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AVP, TnO Analytics, GRA

at HSBC

Back to all Data Science / AI / ML jobs
HSBC logo
Investment Banking

AVP, TnO Analytics, GRA

at HSBC

Mid LevelVisa sponsorship availableData Science/AI/ML

Posted 22 days ago

No clicks

Compensation
Not specified

Currency: Not specified

City
Not specified
Country
Not specified

Responsible for ensuring traded risk models are appropriately calibrated and applied to improve risk quantification, allocation and risk-return analysis. Support regulatory approval and keep the business informed of regulatory changes while liaising with Regional and Group GRA teams to align modelling best practices. Provide bespoke analysis for new business and propose or modify mathematically sound model/library components using a test-driven approach. Communicate findings and documentation clearly to stakeholders and work within existing market risk and counterparty credit risk analytical libraries.

Some careers have more impact than others.

If you’re looking for a career where you can make a real impression, join HSBC and discover how valued you’ll be.

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 AVP, TnO Analytics, GRA.

Principal responsibilities

  • 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

Requirements

  • Understanding of mathematical concepts behind models already implemented
  • Ability to navigate through the existing analytical modules of market risk and counterparty credit risk libraries.
  • Ability to propose mathematically sound alternatives to address methodology deficiencies.
  • Ability to modify existing library component to resolve issues.
  • Ability to adopt a test-driven approach in methodology construction and while developing in the library.
  • Ability to document and to use communication tools at disposition to convey the right message to stakeholders.
  • Appetite to learn and enthusiasm in performing daily tasks

Candidate with less relevant experience or skills may be offered a lower Global Career Band than stated above.

Due to the urgent hiring need, candidates with immediate right to work locally and no relocation need will be prioritised.

You’ll achieve more when you join HSBC.

HSBC is 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. 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.

AVP, TnO Analytics, GRA

at HSBC

Back to all Data Science / AI / ML jobs
HSBC logo
Investment Banking

AVP, TnO Analytics, GRA

at HSBC

Mid LevelVisa sponsorship availableData Science/AI/ML

Posted 22 days ago

No clicks

Compensation
Not specified

Currency: Not specified

City
Not specified
Country
Not specified

Responsible for ensuring traded risk models are appropriately calibrated and applied to improve risk quantification, allocation and risk-return analysis. Support regulatory approval and keep the business informed of regulatory changes while liaising with Regional and Group GRA teams to align modelling best practices. Provide bespoke analysis for new business and propose or modify mathematically sound model/library components using a test-driven approach. Communicate findings and documentation clearly to stakeholders and work within existing market risk and counterparty credit risk analytical libraries.

Some careers have more impact than others.

If you’re looking for a career where you can make a real impression, join HSBC and discover how valued you’ll be.

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 AVP, TnO Analytics, GRA.

Principal responsibilities

  • 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

Requirements

  • Understanding of mathematical concepts behind models already implemented
  • Ability to navigate through the existing analytical modules of market risk and counterparty credit risk libraries.
  • Ability to propose mathematically sound alternatives to address methodology deficiencies.
  • Ability to modify existing library component to resolve issues.
  • Ability to adopt a test-driven approach in methodology construction and while developing in the library.
  • Ability to document and to use communication tools at disposition to convey the right message to stakeholders.
  • Appetite to learn and enthusiasm in performing daily tasks

Candidate with less relevant experience or skills may be offered a lower Global Career Band than stated above.

Due to the urgent hiring need, candidates with immediate right to work locally and no relocation need will be prioritised.

You’ll achieve more when you join HSBC.

HSBC is 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. 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.