Associate Director of Quant Analysis

Job Summary

This role could be based in Singapore or China. When you start the application process you will be presented with a drop down menu showing all countries, please ensure that you select a country where the role is based.

Global Markets has expertise combined with deep local market knowledge to deliver a variety of risk management, financing and investment solutions to clients. Offering capabilities across fixed income, currencies, commodities, equities and capital markets, Global Markets has established itself as a trusted partner with strong local presence and deep client relationships.

The Modelling & Analytics Group (MAG) is responsible for the design, development and delivery of models and analytical solutions supporting pricing, risk, funding, liquidity and capital management across Global Markets.

The Quantitative Analyst will join MAG CPM, focusing on quantitative analytics and solutions supporting CFD funding and liquidity management to facilitate Global Markets growth. The role offers opportunities to work closely with Global Markets, Treasury, Finance and Risk teams, as well as contribute to forecasting and balance sheet analytics initiatives across CIB and WRB businesses.

Key Responsibilities

Specific responsibilities include:
• Development and maintenance of SA-CVA models and capital calculations
• Structured notes valuations and analytics across asset-classes
• Calculate and enhance regulatory and internal liquidity metrics for Markets derivative portfolios
• Develop and maintain analytical solutions supporting CFD funding and liquidity management.
• Provide day-to-day support for CFD desk and all relevant business units

Strategy
• Partner with Global Markets, Treasury, Finance and Risk stakeholders to deliver business solutions and insights.
• Support forecasting and balance sheet analytics initiatives across CIB and WRB businesses.
• Contribute to the development of quantitative models, tools and methodologies that improve funding, liquidity and capital efficiency

Business
• Work closely with Global Markets business teams, analyzing trades and asset origination opportunities for execution and ongoing measurement and management.
• Maintain and develop multi assets liquidity/capital management quantitative library and applications.
• Use of Haskell and our in-house variant, Mu; C++; Haskell;

Processes
• Ensure adherence to all internal and external regulations
• Support Operational Risk monitoring via reports and data provided to Compliance and BORM
• Assist in ensuring that there are appropriate and documented internal controls and procedures in place

People and Talent
• Strong academic qualifications in a quantitative subject (e.g., Mathematics, Computer science, MFE, Master's, or PhD)
• Good knowledge of numerical methods, stochastic calculus, and probability theory
• Experience developing/validating derivatives valuation/risk models
• Excellent programming skills (C++ programming and/or functional programming e.g. Haskell)
• Knowledge of funding, liquidity, capital or risk management concepts within financial markets is advantageous.
• Strong communication and stakeholder management skills.
• Ability to work effectively across business, quantitative and technology teams
• Set appropriate tone and expectations amongst colleagues and work in collaboration with partners
• Contribute to continuous process improvement and sharing best practice
Risk Management
• An awareness and understanding of the main risks facing the Group and the role the individual plays in managing them
• Embed Operational Risk monitoring as an integral part of the business process. Towards this, to effectively carry out the assigned role, if any, under Compliance Risk Management and Operational Risk Management Assurance

Governance
• Ensure models are developed and maintained in-line with the applicable policies and standards.
• Comply with the Operational Risk Framework.
• Proactively support the implementation of the Group Model Risk policy.
• Responsible for assessing the effectiveness of the Group's arrangements to deliver effective governance, oversight and controls in the business and, if necessary, oversee changes in these areas
• Awareness and understanding of the regulatory framework in which the Group operates, and the regulatory requirements and expectations relevant to the role
• Willingness to 'speak up' in the event of any realized or perceived breach of group conduct rules or laws by colleagues
• Willingness to work with any local regulators in an open and cooperative manner

Regulatory and Business Conduct
• Display exemplary conduct and live by the Group's Va