01 Oct
|
HSBC
|
Bengaluru
Some careers shine brighter than others.
If you’re looking for a career that will help you stand out, join HSBC and fulfil your potential. Whether you want a career that could take you to the top, or simply take you in an exciting new direction, HSBC offers opportunities, support and rewards that will take you further.
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 skilled to join our team in the role of Manager Traded Risk Stress Testing.
In this role, you will:
• The Traded Risk Measurement, Monitoring & Control (TRMMC) team sits within Risk & Compliance and provides consistent measurement, monitoring and control of traded risk across HSBC’s global locations, including Hong Kong, London, Paris and New York.
• TRMMC comprises Aggregation, Stress Testing,
Market Data Management (MDM), Traded Risk Analysis, Counterparty Credit Risk (CCR) and Control Management teams.
• Consolidate Market Risk and CCR measures at Group level, support regulatory submissions and disclosures, perform VaR back-testing, limit mandate monitoring and SVaR calibration, and prepare risk management and FRTB governance materials.
• Validate, monitor and report Market Risk and CCR stress-testing results across sites and scenarios; identify key risk drivers, prepare governance packs and dashboards, and provide analysis to senior management and regulators.
• Manage market data and scenario inputs used for VaR, Expected Shortfall and SVaR calculations; monitor data quality, investigate exceptions, apply appropriate proxies or models, and support Market Risk Managers and stakeholders.
• Own front-to-back market risk analysis across Equities, Credit, Rates and FX, and Markets Treasury; monitor limits,
📌 Manager Traded Risk Stress Testing (Bengaluru)
🏢 HSBC
📍 Bengaluru