Standard Chartered

www.sc.com

2 Jobs

77,312 Employees

About the Company

We are a leading international banking group, with a presence in 54 of the world's most dynamic markets. Our purpose is to drive commerce and prosperity through our unique diversity, and our heritage and values are expressed in our brand promise, here for good. If you're interested joining Standard Chartered sign up to our Talent Network. Link: https://www.sc.com/careers/talentnetwork Standard Chartered PLC is listed on the London and Hong Kong stock exchanges.

Listed Jobs

Company Name: Standard Chartered
Job Title: Intern, Quantitative Analyst
Job Description: **Job title:** Intern, Quantitative Analyst **Role Summary:** Provide research and development support in the Modelling Analytics Group (CCR team) by creating and validating advanced pricing models for macro asset derivatives (IR‑FX‑CM) to assess counterparty credit risk. **Expectations:** - Master’s level training in quantitative finance, applied mathematics or equivalent quantitative discipline. - Strong analytical mindset and eagerness to learn and implement sophisticated financial models. - Proficiency in Python and C++ for model implementation. - Ability to document model assumptions, methodology, and performance metrics clearly. - Strong written and verbal communication skills; bilingual English and French preferred. **Key Responsibilities:** 1. **Research & Analysis:** Evaluate cutting‑edge pricing models for complex products such as IR callable products and other macro asset derivatives. 2. **Model Development:** Translate research findings into working prototypes using Python and C++, ensuring reproducibility and scalability. 3. **Documentation:** Produce detailed technical documentation covering model structure, assumptions, validation results, and risk metrics. 4. **Reporting & Presentation:** Prepare concise reports and presentations to convey model performance and insights to internal stakeholders. **Required Skills:** - Quantitative analysis, statistical modeling, and financial theory (derivatives pricing, risk metrics). - Programming proficiency: Python (libraries such as NumPy, pandas, SciPy, etc.) and C++. - Experience with model validation and performance evaluation. - Strong documentation and presentation skills. - Bilingual communication in English and French (oral and written). **Required Education & Certifications:** - Master’s degree in Quantitative Finance, Applied Mathematics, Finance Engineering, or related field. - No specific certifications required, but knowledge of counterparty credit risk frameworks is advantageous.

Company Name: Standard Chartered
Job Title: Intern, Client Analytics
Job Description: **Job Title:** Intern, Client Analytics **Role Summary** Contribute to cross-asset analytical solutions for corporate and institutional clients in financial markets, supporting Sales, Structuring, and Trading teams to enhance risk management and financial performance. **Expectations** - Deliver bespoke client analytics and hedging strategies across FX, Rates, and Commodities. - Conduct risk assessments (e.g., VaR, scenario analysis) and optimize portfolios. - Analyze balance sheets, cash flows, and investments to identify strategic opportunities. - Develop tools for performance backtesting and multicurrency debt optimization. - Collaborate with internal teams to ensure seamless delivery of data-driven insights. - Support innovation in analytical products and methodologies. - Communicate technical findings effectively to clients and stakeholders. **Key Responsibilities** 1. Support client engagement by analyzing financial exposure and risk profiles. 2. Assist in creating tailored hedging strategies and cross-asset macro solutions. 3. Perform risk analysis and portfolio optimization using quantitative techniques. 4. Develop and maintain analytical tools for performance evaluation and optimization. 5. Enhance Client Analytics brand through product innovation and methodological improvements. 6. Identify efficiency gains to scale analytical approaches across asset classes. 7. Present complex financial concepts to stakeholders via reports and presentations. **Required Skills** - Finance, financial mathematics, or quantitative coursework. - Proficiency in derivatives, FX, Rates, and Commodity markets. - Advanced Excel skills and statistical analysis capabilities. - Strong understanding of derivatives pricing and quantitative finance principles. - Programming experience in Python/R preferred. - Bilingual in French; additional languages advantageous. **Required Education & Certifications** - Bachelor’s/Education in Finance, Mathematics, or related field. - CFA/FRM certification or equivalent a plus.