Am- Model Monitoring
6 days ago
**Some careers shine brighter than others.**
If you’re looking for a career that will help you stand out, join HSBC and fulfil your potential. Whether you want a career that could take you to the top, or simply take you in an exciting new direction, HSBC offers opportunities, support and rewards that will take you further.
HSBC is one of the largest banking and financial services organisations 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 realise their ambitions.
We are currently seeking an experienced professional to join our team in the role of **Assistant Manager
- Model Monitoring & Calibration**
**Role Purpose**:
- 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
**Job Role & responsibilty**:
- The **Assistant Manager
- 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 Counterparty Credit Risk (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 Counterparty Credit Risk (CCR) models & Market Risk Models for traded risk measurement for HSBC Group and Regions.
Requirements
**Qualifications**
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**
- 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
**You’ll achieve more when you join HSBC**
**Issued By HSBC Electronic Data Processing (India) Private LTD
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