Assistant Vice President Traded Risk

HSBC
Bengaluru
Workplace: OnsiteFull timeFunction: Executive & General ManagementSkills: ["Communication","Collaboration","Planning","Decision-making","Stakeholder management"]

Own and govern HSBC’s traded risk measurement, monitoring, and control across global locations. Consolidate market risk and counterparty credit risk metrics at Group level, support regulatory submissions, and deliver FRTB governance materials. Validate and report stress testing outcomes, manage market data inputs for VaR/Expected Shortfall/SVaR, and lead front-to-back analysis across equities, credit, rates, and FX. Strengthen risk/control frameworks aligned to FIM standards while managing performance and coaching teams.

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FursaFursa
HSBC
HSBC
13 hours ago

Assistant Vice President Traded Risk

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Source: Company careers pageValidated by: Fursa AI
Last checked: 13 hours agoStatus: Live

Job Summary

Own and govern HSBC’s traded risk measurement, monitoring, and control across global locations. Consolidate market risk and counterparty credit risk metrics at Group level, support regulatory submissions, and deliver FRTB governance materials. Validate and report stress testing outcomes, manage market data inputs for VaR/Expected Shortfall/SVaR, and lead front-to-back analysis across equities, credit, rates, and FX. Strengthen risk/control frameworks aligned to FIM standards while managing performance and coaching teams.
Location: Bengaluru
Workplace: Onsite
Employment Type: Full time
Job Function: Executive & General Management
Seniority: Manager level

Key Responsibilities

  • •Consolidate Market Risk and Counterparty Credit Risk measures at Group level; support regulatory submissions/disclosures and prepare FRTB governance materials.
  • •Validate, monitor, and report market risk and CCR stress-testing results across sites and scenarios; identify key risk drivers and prepare governance packs/dashboards for senior stakeholders.
  • •Manage market data and scenario inputs used for VaR, Expected Shortfall, and SVaR calculations; monitor data quality, investigate exceptions, and apply appropriate proxies/models.
  • •Own front-to-back market risk analysis across equities, credit, rates, and FX and Markets Treasury; monitor limits, investigate risk movements, and report metrics such as VaR/SVaR and FRTB measures.
  • •Maintain a global risk and control framework aligned with FIM standards; support risk/control assessments, issue management, audit engagement, continuous monitoring, and process improvement.

Key Requirements

  • •Experience in finance/quantitative disciplines with demonstrated market-risk and technical expertise across traded risk measurement and reporting.
  • •Knowledge of risk measures including Value at Risk (VaR) and stress-testing, with experience supporting regulatory submissions and disclosures.
  • •Ability to manage market data and scenario inputs for risk calculations (e.g., VaR, Expected Shortfall, SVaR), including data quality investigations and exception handling.
  • •Strong understanding of front-to-back market risk analysis across asset classes such as equities, credit, rates, and FX, including limit monitoring and risk metric validation.
  • •Proficiency with Excel and Microsoft Office, plus experience with Python, VBA, MS Access, visualization tools, and tools such as JIRA, Confluence, and SharePoint (or equivalent).
Skills:CommunicationCollaborationPlanningDecision-makingStakeholder management
Tech Stack:ExcelMicrosoft OfficePythonVBAMS AccessJIRAConfluenceSharePoint

Company Brief

HSBC
Global banking and financial services organisation offering retail, commercial, corporate and investment banking, wealth management, and global markets services across Europe, Asia, the Americas and the Middle East.
Industry: Banking
Company Size: Enterprise (1,001+ employees)
Revenue: USD 1B+
Growth: Public Company
Valuation: Public Company (Market Cap in USD)
Funding: IPO / Publicly Listed
Headquarters: London, United Kingdom
Founded: 1865
Glassdoor
Glassdoor: 3.6
WebsiteLinkedIn