Market Risk Analyst - HSBC

  • Negotiable
  • London, England, United Kingdom
  • Temporary, Full time
  • HSBC Bank plc
  • 19 Sep 17

Market Risk Analyst - HSBC 3 month contract based in London

Market Risk Analyst - HSBC

3 month contract based in London

Role Purpose Responsible for Market Risk Control focusing on Credit/CVA business, the role holder should:

  • Ensure that accurate risk is reported against all limits set in the trader mandates.
  • Maintain strong internal controls and a well-controlled reporting environment.
  • Work with other team members globally to expand best practices.
  • Work closely with Market Risk Managers to provide analysis and support.
  • Implement additional risk reporting and analysis in conjunction with Market Risk Management requirements.
  • Ensure that production tasks are offshored where possible in line with strategy.
  • Improve efficiency and effectiveness of controls to ensure that operational risk is minimized.
  • Provide commentary and analysis on Regulatory Capital Charge inputs, including Stress Test and PRA requests
  • Work with CTB team to ensure strategic systems rollout is delivered on schedule.
  • Work with RRA (Reg and Risk Analytics) to review the risk models (IRC, products pricing, curve calibration‚Ķ)

Knowledge & Experience / Qualifications

ESSENTIAL TECHINAL EXPERIENCE REQUIRED

  • Thorough understanding of risk management, Value at Risk, sVaR, PVBP, RWA and Stress Testing
  • Understand key risk factors for all asset classes.
  • Thorough understanding of the Market risk function.
  • Advanced knowledge of Microsoft Excel and Microsoft Access
  • Ability to design and implement normalized databases.
  • Advanced knowledge of VBA, MDX Query and SQL
  • Knowledge of Bloomberg and Summit
  • Experience of related banking areas, e.g. Product Control Front Office

DESIRABLE TECHNICAL EXPERIENCE

  • Broad knowledge of Global Capital Markets
  • Broad knowledge of principals of hedging and derivatives trading strategies

PERSONAL SKILLS

  • Attention to detail and a methodical approach. Able to take responsibility for accuracy of figures produced
  • Excellent communication skills.

Please submit your CV in the first instance