Manager Traded Risk Stress Testing (Bangalore, KA, IN, 560076)

HSBC
Bengaluru
Workplace: OnsiteFull timeFunction: Legal, Risk & ComplianceSkills: ["Communication","Collaboration","Adaptability","Planning","Decision-making","Self-motivation","Leadership"]

Lead traded risk stress testing activities within the TRMMC team under Risk & Compliance. You’ll consolidate Market Risk and Counterparty Credit Risk measures at Group level, support regulatory submissions, validate stress-testing results, and manage market data and scenario inputs for VaR, Expected Shortfall, and SVaR. Partner across Equities, Credit, Rates, and FX to drive limit monitoring, governance packs, and front-to-back risk analysis while strengthening global risk and control frameworks.

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FursaFursa
HSBC
HSBC
13 hours ago

Manager Traded Risk Stress Testing (Bangalore, KA, IN, 560076)

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

Job Summary

Lead traded risk stress testing activities within the TRMMC team under Risk & Compliance. You’ll consolidate Market Risk and Counterparty Credit Risk measures at Group level, support regulatory submissions, validate stress-testing results, and manage market data and scenario inputs for VaR, Expected Shortfall, and SVaR. Partner across Equities, Credit, Rates, and FX to drive limit monitoring, governance packs, and front-to-back risk analysis while strengthening global risk and control frameworks.
Location: Bengaluru
Workplace: Onsite
Employment Type: Full time
Job Function: Legal, Risk & Compliance
Seniority: Manager level

Key Responsibilities

  • •Consolidate Market Risk and CCR measures at Group level, support regulatory submissions and disclosures, and prepare risk management and FRTB governance materials.
  • •Validate, monitor and report Market Risk and CCR stress-testing results across sites and scenarios, including governance packs and dashboards.
  • •Manage market data and scenario inputs for VaR, Expected Shortfall and SVaR calculations; monitor data quality and handle exceptions using appropriate proxies or models.
  • •Own front-to-back market risk analysis across Equities, Credit, Rates and FX, monitoring limits, validating risk metrics, and reporting sensitivities, VaR, SVaR, IRC and FRTB metrics.
  • •Maintain a global risk and control framework aligned with FIM standards; support risk and control assessments, issue management, audit engagement, continuous monitoring, and process improvement.

Key Requirements

  • •Apply market-risk expertise to risk measures including PVBP, VaR, traded-risk reporting, and FRTB metrics.
  • •Perform and validate Market Risk and CCR stress-testing results across sites and scenarios, including identifying key risk drivers and preparing governance packs.
  • •Manage market data and scenario inputs for VaR, Expected Shortfall and SVaR calculations, ensuring data quality and investigating exceptions.
  • •Own front-to-back market risk analysis across Equities, Credit, Rates and FX, including limit monitoring and risk metric validation and reporting.
  • •Lead inclusively by coaching, developing colleagues, driving consistent process and policy implementation, and managing performance feedback.
  • •Manage counterparty exposures and limits, assess impacts of market events, maintain accurate risk records, and prepare management and regulatory reports.
Skills:CommunicationCollaborationAdaptabilityPlanningDecision-makingSelf-motivationLeadership
Tech Stack:ExcelMicrosoft OfficePythonVBAMS AccessVisualisation toolsMarket-data platformsJIRAConfluenceSharePointVaRSVaRExpected ShortfallFRTBIRCPVBP

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