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256 HSBC Group Jobs
MANAGER - TRADED RISK MODEL MONITORING AND CALIBRATION
0-6 years
Bangalore / Bengaluru
1 vacancy
MANAGER - TRADED RISK MODEL MONITORING AND CALIBRATION
HSBC Group
posted 3+ weeks ago
Job Role Insights
Flexible timing
Key skills for the job
Job Description
We are currently seeking an experienced professional to join our team in the role MANAGER - TRADED RISK MODEL MONITORING AND CALIBRATION
Business: Risk and Compliance
Principal Responsibilities:
- Model development related to Market Risk models such as VaR, Stressed VaR, IRC, NMRF, FRTB implementation or for Counterparty Credit Risk models such as SA-CVA, XVA, Simulation & Pricing models, Collateral & Margining models.
- Perform activities pertaining to First Line of Defense based on the Model Risk Management Framework for traded models:
- Model development based on best industry practice. Model calibration, monitoring, and annual assessment.
- Support model users such as Traded Risk Managers, Front Office, and Product Control etc.
- Assist the Risk steward functions in second line of defense activities.
- Provide model risk expertise of Traded Risk Products, working in conjunction with Product Controls, Front Office, Global Markets Operations and other support and control functions.
- Collaborate with Group and Regional teams to achieve business objectives.
- Strong business acumen with out-of-the box thinking to drive improved business performance.
- Strong stakeholder management skills and seamless delivery of analytics initiatives across markets.
- Proven ability to take ownership of and solve complex data related issues; Business problem solving skills is essential.
Requirements
- Strong quantitative background, with a degree (Masters/PhD preferred) in Statistics/ Econometrics/ Economics/Mathematical Science/Engineering/Finance
- 0-6 years experience in quantitative field like Market Risk or CCR model development/model validation
- Good understating of any or most of the common risk measures such as VaR, ES, PFE, XVA.
- Good understating on the pricing and valuations of the derivative products such as FX (Spot, Option, FX Swap, Non-Deliverable Forward, Forwards), Rates (Swaps, FRA, Options (Caps & Floors, Swaptions)), Cross Currency Swaps, Bonds, and other exotic derivatives.
- Strong programming skills (Python, C++ etc.) to develop the models or making proof of concepts.
- Knowledge of numerical methods applied on these models is a definite advantage.
- Ability to collaborate and communicate effectively, including within onshore / offshore team set-ups.
- Ability to drive results in a limited time duration and handle constant work-related pressure.
- Knowledge and exposure to cloud analytics platform such as GCP etc. would be a plus but not mandatory.
- Enthusiasm for proactively seeking, exploring, and developing use cases for new data and/or tools/wider industry trends
You ll achieve more at HSBC
Employment Type: Full Time, Permanent
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Flexible timing
Monday to Friday
No travel
Day Shift
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