[{"data":1,"prerenderedAt":-1},["ShallowReactive",2],{"$fTCd44Hj_Vi8Xpw7lfKvus2fa7dKxeNS5P2uIQhSE4lc":3},{"success":4,"data":5},true,{"id":6,"job_title":7,"company_name":8,"company_logo_url":9,"company_domain":9,"company_description":9,"industry":10,"category":11,"location":12,"city":9,"country":12,"employment_type":13,"work_arrangement":9,"job_description":14,"job_requirements":15,"job_responsibilities":16,"required_skills":9,"salary_min":9,"salary_max":9,"salary_currency":17,"salary_period":18,"source_url":19,"application_url":20,"posted_date":9,"application_deadline":9,"expires_at":9,"is_active":4,"created_at":21,"updated_at":21},"5846c6d0-1899-4879-b606-2b199c35407e","Quantitative Analyst, Model Risk Management","Standard Chartered",null,"Banking","Risk Management","Hong Kong","Full-time","Conduct quantitative model validation and risk analysis for Standard Chartered, covering market risk, credit risk and AI\u002FML models.","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).","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.","HKD","yearly","https:\u002F\u002Fjobs.standardchartered.com\u002Fen\u002Fjobs\u002F?country=Hong+Kong+SAR","https:\u002F\u002Fjobs.standardchartered.com\u002Fen\u002Fjobs\u002F","2026-05-29T03:51:30.570926+00:00"]