AVP - Market Risk Quant (Bengaluru)

AVP - Market Risk Quant (Bengaluru)

13 Aug
|
Standard Chartered Bank
|
Bengaluru

13 Aug

Standard Chartered Bank

Bengaluru

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Requisition Number: 58176

Job Location: Bangalore, IND

Global Grade: Band 5

Work Type: Office Working

Employment Type: Permanent

Posting Start Date: 15/07/2026

Posting End Date: 08/08/2026

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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 deliverabl

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

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