Risk & Valuation Data Control Lead (VAULT & FRTB)

HSBC; Philippines; On-site; PHP 1,000,000 - 1,600,000; Full time

Job summary

HSBC is seeking a Risk Data & Valuation specialist in the Philippines to uphold end-to-end data integrity and enhanced controls across asset classes. You will work as a SME in VAULT, collaborating with Quants, IT, Finance, and Risk to implement centralized control aligned with BCBS 239 principles.

Responsibilities include publishing daily risk reports, onboarding new risk measures for FRTB, and coordinating data feeds to ensure timely and accurate inputs for reporting.

Qualifications

• A degree/qualification in finance, accounting, business management, or quantitative field.
• Strong understanding of financial products, risk management principles, and market risk measures (e.g., VaR, PVBP).
• High level of competency in producing, analyzing, and interpreting market risk reports.
• Proficient in MS Office (Excel, Word, PowerPoint); VBA is a plus.

Responsibilities

• Ensure end-to-end integrity of Risk and Valuation Data with enhanced controls for data consumers.
• Implement future state VAULT architecture for centralized control per BCBS 239.
• Publish and analyze daily control reports for asset classes (Equity, FX, Fixed Income).
• Own VAULT product discussions in scrum with Quants, IT, Finance, and Risk; define control requirements.
• Onboard new risk measures for SA/IMA for FRTB reporting on VAULT.
• Coordinate with data feeds to ensure timely, accurate inputs for reporting.

Skills

Excel VBA

Data analysis

Financial risk

VaR

PVBP

PowerPoint

MS Access

Education

Finance/Accounting degree

Quantitative coursework

Tools

VAULT

Job description

HSBC is seeking a Risk Data & Valuation specialist in the Philippines to uphold end-to-end data integrity and enhanced controls across asset classes. You will work as a SME in VAULT, collaborating with Quants, IT, Finance, and Risk to implement centralized control aligned with BCBS 239 principles.

Responsibilities include publishing daily risk reports, onboarding new risk measures for FRTB, and coordinating data feeds to ensure timely and accurate inputs for reporting.