Job Summary

The Manager, Treasury Risk – Capital supports Head Treasury Risk to establish a sound governance framework on the end-to-end ICAAP process. This includes but not limited to reviewing the annual ICAAP framework and methodology, proposing appropriate stress testing narratives for ICAAP, validating the quarterly ICAAP runs, and maintaining all relevant documentation on the end-to-end process.

Key Responsibilities

• Supports Head, Treasury Risk to establish a governance framework on the end-to-end ICAAP process considering SCB AG’s unique portfolio as well as regulatory requirements.
• Liaise with stakeholders to understand the material risk drivers, methodology used for quantification, and review and challenge where appropriate.
• Validates the quarterly ICAAP results in line with the approved governance framework.
• ICAAP: Maintain the ICAAP Programme and adequately review and challenge of assumptions, methodologies and models used. Review outcomes against Risk Appetite and Early Warning Indicators and review and challenge any actions proposed by 1LoD.
• Regulatory: Prudently oversee and review regulatory metrics including but not limited to CET1 and Total Capital.
• Corporate Planning: Review and challenge the corporate planning and effectively challenge the linkage to balance sheet forecasting for ICAAP.
• Capital: Work with the 1LOD to establish BAU and stressed CET1 and leverage benchmarks and credible management action plans.
• Ensure effective levels of control and documentation on the end-to-end ICAAP process.

Skills and Experience

• Minimum degree from an accredited university
• 5+ years of substantial experience in banking industry or consultancy.
• Regulatory Interpretation (CRR including EBA Guideline, MaRisk etc.)
• Credit Risk Quantification (RWA etc.)
• Banking regulatory framework and Governance and Assurance experience.
• Regulatory interpretation and/or ICAAP.
• Additional professional qualifications (MBA, CPA etc.) is a plus.
• Business proficiency in english (verbal & written.
   

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.