Senior Traded Risk Analytics Manager - Global Risk

  • Competitive
  • Hong Kong Hong Kong Hong Kong HK
  • Permanent, Full time
  • HSBC
  • 21 Aug 18 2018-08-21

Senior Traded Risk Analytics Manager - Global Risk

Some careers grow faster than others.
If you're looking for a career that will give you plenty of opportunities to develop, join HSBC and your future will be rich with potential.

Global Risk is a thriving and expert risk management function supporting HSBC globally with all aspects of risk management. The team actively manages a varied and dynamic range of risk types, including security, fraud, information security, contingency, geopolitical, operational, credit, pension, insurance, financial crime and regulatory compliance, market and reputation risks. All parts of the Global Risk team use their skills, insight and integrity to handle established threats and those they see emerging, acting to protect and enable HSBC to deliver sustainable growth.

We are currently seeking a high caliber professional to join our team as Senior Traded Risk Analytics Manager.

Principal responsibilities

  • Appropriately calibrated and applied traded credit models helps 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 credit 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 Gloval Risk Analytics 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 or capital assessments.
  • Identification of gaps in risk models and approaches to mitigate
  • Ensure effective ongoing validation
  • Ongoing review of testing process or policy
  • Consistent with Group policies, Regulatory requirements and best practice


Qualifications
Requirements
  • Minimum Masters level in Math or Computer Science or Engineering discipline
  • Excellent understanding of Stochastic Calculus applied to quantitative finance and numerical optimisation technics
  • Ability to break methodology design in atomic testable blocks that can be implemented in automated testing suite
  • Ability to construct automated testing suite around Business As Usual work to avoid redundancy and repetition in daily routine
  • Expert C++ developer not afraid to learn other languages, that is passionate about profiling, refactoring and optimising messy code, and with Test Driven Development approach
  • Open personality and effective communication skills, ability and flexibility to work in an international team
  • Ability to write clear and understandable documents

You'll achieve more when you join HSBC.

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

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