We are currently seeking a high calibre professional to join our team as a
Senior Traded Risk Analytics Manager.
In This Role You Will
Impact on the Business/Function
Appropriately calibrated and applied traded risk models help ensure that risk is more accurately quantified, allocated and managed. This in turn leads to more appropriate risk-return analysis for the business
Regulatory approval for effective traded risk models aligns risk measurement and capital. This is optimal and removes arbitrage
Understanding of regulatory requirements means the business is forewarned of changes in the regulation and can prepare accordingly
Effective communication with the GRA team at both Regional and Group levels ensures there is a strong common understanding of the models and that best practices are being applied
Providing bespoke analysis for new business helps ensure that the business can make appropriate risk/capital assessments
Customers / Stakeholders
Traded Risk Management
XVA business (Trading, Product Control)
Capital Management (Sales, Structuring/Trading, Regulatory Finance)
Regulators (HKMA, Asia Pacific regulators)
Independent Model Validation Function
Leadership \& Teamwork
Be part of a management team in ensuring Traded Credit Risk is managed to our risk appetite.
Align to team key priorities and objectives
Work in close collaboration with the rest of the team in the other regions (London, India, Guangzhou … etc.)
Effective communication within GRA and the broader Risk teams in the region and at Group level
Make yourself available in crisis scenario to help the team deliver even when outside your core projects.
Establish and maintain strong working relationships with key stakeholders
Operational Effectiveness \& Control
Identification of gaps in risk models and approaches to mitigate
Ensure effective on-going monitoring of models
On-going review of testing process/policy
No high risk audit points
Consistent with Group policies, Regulatory requirements and best practice
To Be Successful You Will Need
Ability to lead, manage and successfully deliver projects within the agreed time scale, in liaison with all relevant stakeholders: model owners, credit, business, IT, senior management and regulators
Clear and demonstrable familiarity with key risk measures such as CVA, EPE, PFE
Minimum Master’s level in Math/Statistics/Computer Science/Engineering/Risk Management discipline
More than 2-years hands-on experience implementing AI and machine learning solutions
Excellent understanding of Stochastic Calculus applied to quantitative finance and numerical optimisation technics
Ability to break methodology design in atomic testable blocks that can be implemented in automated testing suite
Good C++/Java/Python developer not afraid to learn other languages and with a test-driven development approach
Good understanding of derivatives pricings and risk models
Open personality and effective communication skills, ability and flexibility to work in an international team
Ability to write clear and well-articulated documentation
**Opening up a world of opportunity
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Issued by The Hongkong and Shanghai Banking Corporation Limited.
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