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-Description de l'emploi
Avec des actifs d’environ 3 000 milliards de dollars et opérant dans 64 pays, le Groupe HSBC est l’un des plus grands groupes de services bancaires et financiers dans le monde. Le Groupe HSBC compte plus de 40 millions de clients et environ 226 000 employés dans le monde.
La stratégie du Groupe repose sur quatre piliers : se concentrer sur nos points forts, accroître la digitalisation, adapter notre modèle opérationnel pour devenir une organisation plus simple et plus agile prête à croître, et mener la transition écologique. La mission du Groupe HSBC est de « créer un monde d’opportunités », ce qui passe notamment par une responsabilisation de ses collaborateurs et par le fait de créer et cultiver un environnement inclusif, où chacun peut s’épanouir et se sentir à sa place.
En France, Paris est devenu fin 2020 le nouveau siège d’HSBC Continental Europe, dont le but est d’accompagner au mieux ses clients, dans leurs projets de croissance au sein du marché national ou des marchés Internationaux, grâce notamment aux nouveaux produits bancaires et services proposés.
Global Risk Analytics (GRA) is part of HSBC’s Global Risk Function which provides solutions using analytics, tools and models to identify, measure and manage key risks. With more than 100 analysts working across the main HSBC’s locations, GRA combines international projects and the local teams’ expertise to support the requirements of each region. The GRA Traded Risk team in Paris focuses on the risks originating from the trading activities of HSBC Continental Europe.
Within the Global Risk Analytics (GRA) function, Senior Risk Quantitative Analysts will be responsible of the following objectives:
- Developing, documenting and maintaining the following model types:
- Market Risk
- Counterparty Credit Risk (CCR)
- Stress Testing
- Economic Capital
- Participating with the preparation of documentations and analysis submitted to the regulators and the 2nd and 3rd lines, ensuring the high level of quality of these submissions
- Understanding the model requirements originating from both the business and the regulators, to ensure that the developed models meet these expectations
- Regularly monitoring the performance of the full portfolio of Traded Risk models used by HSBC Continental Europe, and driving the remediation of identified weaknesses
- Actively engaging with the business to ensure a good understanding of impacts generated by the risk models, and providing guidance allowing the business to adapt their strategy
- Interacting with the regulator and the key local stakeholders, by developing an expertise on the whole perimeter of GRA Traded Risk models and their usages
- Promoting coordination with the global projects by ensuring proper alignment between the models developed globally and the requirements of HSBC Continental Europe
Conditions
Higher degree in quantitative discipline (PhD, MSc), with a background in Quantitative Finance
Minimum 2-3 years of experience in the modelling of market risk and or counterparty credit risk, with experience of the Basel regulatory frameworks
Strong understanding of derivatives products and their inherent risks
Experience with programming languages such as Python, C++, SQL
Strong analytical and problem solving skills, with attention to details
Appreciates teamwork in an international environment
Good relationship skills for exchanging with the internal and external stakeholders (business, internal validation, audit)
Fluent knowledge of English and French, spoken and written
