Quant jobs / Standard Chartered

Associate Director, Quantitative Analyst – Funding, Liquidity and Capital

A quant role in the Global Markets modelling and analytics group, focused on funding and liquidity analytics for the CFD business and capital models for derivatives. It works closely with the desk, treasury, finance and risk teams.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Maintain SA-CVA models and the related capital calculations
Value structured notes and build analytics across asset classes
Compute and improve liquidity metrics for the markets derivatives book
Support the CFD desk day to day with funding and liquidity tools
Extend a multi-asset liquidity and capital library in C++ and Haskell

What they ask for

Required

Master's or PhD in a quantitative subject (or equivalent strong academics)
2+ years building or validating pricing and risk models at an investment bank
Numerical methods
Stochastic calculus and probability
Derivative pricing
C++ or functional programming such as Haskell
Stakeholder communication

Preferred

Funding, liquidity and capital concepts
Forecasting and balance sheet analytics

Education: Master's or PhD in maths, physics, computer science or financial engineering
Experience: 2+ years developing or validating pricing and risk models at an international bank
Languages and tools: C++
Haskell
Markets: multi-asset, equities

How to prepare

Work through CVA and counterparty exposure simulation, including the standardised approach to capital
Price a structured note with Monte Carlo and a PDE method, and compare the Greeks
Implement a small C++ pricing library with unit tests
Read about liquidity coverage metrics and how funding costs enter derivative valuation

What to study

The Derivatives Pricing Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Standard Chartered’s site before applying: requirements, location and pay can change after we check them.

View the posting on Standard Chartered’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Standard Chartered and doesn’t handle applications.