Manager Traded Risk Stress Testing

HSBC Holdings plc; Bengaluru; On-site; INR 1,800,000 - 3,000,000; Full time

Job summary

HSBC seeks an experienced professional for the role of Manager Traded Risk Stress Testing to lead front-to-back risk analysis across Equities, Credit, Rates and FX. You will monitor limits, investigate risk movements and report key risk metrics while coordinating with Front Office and Regulatory teams.

Responsibilities include consolidating risk measures, supporting regulatory disclosures, and maintaining governance packs and dashboards for senior management.

Qualifications

• Experience with visualization tools (Tableau/Power BI).
• Finance/business background with risk management understanding (Market Risk).
• Strong Excel skills; VBA a plus.
• FRM/CFA/CQF is a plus.

Responsibilities

• Consolidate Market Risk and CCR measures across locations and support regulatory submissions.
• Validate, monitor and report stress-testing results across sites and scenarios; prepare governance packs and dashboards.
• Manage market data inputs for VaR, SVaR and FRTB calculations; monitor data quality and apply appropriate proxies.
• Produce risk reports including sensitivities, VaR, SVaR and IRC; collaborate with Front Office, Legal and Compliance.

Skills

Tableau

Power BI

Risk management

Excel (VBA)

Education

Finance/Accounting/Business Management degree or equivalent

Tools

Refinitiv

Bloomberg

JIRA

Confluence

SharePoint

Job description

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 professional 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, investigate risk movements, validate risk metrics and report measures such as sensitivities, VaR, SVaR, IRC and FRTB metrics.
• Monitor counterparty exposures and limits, assess the impact of market events, maintain accurate risk records, prepare management and regulatory reports, and work with Front Office, Legal and Compliance to strengthen the CCR framework.
• Maintain an effective global risk and control framework aligned with FIM standards and the Risk Management Framework; support risk and control assessments, issue management, audit engagement, continuous monitoring, and the essential…?

To Be Successful You Will

• 2+ years of experience in visualization tools like Tableau or Power BI.
• Professional certification like FRM / CFA /CQF can be an added advantage.
• Good to have experience in using vendor market data systems like Refinitiv (Reuters) and Bloomberg
• Good to have working knowledge in tools like JIRA, Confluence, SharePoint etc.
• A degree / qualification in Finance, Accountancy, Business Management or previous experience in Risk Management (Market Risk) or quantitative courses
• Strong foundation in risk management principles, understanding of risk measures (i.e. PVBP, VaR) and systems
• High level of competency in the production of information, and the ability to process, analyze and interpret Traded risk reports
• High proficiency in Excel (VBA skill would be an advantage), Word and Powerpoint. Average proficiency in MS Access.

You’ll achieve more at HSBC

Hsbc.com/careers

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.”

• Issued By HSBC Electronic Data Processing (India) Private LTD***