Am- Model Monitoring

2 weeks ago

Bengaluru Karnataka, India HSBC Full time

-Job description

**Why join us?**

**Description of Role**

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, and calibration of model parameters within Traded Risk Management. The role also entails presentation of these results to stakeholders.

Traded risk models include:

- Market Risk models;
- Counterparty Credit Risk models;
- Margin models;
- Add-on models;
- Economic Capital

**Role Purpose**
- 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 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 monitoring and calibration, 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.

**What you’ll do**:
**Qualifications**
- Masters in any of the following fields:

- Economics
- Engineering (or B-tech with relevance experience)
- Statistics/Mathematics
- MS / MBA in Finance
- Certification
- FRM

**Experience**- 2-3 years of professional experience in analytics of traded risk management
- knowledge of various models - IMR, Model development, Model review, Model validation
- Knowledge of financial products, SWAPS, CDS, CAPS. Counterparty credit Risk/ GCR/ PFE/EEE/EPE (knowledge of exposures) specially the internal model methodology framework
- 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 financial risk measures, financial instruments
- Derivative models in products/ Statistics calculus
- desired
- Experience/working knowledge of Python programming language
- Understanding of regulatory implications and relevance
Requirements

**Y**ou’ll achieve more at HSBC**

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

  • Ams Verification

    1 day ago

    Bengaluru, Karnataka, India Enroll N Pro Full time

    Exp: 7+Yeras BE/B.Tech in ECE /M.Tech in VLSI with 6 to 9 years experience in Analog Mixed Signal Verification - Very Good experience in Verilog AMS, Verilog-A, WREAL, modeling of Analog blocks - Very Good experience in Analog Mixed Signal verification simulation tools - Good experience in System Verilog, UVM methodologies - Able to train the team members...

  • AMS Verification

    2 weeks ago

    Bengaluru, Karnataka, India, Karnataka ACL Digital Full time

    AMS Verification EngineerExperience: 3 to 5 YearsLocation: BangaloreJob DescriptionPerform Analog Mixed-Signal (AMS) verification using SystemVerilog, Wreal, and Verilog-AMS for IP and subsystem-level designs.Develop and maintain mixed-signal testbenches, behavioral and real-number models (RNM) for analog/digital interfaces.Drive functional and regression...

  • Data Modeler

    1 day ago

    Bengaluru, Karnataka, India Innova AM Tech Full time ₹ 5,00,000 - ₹ 15,00,000 per year

    We are seeking a Data Modeler to design, develop, and maintain conceptual, logical, and physical data models that support business needs. The ideal candidate will work closely with data engineers, architects, BA and business stakeholders to ensure data consistency, integrity, and performance across various systems.Key Responsibilities:Design and develop...

  • Associate Director, Ccib Model Monitoring

    3 weeks ago

    Bangalore, Karnataka, India Standard Chartered Full time

    Job Summary Monitor credit risk IFRS9 and IRB models for the measurement of PD EAD and LGD for the bank s CIB portfolios Work on the end-to-end model monitoring PD EAD LGD cycle from data gathering and cleansing to the documentation and presentations to key stakeholders Elevate the current monitoring outputs to best-in-class by adding analytical insights...

  • Manager, WRB Model Monitoring

    2 days ago

    Bengaluru, India Standard Chartered Bank Full time

    This job is with Standard Chartered Bank, an inclusive employer and a member of myGwork – the largest global platform for the LGBTQ+ business community. Please do not contact the recruiter directly.Job Summary•Monitor credit risk IRB and IFRS9 models for the measurement of PD, EAD and LGD for the bank's retail portfolios •Work on the end-to-end model...

  • AMS Verification

    2 weeks ago

    Bengaluru, India ACL Digital Full time

    AMS Verification EngineerExperience: 3 to 5 YearsLocation: BangaloreJob DescriptionPerform Analog Mixed-Signal (AMS) verification using SystemVerilog, Wreal, and Verilog-AMS for IP and subsystem-level designs.Develop and maintain mixed-signal testbenches , behavioral and real-number models (RNM) for analog/digital interfaces.Drive functional and...

  • AMS Verification

    2 weeks ago

    Bengaluru, India ACL Digital Full time

    AMS Verification EngineerExperience: 3 to 5 YearsLocation: BangaloreJob Description- Perform Analog Mixed-Signal (AMS) verification using SystemVerilog, Wreal, and Verilog-AMS for IP and subsystem-level designs.- Develop and maintain mixed-signal testbenches, behavioral and real-number models (RNM) for analog/digital interfaces.- Drive functional and...

  • AMS Verification

    2 weeks ago

    Bengaluru, India ACL Digital Full time

    AMS Verification Engineer Experience: 3 to 5 Years Location: Bangalore Job Description Perform Analog Mixed-Signal (AMS) verification using SystemVerilog, Wreal, and Verilog-AMS for IP and subsystem-level designs. Develop and maintain mixed-signal testbenches , behavioral and real-number models (RNM) for analog/digital interfaces. Drive functional and...

  • AMS Verification

    2 weeks ago

    Bengaluru, India ACL Digital Full time

    AMS Verification Engineer Experience: 3 to 5 Years Location: Bangalore Job Description Perform Analog Mixed-Signal (AMS) verification using SystemVerilog, Wreal, and Verilog-AMS for IP and subsystem-level designs. Develop and maintain mixed-signal testbenches , behavioral and real-number models (RNM) for analog/digital interfaces. Drive functional and...

  • AMS Verification

    2 weeks ago

    Bengaluru, India ACL Digital Full time

    AMS Verification Engineer Experience: 3 to 5 Years Location: Bangalore Job Description Perform Analog Mixed-Signal (AMS) verification using SystemVerilog, Wreal, and Verilog-AMS for IP and subsystem-level designs. Develop and maintain mixed-signal testbenches , behavioral and real-number models (RNM) for analog/digital interfaces. Drive functional and...