V.I.E MARKET RISK ANALYST LONDON H/F

Job description

Presentation
HSBC is one of the world’s largest banking and financial services organisations. We serve more than 45 million customers through four global businesses: Retail Banking and Wealth Management, Commercial Banking, Global Banking and Markets, and Global Private Banking. Our network covers 71 countries and territories in Europe, Asia, the Middle East and Africa, North America and Latin America.
With around 4,400 offices worldwide, we aim to be where the growth is, connecting customers to opportunities, enabling businesses to thrive and economies to prosper, and ultimately helping people to fulfil their hopes and realise their ambitions.
Listed on the London, Hong Kong, New York, Paris and Bermuda stock exchanges, shares in HSBC Holdings plc are held by about 213,000 shareholders in 133 countries and territories.
Role Purpose :
Responsible for Market Risk Control, the role holder should:
Ensure that accurate risk is reported against all limits set in the trader mandates.
Maintain strong internal controls and a well-controlled reporting environment.
Work with other team members globally to expand best practices.
Work closely with Market Risk Managers to provide analysis and support.
Implement additional risk reporting and analysis in conjunction with Market Risk Management requirements.
Ensure that production tasks are offshored where possible in line with strategy.
Improve efficiency and effectiveness of controls to ensure that operational risk is minimized.
Provide commentary and analysis on Regulatory Capital Charge inputs, including Stress Test and PRA/EBA/FCA requests
Work with CTB team to ensure strategic systems rollout is delivered on schedule.
Work with GRA to review the risk models (IRC, products pricing, curve calibration…)
Knowledge & Experience / Qualification
ESSENTIAL TECHINAL EXPERIENCE REQUIRED
Thorough understanding of risk management, Value at Risk, sVaR, PVBP, RWA and Stress Testing
Understand key risk factors for Credit, IR, Equity products and how they are measured.
Thorough understanding of the Market risk function.
Ability to design and implement normalized databases.
Advanced knowledge of VBA, SQL
Knowledge of Bloomberg and Summit
Experience of related banking areas, e.g. Product Control, Front Office, Quant
DESIRABLE TECHNICAL EXPERIENCE
Broad knowledge of Global Capital Markets
Broad knowledge of principals of hedging and derivatives trading strategies
Experience with Summit, Spear, VA, Murex, Raven, Castor, and Tiger systems
PERSONAL SKILLS
Attention to detail and a methodical approach.
Able to take responsibility for accuracy of figures produced.
Excellent communication skills.
Merci de postuler directement sur le site :
https://hsbc.taleo.net/careersection/external/moresearch.ftl?lang=fr_FR sur l'offre 00008T7I