Job title: Assistant Manager - TR Market Data Management
This role plays a key responsibility within the central risk function (Globally for all Asset Classes), by providing expertise and detailed analysis on market data and scenarios. This includes controlling the market data inputs used for the market risk matrices calculation like 1-day, 10-day VaR/ ES (Expected Shortfall), Stressed VaR and CVA for the entire trading portfolio of the Bank. This role would also be expected to provide ad-hoc analysis on events that affect markets globally and could potentially have a material impact on VaR/ ES (e.g. US elections, Geo-political tension etc). You would also be expected to support the Transformation team in change initiatives like FRTB IMA implementation, IBOR transition etc. and other initiatives to streamline systems & processes and improve overall data governance.
Governance and Committee Memberships (membership of ExCos, Risk Management Meeting)
• Time Series Data and Modelling Committee

In this role, you will:
Principal Accountabilities and Responsibilities (e.g., for Business,



Customers and Stakeholders; internal control setting, etc.)
• Support the FRTB IMA implementation by reviewing and enhancing the market data to comply with the 7 Market Data principles.
• Support the RFET and NMRF testing initiatives.
• Support the analysis and explanation of scenarios which include the use of Mapping and Proxy Services (MAPS)
• Automation of processes and controls to help in reduction of operational risks.
• Ad-hoc analysis of time series data to improve the data quality issues.
• Support any regulatory/internal changes to improve the risk systems or risk management framework.
• Managing and improving various internal tools (developed using Python, Tableau. Power BI etc.), used for market data analysis and control.

Leadership & Teamwork
• To ensure coordination and collaboration within the asset class/ project or stream managed

To be successful you will:
Functional

📌 Assistant Manager (Bengaluru)
🏢 HSBC
📍 Bengaluru