What the job is
You check the mathematical models that drive a bank's automated trading in currencies and interest rates, to make sure they work as intended before and after they go live. The seat is in Traded Risk Model Validation, a group that independently reviews the models used to price derivatives and to measure market and counterparty credit risk across all asset classes. Validation means a second team, separate from the people who built a model, tests it, looks for its weak points and says whether it is fit for use.
This seat focuses on algorithmic trading models, the programs that quote prices to clients, decide when to hedge and predict short term price moves in the electronic markets for foreign exchange and rates. It is a senior seat that also mentors validators in the London and Poland based teams.
Your application
Your CV fitted to Standard Chartered’s team, the letter and the form's answers, written from your own material