Senior Risk Quantitative Analyst
Company: HSBC
Location: Paris
Posted on: January 22, 2023
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Job Description:
Job description
Global Risk Analytics (GRA) is part of HSBC's Global Risk Function
which provides solutions using analytics, tools and models to
identify, measure and manage key risks. With more than 100 analysts
working across the main HSBC's locations, GRA combines
international projects and the local teams' expertise to support
the requirements of each region. The GRA Traded Risk team in Paris
focuses on the risks originating from the trading activities of
HSBC Continental Europe.
Within the Global Risk Analytics (GRA) function, Senior Risk
Quantitative Analysts will be responsible of the following
objectives:
* Developing, documenting and maintaining the following model
types:
o Market Risk
o Counterparty Credit Risk (CCR)
o Stress Testing
o Economic Capital
* Participating with the preparation of documentations and analysis
submitted to the regulators and the 2nd and 3rd lines, ensuring the
high level of quality of these submissions
* Understanding the model requirements originating from both the
business and the regulators, to ensure that the developed models
meet these expectations
* Regularly monitoring the performance of the full portfolio of
Traded Risk models used by HSBC Continental Europe, and driving the
remediation of identified weaknesses
* Actively engaging with the business to ensure a good
understanding of impacts generated by the risk models, and
providing guidance allowing the business to adapt their
strategy
* Interacting with the regulator and the key local stakeholders, by
developing an expertise on the whole perimeter of GRA Traded Risk
models and their usages
* Promoting coordination with the global projects by ensuring
proper alignment between the models developed globally and the
requirements of HSBC Continental Europe
Requirements
Higher degree in quantitative discipline (PhD, MSc), with a
background in Quantitative Finance
Minimum 2-3 years of experience in the modelling of market risk and
or counterparty credit risk, with experience of the Basel
regulatory frameworks
Strong understanding of derivatives products and their inherent
risks
Experience with programming languages such as Python, C++, SQL
Strong analytical and problem solving skills, with attention to
details
Appreciates teamwork in an international environment
Good relationship skills for exchanging with the internal and
external stakeholders (business, internal validation, audit)
Fluent knowledge of English and French, spoken and written
Apply
Keywords: HSBC, Allen , Senior Risk Quantitative Analyst, Professions , Paris, Texas
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