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Shearin Cao
Technical Specialist, Traded Risk Management at Standard Chartered Bank


Key technical specialist on bank’s prudential regulatory capital, especially on the Basel reform (also known as “Basel 3”) to market risk, CVA and counterparty credit risk. This includes active engagement with key global policy makers as part of the industry advocacy task force, and as a frequent public speaker and panellist at top-tier industry conferences and workshops.

Industry experience also includes front-office engagement, cross-functional change delivery and management, chief of staff office for the group chief risk officer, credit/market/pension/regulatory risk manager, and software developer.

Strategic thinker in emerging trends, technology innovations and FinTech with a PhD in engineering from Imperial College London in machine learning. My research required complex mathematical modelling (also known as “Deep Learning”) to extract, recognize and monitor structural and pattern changes.

Shearin Cao's Network

Agenda Sessions

  • A new CVA risk framework

  • Calibration of the FRTB framework