Am- Model Monitoring

3 weeks ago

Bengaluru, India HSBC Full time

**Some Careers grow faster than others**

If you’re looking for a career where you can make a real impression, join HSBC and discover how valued you’ll be.

HSBC is one of the largest banking and financial services organizations in the world, with operations in 64 countries and territories. We aim to be where the growth is, enabling businesses to thrive and economies to prosper, and, ultimately, helping people to fulfil their hopes and realize their ambitions.

We are currently seeking an experienced professional to join our team in the role of **AM- Model Monitoring & Calibration for Bangalore**
- This role is within the Traded Risk Model Monitoring & Calibration team established to assess the performance of the traded risk models, measure the impact on capital requirements and understand & manage the model risk within Traded Risk Management.
- Traded risk models include: (1) Market Risk models;(2) Counterparty Credit Risk models;(3) Margin models;(4) Add-on models;(5) Economic Capital

**Responsibilities**:

- The AM- Model Monitoring & Calibration role is responsible for providing necessary analytical support in meeting the regulatory requirements on Traded risk management & governance.
- The role is primarily responsible for ensuring that the Counterparty Credit Risk (CCR) Models and Market Risk Models adhere to the model standards and that the key performance indicators (KPI) metrics are assessed and reported to regulator on a regular basis.
- Calibrate the CCR & market risk models according to the market conditions and validate the capital and exposure numbers with Market Risk Managers and senior stakeholders.
- Ensure that new model metrics provided by model owners are implemented as per the standards of CCR models & Market Risk Models for traded risk measurement for HSBC Group and Regions.
- In addition to on-going model validation, this role is responsible for providing analytical support in all regulatory and functional requirements regarding model risk.
- Improving process efficiency through process re-engineering and automation, streamlining processes to bring in standardization and developing innovative solutions to identified or known problem statements.
- Self-starter and who can take ownership of the end-to-end processes and be able to explain the analysis to stakeholders.

Requirements

**What you will need to succeed in the role: (Minimum Qualification and Skills Required)**

Masters in any of the following fields:

- Economics
- Engineering (or B-tech with relevance experience)
- Stats/Maths
- MS / MBA in Finance

**Experience**

Minimum 2-3 years of professional experience in analytics of traded risk management

Understanding of regulatory implications and relevance

**Skills**
- Highly focused on project delivery, attention to detail
- Excellent written and verbal communication skills
- Strong collaborative, influencing and team building skills
- Strong analytical and problem solving skills, open minded, flexible, pragmatic
- Experience in working with programming languages/tools like Matlab, Python and Tableau and SQL
- Experience and understanding of statistical tools and techniques like basic statistical distributions, testing of hypothesis, principal component analysis, clustering techniques and time series analysis used in the counterparty credit risk domain for validation of various model components and assumptions
- Understanding of the counterparty credit risk and/or market risk domain specially the internal model methodology framework
- Good estimating and planning skills
- Enthusiastic, displaying energy, drive and stamina
- Willing to work with colleagues in other areas/timezones where appropriate
- Open personality and effective communication skills, ability and flexibility to work in an international team
- Ability to write clear and understandable documents

You’ll achieve more at HSBC

**Issued By HSBC Electronic Data Processing (India) Private LTD

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