Traded Risk Analytics Manager (24 months contract)

HSBC
Hong Kong
Workplace: OnsiteContractFunction: Data Analytics & Business IntelligenceExperience: 3-5 yearsEducation: mastersSkills: ["Written communication","Oral communication","Open personality","Sound judgment","Clear direction"]

Lead traded risk analytics supporting regulatory model submissions and ongoing model validation. Review and rebuild traded risk model suites and improve tooling for testing, monitoring, and regulatory approval. Analyze regulatory and internal model risk management requirements (e.g., FRTB/IMM/SA CVA) and collaborate with model owners to maintain governance across the model lifecycle, including accurate model inventory management for Asia and Middle East.

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FursaFursa
HSBC
HSBC
1 day ago

Traded Risk Analytics Manager (24 months contract)

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Last checked: 4 hours agoStatus: Live

Job Summary

Lead traded risk analytics supporting regulatory model submissions and ongoing model validation. Review and rebuild traded risk model suites and improve tooling for testing, monitoring, and regulatory approval. Analyze regulatory and internal model risk management requirements (e.g., FRTB/IMM/SA CVA) and collaborate with model owners to maintain governance across the model lifecycle, including accurate model inventory management for Asia and Middle East.
Location: Hong Kong
Workplace: Onsite
Employment Type: Contract · Permanent
Job Function: Data Analytics & Business Intelligence
Seniority: Manager level

Key Responsibilities

  • •Support regulatory model submissions (e.g., FRTB SA, IMM(CCR), SA CVA) to regulators such as MAS, HKMA, and PRA.
  • •Review, improve, or rebuild traded risk model suites and methodologies.
  • •Improve tools for testing, monitoring, and regulatory approval of traded risk models.
  • •Analyze regulatory requirements and internal policies for model risk management, and align methodologies, governance, and policies.
  • •Maintain model inventory accuracy and collaborate with model owners to ensure model governance compliance across the lifecycle.

Key Requirements

  • •3-5 years of financial industry experience in quantitative finance and/or risk modelling.
  • •Experience with traded risk models and understanding their development and validation processes.
  • •M.Sc. or Bachelor’s in Quantitative Finance/Physics/Mathematics (or related discipline).
  • •Sound knowledge of financial mathematics, statistics, linear algebra, and risk measures.
  • •Good knowledge of Python, plus familiarity with regulatory requirements for traded risk model and model risk management (e.g., Basel 3.1, SR 11-7, SS1/23).
Experience:3-5 yearsFinancial services
Education:Master's
Skills:Written communicationOral communicationOpen personalitySound judgmentClear direction
Certifications:FRMCQFCFA
Languages:English
Tech Stack:Python

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