Avp, Market Risk Reporting

Job ID: 41720

Location: Bangalore, IN

Area of interest: Governance, Risk Management & Compliance

Job type: Regular Employee

Work style: Office Working

Opening date: 7 Oct 2025

**Key Responsibilities**

**Overview**
RRSD Unit faces the Group Risk Function with a peripheral support to CEO CIB Function. It handles wide spectrum of activities to support the Enterprise Risk Analytics, Traded Risk Management, Risk & Compliance Reporting teams of the Group Risk.**Traded Risk Management**
**Business / Purpose**
**To develop new processes and tools that**:

- meet new capital methodology requirements (such as new products, businesses, locations, or regulators’ requirements); or
- enhance the reporting and management of market risk capital-RWA; or
- take in input feeds from new source systems.

**To deliver regulatory market risk capital-RWA requirements reporting for**:

- Group and Solo SCB under UK PRA rules.
- Support bespoke analysis for Front Office and risk managers with relevant and timely expert advice on regulatory market risk capital treatment so that the market risk RWA is managed most effectively.

**Processes / Responsibilities**
**Regulatory market risk capital-RWA submissions and advisory**:

- Organise the timely submission of all the components required to produce accurate and complete monthly market risk capital-RWA reports.
- Take an active role in assessing market risk capital-RWA results and providing the business with regulatory analysis.
- Assist in the implementation of systems in accordance with business strategies & policies relating to market risk management.
- Issue regulatory and MI market risk capital reports from the core database:

- COREP MKR for Group and Solo (monthly) - for submission to PRA.
- Market risk capital-RWA reports (monthly) for Front Office and risk managers.
- Maintain robust EUCs, documentation and validations that continue to ensure reliable, accurate, complete and BCBS-239 compliant reporting.

**Participate in Tech projects and enhance market risk capital process**:

- Contribute actively in technology development projects and streamline processes eg to obtain risk sensitivities for each asset class.
- Engage relevant stakeholders (Risk managers, IT, Quants) to ensure that capital calculations are accurately implemented.
- Develop and enhance Excel, MS Access and VBA tools to calculate market risk capital.
- Develop the market risk reporting processes and tools to cater for:

- New requirements (new products, businesses, locations, regulators’ requirements).
- Enhanced analysis - as requested by Front Office, senior mgmt. or TRM risk mgrs.
- New source systems/versions (e.g. SABRE, Active Pivot).
- More secure validations and controls.
- Proactively review, recommend, and implement best practices and workflow.

**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.
- Submit PRA market risk capital-RWA requirements.

**Key Stakeholders**
- TRM Market Risk Capital Management Team
- TRM Market Risk Analytics
- Group Capital Regulatory Reporting
- Financial Markets
- TRM senior management team and market risk managers
- Market Risk Reporting & MI

**Other Responsibilities**
- Embed “Here for Good” and Group’s brand and values in Traded Risk Team.
- Perform other responsibilities assigned under Group, Country, Business or Functional policies and procedures.
- Participate in at least 2 days of volunteering per year.
- Participate in engagement activities.
- Be motivated and actively engage in activities like innovation and automation initiatives

**Qualifications**
- Substantial experience in risk management in the banking industry, including demonstrated success in a similar role.
- Team player with good communication skills and quick learner
- Good understanding on FM products and CCR & Market risk methodology
- Post graduate or equivalent professional qualification eg. CFA, FRM, PRM will be helpful.
- Signature Strength - Strong product knowledge in FI / FX / Credit Derivatives / IR Derivatives / Traded Risk with expertise in Data visualisation, dashboarding and automation technologies.
- Hands-on Tool - Programming skills in Python, SQL, API Development, VBA, MS Technologies (Access, PowerPoint), Visualisation Tools (Tableau, Power Bi), Workflow Automation Tools (RPA, SharePoint), DeVos (JIRA, Jenkins, Git), knowledge of AI/ ML will be an added advantage.
- Analytical mindset - Able to detect outliers by observing movements and trends in data. Be able to investigate issues and identify th