Standard Chartered—AVP - Market Risk Capital (FRTB SA) Specialist'

Job description

Description: Job Summary 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 strong 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 responsibility for embedding the highest standards of ethics, including regulatory and business conduct, across Standard Chartered Bank. This includes understanding and ensuring compliance with, in letter and spirit, all applicable laws, regulations, guidelines and the Group Code of Conduct. • Effectively and collaboratively identify, escalate, mitigate and resolve risk, conduct and compliance matters. Key stakeholders • TRM Traded Risk Analytics Quants • Capital related projects stakeholders (e.g. FRTB, IRIS) • TRM Governance team • Front Office capital management functions • Front Office business functions Skills and Experience • Capital rules • Coding in script languages • Analytical thinking Qualifications Education • Required Master level education in business management or equivalent • Desirable Postgraduate or equivalent professional qualification eg. CFA, FRM, PRM Training • 8 to 10 years experience • Knowledge of capital rules / FRTB Languages • English (proficient) About Standard Chartered We're an international bank, nimble enough to act, big enough for impact. For more than 170 years, we've worked to make a positive difference for our clients, communities, and each other. We question the status quo, love a challenge and enjoy finding new opportunities to grow and do better than before. If you're looking for a career with purpose and you want to work for a bank making a difference, we want to hear from you. You can count on us to celebrate your unique talents and we can't wait to see the talents you can bring us. Our purpose, to drive commerce and prosperity through our unique diversity, together with our brand promise, to be here for good are achieved by how we each live our valued behaviours. When you work with us, you'll see how we value difference and advocate inclusion. Together we: - Do the right thing and are assertive, challenge one another, and live with integrity, while putting the client at the heart of what we do - Never settle, continuously striving to improve and innovate, keeping things simple and learning from doing well, and not so well - Are better together, we can be ourselves, be inclusive, see more good in others, and work collectively to build for the long term What we offer In line with our Fair Pay Charter, we offer a competitive salary and benefits to support your mental, physical, financial and social wellbeing. - Core bank funding for retirement savings, medical and life insurance, with flexible and voluntary benefits available in some locations. - Time-off including annual leave, parental/maternity (20 weeks), sabbatical (12 months maximum) and volunteering leave (3 days), along with minimum global standards for annual and public holiday, which is combined to 30 days minimum. - Flexible working options based around home and office locations, with flexible working patterns. - Proactive wellbeing support through Unmind, a market-leading digital wellbeing platform, development courses for resilience and other human skills, global Employee Assistance Programme, sick leave, mental health first-aiders and all sorts of self-help toolkits - A continuous learning culture to support your growth, with opportunities to reskill and upskill and access to physical, virtual and digital learning. - Being part of an inclusive and values driven organisation, one that embraces and celebrates our unique diversity, across our teams, business functions and geographies - everyone feels respected and can realise their full potential.