Manager-markets Model Review

hace 7 días

Azcapotzalco, Ciudad de México HSBC A tiempo completo

  • Job description
Some careers have more impact than others.

If you're looking for a career where you can make a real impression, join our Global Service Center HSBC and discover how valued you'll be.

We are currently seeking an experienced professional to join our team in the role of
-
Analyst, Markets Model Review

Analyst, Markets Model Review

Role purpose:

  • Model Risk Management (MRM), part of Global Risk & Compliance, is responsible for providing second line of defense for HSBC's model risk. Model Risk Management, led by Chief Model Risk Officer, comprises of five key activities, including Model Risk Governance (MRG), Model Risk Stewardship, Regulatory Standards and Quality Assurance, Independent Model Review (IMR) and Model Risk Infrastructure.
  • Independent Model Review is a specialist quantitative team that validate models used in the bank for various business purposes, identify, communicate and manage the associated model risk.
  • Analyst of Independent Model Review is a role in the IMR team to conduct model risk management activities in model review and validation, to manage the model risk in different modelling areas and to improve bank's model risk practice and ensure consistency with the FRB's Guidance on Model Risk (SR117).
-
Main activities:

  • Reviewing and validating models and methodologies used in Markets Security and Services area across regions, businesses, and functions within the bank through different types of validation activities such as initial model reviews, annual model reviews, ongoing monitoring results review, management of action items or validation outcomes.
  • Demonstrating effective challenges through evaluation of conceptual soundness of the model design, evaluation of developer testing and independent testing; assessing whether the models are fit for the intended purpose and compliant with internal and regulatory expectations.
  • Documenting validation results with clear, organized, and good quality of writing. Explaining technically complex models in review report and/or in presentation with easy to understand language for nontechnical audience. Maintaining sufficient consistency of model review reports.
  • Liaising with 1LOD and other model stakeholders as appropriate to ensure model reviews and model risk findings are adequately resolved or have a reasonable resolution plan in place.
  • Communicating across technical quantitative, business and strategic levels to ensure that stakeholders understand the implications of the identified model risks.
  • Ensuring model validation process is compliant with internal guidelines and document supporting evidence where needed.
  • Collaborating with HSBC Group IMR functions and MRG to ensure model validation and governance compliant with the Group and US model risk policy as well as the US and other applicable regional regulatory guidance and rules.
Requirements

  • Bachelor Degree with/or Advanced degrees (MS or above) in hard science (such as math, physics, etc.), engineering fields, or quantitative finance programs.
  • One or all of the following:
(1) Qualification or certification in quantitative finance.
(2) Financial certificate issued by accredited institutes such as CFA (level 1+), FRM.
(3) 1+ years of working experience in derivatives trading and risk management.

  • Excellent written and verbal English skills.
  • Familiar with at least one of the following programming languages: Python, C/C++, R, Matlab, VBA.
  • Solid knowledge on quantitative derivative pricing theorems, stochastic processes and stochastic calculus
  • Fundamental knowledge on markets products (e.g. derivatives, structured and cash products) and market making, hedging, security services (e.g prime brokerage, delta one) and etrading businesses.
  • Solid coding skills.
  • Understanding of the market best practice in markets model development and validation.
  • Basic understanding of regulatory programs such as CCAR and FRTB by the major regulators such as PRA, OCC, FRB, ECB, HKMA, OSFI etc.
  • Understanding of stress testing, Basel/FRTB, Market Risk Management.
You'll achieve more when you join HSBC

**Issued by HSBC Electronic Data Processing (México) Private LTD

  • Analyst - Retail Credit Model Review

    hace 7 días

    Azcapotzalco, Ciudad de México HSBC A tiempo completo

    Job descriptionSome careers have more impact than others. If you're looking for a career where you can make a real impression, join our Global Service Center HSBC and discover how valued you'll be. We are currently seeking an experienced professional to join our team in the role ofAnalyst, Retail Credit Model ReviewRole purpose:Model Risk Management (MRM),...

  • Manager - Credit Risk Review

    hace 6 días

    Azcapotzalco, Ciudad de México HSBC A tiempo completo

    Job descriptionIf you're looking for a career where you can make a real impression, join our Global Service Center - HSBC and discover how valued you'll be.We are currently seeking an experienced professional to join our team in the role ofManager - Credit Risk ReviewRole purpose:Lead credit review activities by conducting offsite credit reviews of...

