Quantitative Developer – Pricing and Risk Analytics
A markets quant-analyst role at the bank's corporate and investment banking arm, building real-time pricing models and risk infrastructure in the shared analytics library. Its output feeds pricing, intraday risk reporting and portfolio analytics.
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.
- Implement and test pricing and hedging models in the central analytics library
- Work on the multi-curve framework and electronic pricing for the CORTEX platform
- Build value-at-risk and exposure measurement tools
- Research alternative numerical methods from academic and industry papers
- Support traders on statistical arbitrage ideas
What they ask for
Required
- Computer science and software skills for high-performance code
- Pricing and hedging model development
- Financial risk (market, credit, operational)
- Data analysis and visualisation
- Financial forecasting and modelling
Preferred
- Regulatory experience in financial services
- Balance sheet management
- Sustainable finance
- Education
- No degree level stated
- Experience
- Not stated
- Markets
- multi-asset
How to prepare
- Build a multi-curve discounting and forward curve model and price swaps against it
- Implement historical and Monte Carlo value-at-risk for a small portfolio and backtest it
- Write a clean, tested pricing library in a compiled language
- Read papers on numerical methods for derivative pricing and replicate one
What to study
- Derivatives Pricing and Computational Finance
- Fixed Income and Interest-Rate Models
- Quantitative Risk Management
- Python for Quantitative Finance
- Professional Quant Practice
The Derivatives Pricing Quant roadmap sets out the stages for this kind of role, with free resources for each.
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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.