职位描述
Some careers have more impact than others.
If you’re looking for a career where you can make a real impression, join HSBC and discover how valued you’ll be.
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 Assistant Vice President,Decision Science,TR Global Risk Analytics.
Principal responsibilities
- Develop new models (methodology and computing tools) to cover new / identified risks; models may include Value-at-Risk (VaR), Stressed VaR, Risk Not In VaR (RNIV), Incremental Risk Charge (IRC), Stress Testing, Economic Capital, Fundamental Review of Trading Book (FRTB), Capital Models.
- Identify areas for improvements, automation and enhanced controls for risk models for all asset classes.
- Understand both regulatory and business requirements and propose models that are fit-for-purpose.
- Be responsible for Model Life Cycle and liaise with Risk Transformation and Financial Engineering teams- starting from defining the objectives to model development/testing, building the model in Python, model documentation, on-going model assessment and validation as well as internal & regulatory scrutiny.
- Understand features, assumptions and limitations of the models, propose a validation approach, identify target market data and undertake validation.
- Articulate our modeling approach to internal and external stakeholders (incl. regulators) in a non-technical language if required.
- Assist in the on-going application of the models in a business-as-usual risk management framework.
- Work with a degree of autonomy, dealing with complex technical information while still being able to provide judgment and clear direction.
- Participate in ad hoc projects.
要求
- Experience in the financial industry involving quantitative finance and/or risk modelling.
- M.Sc./Bachelor holder in Quantitative Finance/Physics/Mathematics or related disciplines.
- Sound understanding of financial mathematics, mathematical analysis, statistics and linear algebra.
- Sound understanding of risk measures.
- Knowledge of derivative products and their pricing.
- Good knowledge of Python programming language. Other programming skills are a plus.
- Open personality and effective written and oral communication skills in English.
Candidate with less relevant experience or skills may be offered a lower Global Career Band than stated above.
Due to the urgent hiring need, candidates with immediate right to work locally and no relocation need will be prioritised.
You’ll achieve more when you join HSBC.
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