Quantitative Analyst, Model Risk Management
Standard Chartered Hong Kong Full-time
This listing was aggregated from a public source. The role is offered by the employer named here, not by NiceHire.
About this role
Conduct quantitative model validation and risk analysis for Standard Chartered, covering market risk, credit risk and AI/ML models.
Responsibilities
- Validate quantitative models used for market risk, credit risk and pricing. Develop model testing frameworks and documentation. Review model assumptions, methodologies and limitations. Provide independent model risk opinions to senior management. Stay current on regulatory requirements for model risk management.
Requirements
- Minimum 3 years experience in quantitative model development or validation. Strong quantitative background (PhD or Masters in Mathematics, Statistics, Physics or Engineering). Proficiency in Python, R or Matlab. Knowledge of financial derivatives, credit risk or machine learning models. Experience with regulatory model requirements (SR 11-7, HKMA).
Looking for your next role?
Create a free NiceHire account to explore more opportunities and get AI-powered support for your job search.