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REFERENCE: VIE/106816/28122017



from 01 May 2018 to 01 November 2019 (for 18 months)
MONTHLY REMUNERATION: 2168€ (Non-contractual allowance laid down by decree and order, whose amount may vary in particular depending on the changes to the reference scale, the location of the position and the cases for deductions set out in the texts)


Role Purpose : Stress Testing
The role holder should:
Support the preparation, execution and reporting of the BAU/regulatory stress test for the Market Risk function.
Work with other team members within London, Paris and our global hubs, to ensure accurate execution of the stress testing methodology within in house built systems and tools.
Work closely with cross asset Market Risk Managers to provide detailed analysis and support.
Implement additional Stress Testing reporting and analysis in conjunction with Traded Risk Management requirements.
Improve efficiency and effectiveness of controls to ensure that operational risk is minimized.

Major Challenges

Use technical skills to help build and maintain reporting and analytics tools to a professional standard.
Combine both risk methodology and product knowledge to add value to our Credit, Rates and FX Stress Testing processes.
Take responsibility for documenting and reporting Stress Test results for senior stakeholders.
Work efficiently and effectively under pressure.
Work effectively as part of a team.
Be self-motivated to perform tasks and deliver change independently.

Role Context
Candidate will support the delivery of both Traded Risks BAU and Regulatory Stress Testing initiatives.
Candidate will be expected to have a strong understanding of Market Risk, counterparty risk and a good understanding of the Traded Risk Management and Control function and its role within the wider Group Risk context.
The role covers several product type (Credit, FX, Rates), requiring an understanding of products and risk factors.
Candidate will have technical skills (VBA and SQL required, Python useful).

Observation of Internal Controls (Compliance Policy / FIM requirements)

Maintains HSBC internal control standards, including timely implementation of internal and external audit points together with any issues raised by external regulators.

Role Dimensions

Role is focused on the Traded Risk Stress Testing function. Although by its nature this involves working closely with the risk managers, the candidate will report to the senior risk analyst.

Technical Skill Requirements
Thorough understanding of risk management, Value at Risk, sVaR, PVBP, RWA, PFE…
Strong understanding of regulatory items such as Stress Testing
Thorough understanding of the Traded risk function.
Ability to design and implement normalized databases.
Advanced knowledge of VBA, SQL , Matlab, C++, python
Knowledge of Bloomberg and Summit
Experience of related banking areas, e.g. Product Control Front Office Quant

Educational Requirements
Minimum Master degree (in Finance, IT:MIAGE, Risk Management)

Personal Skill Requirements
Attention to detail and a methodical approach. Able to take responsibility for accuracy of figures produced.
Excellent communication skills, and intellectual curiosity
Junior (max 1-2 years experience)

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Published on 28 December 2017


Number of positions to be filled: 1

Experience required: 6 months

Required academic level: 5 years of higher education or more

Language: French , English

Field of expertise: Market Finance , Computing (micro) , Network Computing , Computing , Modelling and IT Methodology , Statistics , Finance , Mathematics

Curricula: MASTER , MAGISTERE , MIAGE , Ecole spécialisée , Ecoles Ingénieurs Arts et Métiers , Diplôme Universitaire , Ecoles Normales Supérieures , MASTERE , Ecole d'Ingénieur , Ecole Supérieure de Commerce


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