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If you’re looking for a career that will help you stand out, join HSBC and fulfil your potential. Whether you want a career that could take you to the top, or simply take you in an exciting new direction, HSBC offers opportunities, support and rewards that will take you further.
HSBC is one of the largest banking and financial services organisations in the world, with operations in 64 countries and territories. We aim to be where the growth is, enabling businesses to thrive and economies to prosper, and, ultimately, helping people to fulfil their hopes and realise their ambitions.
We are currently seeking an experienced professional to join our team in the role of Analyst - Traded Risk Analysis.
In this role, you will:
- The purpose of the role is to produce consolidated Market risk and Traded Credit information for regulators, senior Group Risk and Markets and Securities Services (MSS) stakeholders.
- Perform key regulatory tasks such as VaR Backtesting, Limit Mandate Monitoring and Group SVaR window calibration
- Perform consolidation of capital submissions for Regulatory reporting activities and disclosures like Pillar 3, Volcker, Annual Reports and Accounts for Group and other regulatory scopes.
- The purpose of the role is to provide expert knowledge/skills to the stress testing team which is responsible for validating and reporting Stressed P&L numbers across sites and scenarios.
- Validating, monitoring and reporting stress testing scenarios and the corresponding losses for Market risk and Counterparty credit risk for both internal and regulatory purposes. Analyse and interpret stress results identifying key risk drivers and trends
- This role plays a key responsibility within the central risk function by providing expertise and detailed analysis on market data and scenarios. This includes controlling the market data inputs used for the market risk matrices calculation like VaR/ ES (Expected Shortfall), Stressed VaR for the entire trading portfolio of the Bank
- Improve transparency for risk management, by showcasing expertise on Scenario and Market Data analysis (including the usage of proxies, models etc.), which is impacting VaR/ES (Expected Shortfall)
- Ownership of the front to back market risk data, analysis and reporting activities for the asset class, which is divided into Equities, Credit, Rates & FX, and Markets Treasury.
- Risk Analysis to perform explains on the drivers behind the movements in risk metrics such as sensitivities (PV01, CS01, EQ delta, Gamma etc.), VaR/SVaR/IRC and FRTB SA & IMA metrics etc.
- Credit Exposure Management: Monitor and manage counterparty credit exposure limits and Analyze and report on the potential impact of market events on counterparty exposures.
To be successful you will:
- A degree / qualification in Finance, Accountancy, Business Management or previous experience in Risk Management (Market Risk) or quantitative courses
- Strong foundation in risk management principles, understanding of risk measures (i.e. PVBP, VaR) and systems
- High level of competency in the production of information, and the ability to process, analyze and interpret Traded risk reports
- High proficiency in Excel (VBA skill would be an advantage), Word and Powerpoint. Average proficiency in MS Access.
- Ability to use and code in Python
- Ability to work cross culturally with a strong collaborative and inclusive mindset, and committed to equal employment opportunities
- Experience in visualization tools like Tableau or Power BI is an added advantage.
- Professional certification like FRM / CFA /CQF can be an added advantage.
- Good to have experience in using vendor market data systems like Refinitiv (Reuters) and Bloomberg
- Good to have working knowledge in tools like JIRA, Confluence, SharePoint etc.
You’ll achieve more at HSBC
hsbc.com/careers
HSBC is an equal opportunity employer committed to building a culture where all employees are valued, respected and opinions count. We take pride in providing a workplace that fosters continuous professional development, flexible working and, opportunities to grow within an inclusive and diverse environment. We encourage applications from all suitably qualified persons irrespective of, but not limited to, their gender or genetic information, sexual orientation, ethnicity, religion, social status, medical care leave requirements, political affiliation, people with disabilities, color, national origin, veteran status, etc., We consider all applications based on merit and suitability to the role.”
Personal data held by the Bank relating to employment applications will be used in accordance with our Privacy Statement, which is available on our website.
***Issued By HSBC Electronic Data Processing (India) Private LTD***
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