VP, Global Risk Analytics — Traded Risk Leader

HSBC Holdings plc; New York (NY); On-site; USD 140,000 - 210,000; Full time

Job summary

HSBC Holdings plc is seeking a quantitative professional to lead traded risk analytics across multiple asset classes, including equity derivatives, fixed income, FX and commodities. You will develop and enhance risk methodologies underpinning stress testing, CVA and VaR within a highly regulated environment.

You’ll build and validate models, monitor performance, and ensure governance with Basel and other regulatory requirements, communicating complex topics to regulators, traders and risk teams.

Qualifications

• Strong quantitative risk expertise in traded risk analytics across asset classes.

Responsibilities

• Develop, enhance, validate and document traded risk methodologies across multiple asset classes
• Strengthen approaches supporting regulatory stress testing, market risk and regulatory capital measures
• Improve methodology coverage for CVA, VaR and risk-weighted assets within traded risk analytics
• Monitor model performance and run ongoing assessments to evidence suitability and limitations
• Govern model methodology changes including documentation and controls aligned to regulatory expectations
• Investigate issues and weaknesses, identify root causes and recommend targeted enhancements
• Deliver ad hoc quantitative analyses including stress testing, what-if analysis and portfolio reviews
• Assess risk impacts for new products through quantitative review and appropriate testing

Skills

Quantitative risk

Traded risk analytics

Regulatory stress testing

CVA VaR Basel

Model monitoring

Communication with regulators

Python

C/C++

VBA

Tools

Polypaths

Calypso

Summit

Job description

HSBC Holdings plc is seeking a quantitative professional to lead traded risk analytics across multiple asset classes, including equity derivatives, fixed income, FX and commodities. You will develop and enhance risk methodologies underpinning stress testing, CVA and VaR within a highly regulated environment.

You’ll build and validate models, monitor performance, and ensure governance with Basel and other regulatory requirements, communicating complex topics to regulators, traders and risk teams.