Technical Project Leadership
  • Stakeholder Communication
  • FM Business Domain Knowledge
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.
Our purpose, to drive commerce and prosperity through our unique diversity, together with our brand promise, to be here for good are achieved by how we each live our valued behaviours. When you work with us, you'll see how we value difference and advocate inclusion. Together we:
  • Do the right thing and are assertive, challenge one another, and live with integrity, while putting the client at the heart of what we do
  • Never settle, continuously striving to improve and innovate, keeping things simple and learning from doing well, and not so well
  • Be better together, we can be ourselves, be inclusive, see more good in others, and work collectively to build for the long term
In line with our Fair Pay Charter, we offer a competitive salary and benefits to support your mental, physical, financial and social wellbeing.
  • Core bank funding for retirement savings, medical and life insurance, with flexible and voluntary benefits available in some locations
  • Time-off including annual, parental/maternity (20 weeks), sabbatical (12 weeks maximum) and volunteering leave (3 days), along with minimum global standards for annual and public holiday, which is combined to 30 days minimum
  • Flexible working options based around home and office locations, with flexible working patterns
  • Proactive wellbeing support through Unmind, a market-leading digital wellbeing platform, development courses for resilience and other human skills, global Employee Assistance Programme, sick leave, mental health first-aiders and all sorts of self-help toolkits
  • A continuous learning culture to support your growth, with opportunities to reskill and upskill and access to physical, virtual and digital learning
  • Being part of an inclusive and values driven organisation, one that embraces and celebrates our unique diversity, across our teams, business functions and geographies - everyone feels respected and can realise their full potential.
Recruitment assessments - some of our roles use assessments to help us understand how suitable you are for the role you've applied to. If you are invited to take an assessment, this is great news. It means your application has progressed to an important stage of our recruitment process.
Visit our careers website www.sc.com/careers

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