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

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