This statement is a Teradata extension to the ANSI SQL:2011 standard.
The AT clause is ANSI SQL:2011 compliant.
As an extension to ANSI, the AT clause is supported when using Teradata Conversion Syntax to convert from TIMESTAMP to TIME. In addition, you can specify the time zone displacement using additional expressions besides an INTERVAL expression.
TIME (without time zone) and TIMESTAMP (without time zone) are not ANSI SQL:2011 compliant. Teradata Database internally converts a TIME or TIMESTAMP value to UTC based on the current session time zone or on a specified time zone.