Job Advert Details
Business: TRMMC – Traded Risk Measurement, Monitoring & Control
Open Positions: 1
Role Title: SME - Traded Risk Analysis
Global Career Band: 6
Location: Quezon City, Philippines
Recruiter Name: Veronica Benz Suarez
Why join us?
The TRMMC – Traded Risk Measurement, Monitoring & Control team sits within Risk & Compliance.
TRMMC Teams composition: Stress Testing, Aggregation, Market Data Management (MDM), Model Monitoring and calibration (MMC) and Traded risk Process & Analysis.
These teams form part of the TRMMC, that ensure functional consistency and delivery across all work streams for the measurement, monitoring and control of traded risk. We support and lead aspects of Traded Risk Functions/activities across the HSBC Group and Regional locations: Hong Kong, London, Paris, New York, etc.
We are currently seeking for an ambitious individual to join the Traded Risk Process & Analysis CoE (TRP&A) Team as (GCB6) in the role of SME - Traded Risk Analysis.
The Opportunity:
Activities undertaken include, but not limited to:
- Ownership of the front to back market risk data, analysis and reporting activities for the asset class, which is divided into Equities, Credit, Rates & FX, and Markets Treasury.
- Management and Monitoring of market risk limits with collaboration with MRMs for timely resolution of excesses and high utilizations.
- Management of market data and generation of risk model metrics such as VaR, SVaR, IRC etc.
- Analysis and reporting of market risk metrics to Risk Managers, Traders, Senior Management and Regulators.
- Review, validation and improvement of risk calculation, process and control framework.
What you’ll do:
- Risk Data (sensitivities and risk metrics) Monitoring and Management to ensure accuracy, completeness, and timeliness of risk Analysis and Reporting.
- Risk Analysis to perform explains on the drivers behind the movements in risk metrics such as sensitivities (PV01, CS01, EQ delta, Gamma etc.) and VaR/SVaR/IRC etc.
- Management and Monitoring of market risk limits with collaboration with MRMs for timely resolution of excesses and high utilizations.
- Collaborate with FO/Risk Technology teams to prioritize on any system enhancements or resolution of production issue.
- Liaise with MRMs and Traders for any functional requirement changes.
- Assist in process re-engineering, and optimization by identification of strategic and/or tactical solutions.
- Responsible for monitoring and executing controls to adhere to the data quality standards and Service Level Agreements (SLAs).
- Drive the implementation of processes and policies to deliver service excellence by clearly communicating the rationale across sites and ensuring that the entire team functions as one coordinated unit.
- Collaborate and partner with relevant stakeholders to ensure end to end process is connected and streamlined.
Information
What you will need to succeed in the role:
- A degree / qualification in Finance, Accountancy, Business Management or previous experience in Risk Management (Market Risk) or quantitative courses
- Strong foundation in risk management principles, understanding of market risk measures (i.e. PVBP, VaR) and systems
- High level of competency in the production of information, and the ability to process, analyze and interpret market risk reports
- High proficiency in Excel (VBA skill would be an advantage), Word and Powerpoint. Average proficiency in MS Access.
- Ability to use and code in Python
- Ability to work cross culturally with a strong collaborative and inclusive mindset, and committed to equal employment opportunities
- Ability to drive performance under pressure and tight timelines
- Ability to respond on a timely manner to ad hoc risk enquiries, and ensures data quality by identifying potential issues and proactively escalating it
- Ability to learn within a dedicated span of training time and transfer knowledge appropriately
- Flexibility to work shifts
- Team player
- Previous experience on project management and/or execution
- Self-motivated, excellent communication skills, adaptability
- Strategic thinker, planner and a good listener
What additional skills will be good to have?
- Good understanding of Market Risk Methodology.
- Python Coding
You’ll achieve more at HSBC
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.”
Personal data held by the Bank relating to employment applications will be used in accordance with our Privacy Statement, which is available on our website.
***Issued By HSBC Electronic Data Processing (Philippines) Inc. ***
Want To Apply?
- All applicants must have successfully completed their probation period
- All applicants must have met the Behaviour Gateway in the last performance appraisal
- All applicants should have served at least 18 months in their current functional role and department company
- All applicants should inform their respective line manager of their application
- Application form should be submitted via CareerLink along with the current CV
- All the completed applications should be submitted via CareerLink by 11:59 PM on the closing date
- Have not been previously declined for the same post within the last 3 months on the date of submission of their application
- Have not been on ANY form of Corrective Action within the last 6 months from the date of application
Declaring incorrect information in your application (e.g. incorrect performance and behaviour rating; and corrective action status) is considered a SERIOUS OFFENSE based on the HDPP Employee Handbook:
A. Very Serious Offense
"Sec 1. Any acts of dishonesty, which may provide reasonable grounds for the company to lose trust and confidence to the employee, which includes but not limited to the following:
c) Giving false testimony or falsifying any document, records or information or presenting such falsified document, records or information in any study, research inquiry; padding and deliberate overcharging of expenses; tampering with time records; requesting or allowing any individual to log in/out and actually logging in/out any individual.”
Nom du recruteur
Veronica Suarez
E-mail du recruteur
veronica.benz.suarez@hsbc.com.ph