Manager - TR Aggregation

Job Title: Manager - Traded Risk Aggregation

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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 Aggregation

In this role, you will:

• The purpose of the role is to produce consolidated Traded Credit risk, market risk and Value-at-Risk (VaR) information daily for senior Group and Global Banking and Markets executives.
• The successful candidate will work closely with the on-shore team in London, to carry out the following activities:
• Preparation and analysis of accurate and timely daily market risk and VaR reports for senior management.
• Analyse and provide commentary on changes to risk exposures on a daily basis.
• Track the daily market risk returns from all trading entities, and liaise with regional market risk managers and finance functions to resolve any data issues in the daily returns.
• Finalise the daily Group VaR for both internal and external reporting purposes.
• Perform daily VaR back-testing at the Group level for internal and regulatory reporting. • Prepare monthly reports on Back-testing for the Model Validation Review meetings.
• Perform consolidation of capital submissions for Regulatory reporting activities.

To be successful you will:

• Qualification in finance, accountancy, business management or previous 3+ years experience in risk management (Market Risk and Credit Risk) is essential.
• Highly competent in the production of information, and the ability to process and analyse large volumes of data.
• Excel and VBA skills are a pre-requisite
• A detailed understanding of the credit risk measures like PD, EAD, LGD, Expected Shortfall, Unexpected Loss and credit risk concepts like counterparty credit risk, credit derivatives.
• An understanding of market risk measures such as present value of a basis point (PVBP) and VAR, or detailed understanding of the valuation of capital markets and derivative products is desirable.
• Understanding of FRTB concepts.
• Financial certifications such as FRM, CFA, CQF
• Knowledge of Python, Tableau, VBA, SQL.

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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.”

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