Job Summary

This is a quant role within the Market Risk Analytics team (MRA). MRA is responsible for the design and implementation of all Market Risk models and methodologies within SCB. The main Market Risk models are Value at Risk (VaR) and the Fundamental Review of the Trading Book (FRTB) models. These models are used for internal risk management and capital computation

The role holder is responsible for regulatory market risk capital measurements, focussing on FRTB requirements for Group, Solo, SC Bank, and relevant country entities.

Responsibilities include reporting, analysis, governance, control framework oversight, and support for regulatory / business change initiatives.

Key Responsibilities Include

Analysing and explaining capital, including responding to business and regulatory queries
Producing management information packs, commentary, and capital analysis
Supporting regulatory submissions and related documentation
Monitoring and assessing data issues, omissions, and adjustments
Coordinating governance working groups, agendas, minutes, and action tracking




Supporting Front Office, risk managers, senior management, and regulators
Contributing to business change, UAT, technology migrations, and process/tool development
Contribute to the development of market risk models used for regulatory capital and risk management, including definition of model methodology, model implementation, model testing and model documentation.

Key Responsibilities

Strategy

Support the bank’s market risk capital regulatory deliverables, as well as TRM and CIB Markets management capital requirements.

Business

Align capital measurements with regulatory and business requirements.

Processes

Propose and maintain all Traded Risk capital reporting processes.

People & Talent

Follow appropriate SCB culture and values. Work in collaboration with all relevant partners..

Risk Management

This is a role within the Risk Management function

Governance

Awareness and understanding

📌 AVP - Market Risk Quant (Bengaluru)
🏢 Standard Chartered India
📍 Bengaluru