Job Summary

The algo-trading model validation quant will join the Traded Risk Model Validation (TRM) function at Standard Chartered Bank. The team is responsible for conducting in-depth, independent technical validations of models used to measure pricing, market risk, and counterparty credit risk across all derivative asset classes.

This role will focus primarily on the validation of algorithmic trading models used within FX and Rates e-markets. The successful candidate will independently assess model risk, develop benchmark and challenger models, enhance standardised testing frameworks, and ensure models are fit for purpose for financial reporting, risk management, and regulatory stress testing. The position requires close collaboration with stakeholders across the UK, Poland, Singapore, Hong Kong, and the US.

Key Responsibilities

Model Validation & Technical Delivery

• Perform independent validations of algorithmic trading model...