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 environment, 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 Knowledge
• 0-4 years of relevant work experience in Market Risk domain, preferably with an investment bank.
• Good theoretical knowledge of Value at Risk models, market risk and a good understanding of financial instruments.
• Valuable theoretical knowledge of FRTB IMA framework would be preferred.
• Prior experience in time series & VaR analysis, FRTB IMA would be preferred.
• Candidate should have good communication skills with a proactive approach & ability to work independently. Others
• Candidate should have good experience with MS Excel and have a good coding knowledge in python(preferred).
• Experience in visualization tools like Tableau or Power BI is an added advantage.
• Professional certification like FRM / CFA /CQF can be an added advantage.
• Good to have experience in using vendor market data systems like Refinitiv (Reuters), Bloomberg and Markit.
• Good to have working knowledge in tools like JIRA, Confluence, SharePoint etc. Hsbc.com/careers You’ll achieve more at HSBC HSBC is an equal opportunity employer committed to building a culture where all employees are valued, respected and opinions count. We take pride in providing a workplace that fosters continuous professional development, flexible working and, opportunities to grow within an inclusive and diverse environment. We encourage applications from all suitably qualified persons irrespective of, but not limited to, their gender or genetic information, sexual orientation, ethnicity, religion, social status, medical care leave requirements, political affiliation, people with disabilities, color, national origin, veteran status, etc., We consider all applications based on merit and suitability to the role.” Personal data held by the Bank relating to employment applications will be used in accordance with our Privacy Statement, which is available on our website. *Issued By HSBC Electronic Data Processing (India) Private LTD*

📌 Assistant Manager (Bengaluru)
🏢 HSBC
📍 Bengaluru