The role holder is responsible for regulatory market risk capital reporting, including Basel 2.5 UK PRA rules, Basel 3.1 / 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
Key Responsibilities
Driving quantitative analysis of capital management under FRTB SA
Supporting stakeholder understanding and strategy development of regulatory capital derived from underlying exposures and sensitivities
Analysing and explaining capital drivers, including responding to business and regulatory queries
Producing ad hoc capital analysis and related presentations for senior management
Supporting regulatory submissions and related documentation
Monitoring and assessing data issues, omissions, and adjustments
Contributing to business change, UAT, technology migrations, and process/tool development
Maintaining a robust control framework, including documentation, operational risk controls, EUCs, DQMs,
and BCBS-239 aligned reporting
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 analysis and 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 of the regulatory framework, in which the Group operates, and the regulatory requirements and expectation to the role.
Awareness and understanding of traded risk and model risk policies and governance.
Regulatory & Business Conduct
Display exemplary conduct and live by the Group’s Values and Code of Conduct.
Take personal respons
📌 AVP - Market Risk Capital (FRTB SA) Specialist' (Bengaluru)
🏢 Standard Chartered India
📍 Bengaluru
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