The Senior Quantitative Manager in CCR and XVA Analytics is responsible for leading the development, implementation, and oversight of advanced quantitative models and methodologies that underpin the measurement and management of Counterparty Credit Risk and Valuation Adjustments (XVA) across HSBC’s trading and risk portfolios. This role ensures the accuracy, robustness, and regulatory compliance of CCR and XVA models, supporting effective risk management and capital optimization.

In this role you will be responsible for:

• Lead the design, validation, and enhancement of CCR and XVA models, ensuring alignment with regulatory requirements and internal risk appetite.
• Provide quantitative expertise to support new product initiatives, regulatory change, and strategic projects.
• Partner closely with Front Office, Risk, Finance, and Technology to deliver high-quality analytics and actionable insights.
• Drive continuous improvement in methodologies, tooling, and model governance.
• Ability to audit and ensure that the model continues to meet evolving regulatory requirements.
• Mentor and develop junior team members, promoting best practices and innovation in quantitative risk management.

To be successful in this role, you should meet the following requirements:

• Extensive knowledge of Counterparty Credit Risk regulation.
• Extensive experience of developing risk models
• Experience with regulatory frameworks impacting CCR / XVA
• Thorough ability to liaise, influence and attain buy-in from senior stakeholders.
• Must understand financial products such as Rates, FX, Equities and Credit Derivatives.
• A keen understanding of the regulatory landscape with ability to identify changes that is relevant to the Bank.

Opening up a world of opportunity

Being open to different points of view is important for our business and the communities we serve. At HSBC, we’re dedicated to creating diverse and inclusive workplaces. Our recruitment processes are accessible to everyone - no matter their gender, ethnicity, disability, religion, sexual orientation, or age.

We take pride in being a Disability Confident Leader and will offer an interview to people with disabilities, long term conditions or neurodivergent candidates who meet the minimum criteria for the role.

If you’d like to apply for one of our roles and need adjustments made, please get in touch with our Recruitment Helpdesk:

Email: hsbc.recruitment@hsbc.com

Telephone: +44 207 832 8500