Job Summary

This role sits within the Traded Risk Stress Testing (TRST) team, which is responsible for the design, execution, governance and enhancement of the Bank’s traded risk stress testing framework. The team leads regulatory stress testing submissions, develops methodologies, strengthens governance standards and engages with senior management, Front Office stakeholders and regulators.

The role has specific responsibility for the calculation, analysis and reporting of Risk-Based Losses (RBL) within the Trading Activity Wind-Down (TWD) framework. This includes supporting the design, maintenance and execution of stress testing methodologies that underpin RBL calculations.

Key Responsibilities Include

Analysing, explaining and reporting TWD Risk-Based Losses.
Producing management information, analysis and executive commentary.
Supporting regulatory submissions and associated documentation.
Monitoring data quality issues, adjustments and remediation activities.
Contributing to stress testing methodology development and implementation.




Enhancing the stress testing infrastructure and operating model.

Key Responsibilities

Regulatory

Contribute to regulatory stress testing exercises, including the Bank Capital Stress Test (BCST) and Internal Capital Adequacy Assessment Process (ICAAP).
Support the development and delivery of structured and unstructured regulatory stress testing submissions.
Own and manage Trading Activity Wind-Down Risk-Based Losses.
Provide traded risk stress testing inputs to the Value in Resolution (ViR) framework.
Maintain effective and constructive relationships with regulators and external stakeholders.

Methodology

Contribute to the ongoing enhancement of the traded risk stress testing framework.
Partner with senior management, Front Office and risk stakeholders to strengthen methodologies and ensure consistency across Market Risk and Counterparty Credit Risk (CCR).
Ensure stress scenarios appropriately capture the Bank’s risk profile, e

📌 AVP, Market Risk Stress Testing (Bengaluru)
🏢 Standard Chartered India
📍 Bengaluru