Remove the husks off the corn or at least pull them back off the cob. It can look attractive to keep the husks on and you could use one husk to tie the husks back.
Place corn on a grill set to medium/high. Turn the corn a 1/4 rotation every 5-7 minutes. After the corn has been cooked on all sides remove from the grill.
In a large saucepan set to medium/high heat add the oil. Then add the red pepper, jalapeno and green onions. Stir often.
After they begin to soften, 5 minutes or so, stir in the corn and garlic. Continue to cook for another 5 minutes.
Add the chicken broth, salt and pepper. Bring the soup to a boil and then lower the heat to a simmer.
Allow the soup to simmer for 30 minutes. After that pour in the milk and let the soup simmer for another 15 minutes.
Serve in a bowl with a large pinch of fresh cilantro on top.