  • Líder Project Manager

    hace 6 días

    Azcapotzalco, Ciudad de México IDS Comercial, S.A. de C.V. A tiempo completo

    DS es una empresa mexicana con 30 años de experiência en el mercado, estamos acreditados en el Nível 5 de CMMI (Capability Maturity Model Integration), modelo de calidad establecido por el Software Engineering Institute (SEI) Nos especializamos en servicios de consultaría, desarrollo y capacitación en TI. Más de 700 consultores trabajan con un gran...

  • Product Operations Compliance Assurance Manager

    hace 6 días

    Azcapotzalco, Ciudad de México HSBC A tiempo completo

    Job descriptionIf you're looking for a career where you can make a real impression, join our Global Service Center - HSBC and discover how valued you'll be.We are currently seeking an experienced professional to join our team in the role ofProduct Operations Compliance Assurance ManagerRole purpose:This is a role within Compliance Assurance (CA), which...

  • Project Manager Bilingüe

    hace 6 días

    Azcapotzalco, Ciudad de México IDS Comercial, S.A. de C.V. A tiempo completo

    IDS es una empresa mexicana con 30 años de experiência en el mercado, estamos acreditados en el Nível 5 de CMMI (Capability Maturity Model Integration), modelo de calidad establecido por el Software Engineering Institute (SEI) Nos especializamos en servicios de consultaría, desarrollo y capacitación en TI. Más de 700 consultores trabajan con un gran...

  • Product Control Analyst

    hace 3 semanas

    Azcapotzalco, Ciudad de México myGwork - LGBTQ+ Business Community A tiempo completo

    This inclusive employer is a member of myGwork – the largest global platform for the LGBTQ+ business community. Job DescriptionOpening date 20-May-2024 Closing date 04-Jun-2024 Job descriptionIf you're looking for a career where you can make a real impression, join our Global Service Center (GSC)- HSBC and discover how valued you'll be.We are currently...

  • Product Control Analyst

    hace 3 semanas

    Azcapotzalco, Ciudad de México myGwork - LGBTQ+ Business Community A tiempo completo

    This inclusive employer is a member of myGwork – the largest global platform for the LGBTQ+ business community. Job DescriptionOpening date 21-May-2024 Closing date 05-Jun-2024 Job descriptionIf you're looking for a career where you can make a real impression, join our Global Service Center (GSC)- HSBC and discover how valued you'll be.We are currently...

  • Product Control Analyst

    hace 4 semanas

    Azcapotzalco, Ciudad de México myGwork - LGBTQ+ Business Community A tiempo completo

    This inclusive employer is a member of myGwork – the largest global platform for the LGBTQ+ business community. Job DescriptionOpening date 20-May-2024 Closing date 04-Jun-2024 Job descriptionIf you're looking for a career where you can make a real impression, join our Global Service Center (GSC)- HSBC and discover how valued you'll be.We are currently...

  • Product Control Analyst

    hace 6 días

    Azcapotzalco, Ciudad de México myGwork - LGBTQ+ Business Community A tiempo completo

    This inclusive employer is a member of myGwork – the largest global platform for the LGBTQ+ business community. Job DescriptionOpening date 21-May-2024 Closing date 05-Jun-2024 Job descriptionIf you're looking for a career where you can make a real impression, join our Global Service Center (GSC)- HSBC and discover how valued you'll be.We are currently...

  • Product Control Analyst

    hace 3 semanas

    Azcapotzalco, Ciudad de México myGwork - LGBTQ+ Business Community A tiempo completo

    This inclusive employer is a member of myGwork – the largest global platform for the LGBTQ+ business community. Job DescriptionOpening date 21-May-2024 Closing date 05-Jun-2024 Job descriptionIf you're looking for a career where you can make a real impression, join our Global Service Center (GSC)- HSBC and discover how valued you'll be.We are currently...

  • Product Operations Compliance Assurance Manager

    hace 3 semanas

    Azcapotzalco, Ciudad de México HSBC A tiempo completo

    Job DescriptionIf you're looking for a career where you can make a real impression, join our Global Service Center - HSBC and discover how valued you'll be.We are currently seeking an experienced professional to join our team in the role ofProduct Operations Compliance Assurance ManagerRole purpose:This is a role within Compliance Assurance (CA), which...

