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Investment Banking
Quantitative Manager - Counterparty Credit Risk (CCR) and Valuations Adjustments (XVA)
at HSBC
Tech LeadNo visa sponsorshipData Science/AI/ML
Posted 16 days ago
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- Compensation
- Not specified
- City
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Currency: Not specified
Senior quantitative role responsible for leading development and oversight of CCR and XVA models and analytics. The role involves driving model development, validation, and implementation to support valuation adjustments and counterparty credit risk management. It requires stakeholder engagement across front office, risk and technology to ensure models are robust, compliant and production-ready.
No additional description provided.
