Traded Risk Senior Analyst (MR)

Traded Risk Senior Analyst (MR)Numer ref.: WMR/TR/SA/MR/02/2021

This role resides under Wholesale Credit and Market Risk function and is part of the Global Risk Organisation.

Traded Risk function monitors, evaluates and manages market and counterparty risks impacting across the HSBC Group. It is responsible for establishing the global risk management framework for Traded Risk and plays a key role in ensuring that the Bank is compliant with current and future regulatory requirements relating to Traded Risks and their capitalization.

Traded Risk Senior Analyst is a results-driven individual with an understanding of risk data, process, analysis and systems that aspires to innovate, improve and embed solutions that enable effective risk management.

Job Profile:

• Conduct predominantly quantitative analysis and perform investigations as well as a dice-and-slice analysis into risk metrics with regards to market risk
• Support risk managers with implementation, calculation, calibration and maintenance of risk measures
• Perform risk limit monitoring and provide guidance on limit breaches with appropriate escalation
• Generate ad hoc and bespoke risk reporting for senior management
• Identify improvements to infrastructure, including streamlining, standardising and globalising processes and reporting

Responsibilities:

• Perform consolidated risk reporting and analysis of risk measures (sVaR, VaR, RNIV, etc) at different levels across Global Banking & Markets business for internal and external use
• Execute processes and provide analytical capability and support to the risk managers
• Run FRTB Standardized Approach capital process
• Identify and escalate issues to Risk Management through review and validation of risk data, controls and reporting
• Create consolidated management committee packs
• Support internal initiatives to deal with regulatory challenges as well as optimise the control framework of the Traded Risk function
• Assist with the delivery of Traded Risk projects
• Support the change delivery of risk systems at a global level across a project’s lifecycle including providing requirement, assisting development and UAT testing
• Develop and implement new reports to improve risk visibility
• Act as a subject matter expert with respect to market risk processes and create DIMs where appropriate
• Build and maintain relationships with key stakeholders including Risk Managers, Front Office, Global Markets Middle Office, Product Control, etc.