  • Product Operations Compliance Assurance Manager

    hace 1 mes

    Azcapotzalco, Ciudad de México HSBC A tiempo completo

    Job DescriptionIf you're looking for a career where you can make a real impression, join our Global Service Center - HSBC and discover how valued you'll be.We are currently seeking an experienced professional to join our team in the role ofProduct Operations Compliance Assurance ManagerRole purpose:This is a role within Compliance Assurance (CA), which...

  • Manager Financial Crime Wholesale WPB

    hace 1 mes

    Azcapotzalco, Ciudad de México HSBC Mexico A tiempo completo

    Job description If you're looking for a career where you can make a real impression, join our Global Service Center (GSC)- HSBC and discover how valued you'll be. We are currently seeking an experienced professional to join our team in the role of Manager Financial Crime Wholesale WPB Role purpose: Financial Crime Investigations (FCI) focuses on the...

  • Manager Financial Crime Wholesale WPB

    hace 1 mes

    Azcapotzalco, Ciudad de México myGwork - LGBTQ+ Business Community A tiempo completo

    This inclusive employer is a member of myGwork – the largest global platform for the LGBTQ+ business community. Job DescriptionOpening date 15-May-2024 Closing date 29-May-2024 Job descriptionIf you're looking for a career where you can make a real impression, join our Global Service Center (GSC)- HSBC and discover how valued you'll be.We are currently...

  • Manager Financial Crime Wholesale WPB

    hace 3 semanas

    Azcapotzalco, Ciudad de México myGwork - LGBTQ+ Business Community A tiempo completo

    This inclusive employer is a member of myGwork – the largest global platform for the LGBTQ+ business community. Job DescriptionOpening date 15-May-2024 Closing date 29-May-2024 Job descriptionIf you're looking for a career where you can make a real impression, join our Global Service Center (GSC)- HSBC and discover how valued you'll be.We are currently...

  • Traded Risk Manager

    hace 3 semanas

    Azcapotzalco, Ciudad de México HSBC A tiempo completo

    Job DescriptionIf you're looking for a career where you can make a real impression, join our Global Service Center (GSC)- HSBC and discover how valued you'll be.We are currently seeking an experienced professional to join our team in the role ofTraded Risk ManagerRole purpose:Provide market risk coverage resulting from trading activity within the HSBC US...

  • Traded Risk Manager

    hace 1 mes

    Azcapotzalco, Ciudad de México HSBC A tiempo completo

    Job DescriptionIf you're looking for a career where you can make a real impression, join our Global Service Center (GSC)- HSBC and discover how valued you'll be.We are currently seeking an experienced professional to join our team in the role ofTraded Risk ManagerRole purpose:Provide market risk coverage resulting from trading activity within the HSBC US...

  • Retail Credit Risk

    hace 1 mes

    Azcapotzalco, Ciudad de México myGwork - LGBTQ+ Business Community A tiempo completo

    This inclusive employer is a member of myGwork – the largest global platform for the LGBTQ+ business community. Job DescriptionOpening date 17-May-2024 Closing date 01-Jun-2024 Job descriptionIf you're looking for a career where you can make a real impression, join our Global Service Center (GSC)- HSBC and discover how valued you'll be.We are currently...

  • Retail Credit Risk

    hace 3 semanas

    Azcapotzalco, Ciudad de México myGwork - LGBTQ+ Business Community A tiempo completo

    This inclusive employer is a member of myGwork – the largest global platform for the LGBTQ+ business community. Job DescriptionOpening date 17-May-2024 Closing date 01-Jun-2024 Job descriptionIf you're looking for a career where you can make a real impression, join our Global Service Center (GSC)- HSBC and discover how valued you'll be.We are currently...

  • Product Control Analyst

    hace 6 días

    Azcapotzalco, Ciudad de México HSBC A tiempo completo

    Job descriptionIf you're looking for a career where you can make a real impression, join our Global Service Center (GSC) HSBC and discover how valued you'll be.We are currently seeking an experienced professional to join our team in the role ofAnalyst Product Control - Markets TreasuryRole purpose:We are looking for a talented individual to join Product...