11/01 Bhavin Rajani
Recruitment Team at HSBC

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HSBC - Business Analyst - Market Risk - FRTB (6-12 yrs) Premium

Bangalore Job Code: 652703

About the Department :

Wholesale and Market Risk [WMR] reports directly to the Group CRO and is responsible for the approvals, policies, portfolio management and reporting on the Group's Wholesale and Market Risk exposures. Group WMR also works with Regional WMR functions across Global Risk to ensure functional consistency and delivery across all group offices.

The bank is currently trying to assess the impact of FRTB (Fundamental Review of Trading Book) on it's business and reporting framework and as a part of this, FRTB - QIS (Quantitative Impact Study) has been convened.

Role Responsibilities :

- Support the preparation, execution and reporting of the regulatory FRTB QiS exercise for the Market Risk function

- Implement prototype to manage the QiS exercise

- Work with other team members within London, Paris and our global hubs, to ensure accurate execution of the FRTB methodology within in house built systems and tools

- Work closely with cross asset Market Risk Managers to provide detailed analysis and support

- Implement additional FRTB reporting and analysis in conjunction with Market Risk Management requirements

- Improve efficiency and effectiveness of controls to ensure that operational risk is minimized

- Candidate will support the delivery of both Traded Risks BAU and Regulatory FRTB initiatives

Education & Skills required :

- Masters degree in Finance / risk management

- Experience range of 6 to 12 years years, post qualification

- Prior & relevant experience in Fundamental Review of Trading Book (FRTB) is mandatory

- Thorough understanding of Value at Risk (VaR), sVaR, PVBP, RWA and Stress Testing

- Understand key risk factors for Equity products and how they are measured

- Prior experience in Market risk function is essential

- Ability to design and implement normalized databases

- Advanced knowledge of VBA, SQL, Matlab, C++, python

- Knowledge of Bloomberg and Summit

- Experience of related banking areas, e.g. Product Control Front Office Quant

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