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Counterparty Credit Expert

1 week ago

Dubai, Dubai, United Arab Emirates Standard Chartered Life and Careers Full time
About the Role

We are looking for a Counterparty Credit Expert to join our Markets team. The successful candidate will be responsible for developing and implementing real-time pricing models, risk models, and infrastructure for the Bank's modelling and analytics library.

Key Responsibilities:
  • Develop portfolio-level analytics to enable pricing, intraday risk reporting, and portfolio-level analytics.
  • Partner with Traders to develop statistical arbitrage strategies.
  • Use value at risk techniques to measure the risk of loss on a portfolio of assets.
Requirements:
  • Strong background in mathematics and statistics.
  • Experience in data analysis and visualisation.
  • Excellent communication and interpersonal skills.