Manager, Analytics

Job Title: Manager, Analytics - FTC Role

FTC Role for 1 Year.

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, Analytics

In This Role, You Will

Model development related to Market Risk models such as VaR, Stressed VaR, IRC, NMRF, FRTB implementation or for Counterparty Credit Risk models such as SA-CVA, XVA, Simulation & Pricing models, Collateral & Margining models. Perform activities pertaining to First Line of Defense based on the Model Risk Management Framework for traded models: Model development based on best industry practice. Model calibration, monitoring, and annual assessment. Support model users such as Traded Risk Managers, Front Office, and Product Control etc. Assist the Risk steward functions in second line of defense activities. Provide model risk expertise of Traded Risk Products, working in conjunction with Product Controls, Front Office, Global Markets Operations and other support and control functions. Support the model reviews by IMR, Internal and external Audit as well as regulatory visits. Implement the findings in a timely manner. Strong stakeholder management skills and seamless delivery of analytics initiatives across markets. Proven ability to take ownership of and solve complex data related issues; Business problem solving skills is essential.

To Be Successful You Will

Strong quantitative background, with a degree (Masters/PhD preferred) in Statistics/ Econometrics/ Economics/Mathematical Science/Engineering/Finance 0-6 years’ experience in quantitative field like Market Risk or CCR model development/model validation Good understating of any or most of the common risk measures such as VaR, ES, PFE, XVA. Good understating on the pricing and valuations of the derivative products such as FX (Spot, Option, FX Swap, Non-Deliverable Forward, Forwards), Rates (Swaps, FRA, Options (Caps & Floors, Swaptions)), Cross Currency Swaps, Bonds, and other exotic derivatives. Strong programming skills (Python, C++ etc.) to develop the models or making proof of concepts. Knowledge of numerical methods applied on these models is a definite advantage. Ability to collaborate and communicate effectively, including within onshore / offshore team set-ups. Ability to drive results in a limited time duration and handle constant work-related pressure.

You’ll achieve more at HSBC

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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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