We have two open positions for senior Haskell (technically Mu, our in-house variant) developers at Standard Chartered Bank. These are slightly different roles: one is with my team (Core Strats), with 5 possible locations (Singapore, Poland, UK, France, New York). The other is in the wider team Core Strats belong to, with 2 possible locations (Singapore or UK). Both are developer positions.
You can learn more about our team and what we do by reading our experience report “Functional Programming in Financial Markets”, to be presented at ICFP next month: Functional Programming in Financial Markets (Experience Report) | Proceedings of the ACM on Programming Languages
The roles are eligible for a remote working arrangement from the country of employment, after an initial in-office period. We cover visa and relocation costs for successful applicants.
Note that one of the first steps of the application is a Valued Behaviours Assessment and it is quite important: our team won’t be able to see your application until you pass this assessment.
Application link for the role in the Market Risk Modelling team: Senior Quantitative Analyst, Market Risk Modelling (UK or Singapore based) Job Details | Standard Chartered Bank
Application link for the role in Core Strats: Senior Quantitative Developer (Singapore, Poland, UK, France, New York) Job Details | Standard Chartered Bank
For Singapore you can also find the Core Strats role in My Careers Future with a SGD salary range: MyCareersFuture Singapore