Stress Testing Manager

4 weeks ago


London, Greater London, United Kingdom HSBC Full time

Role Overview

The Stress Testing Manager will be responsible for leading the analysis of stress testing impacts for BAU risk management purposes, including liaison with control teams, desk risk managers, finance and other senior stakeholders.

Key Responsibilities

  • Design and implement stress testing methodologies for CVA, FFVA and DVA while interpreting and leading the implementation of regulatory requirements for the stress testing of XVA.
  • Carry out regulatory exercises and manage the transition and methodological improvements required as part of the adoption of Basel.
  • Act as the main contact for capital stress testing topics, managing the relationships with teams in risk, finance and the business.
  • Be involved in project work relating to new products/markets and provide analysis of impacts and drivers and assists in the identification of mitigating actions.

Requirements

  • Strong understanding and background in Market or Traded Credit Risk or proven stress testing experience is essential.
  • Knowledge of financial products including derivatives, macro-economics, econometrics and financial markets is paramount.
  • Ability to analyse effectively whilst also being confident to provide direction to peers and build relationships with stakeholder groups.
  • Some knowledge of regulatory stress testing requirements and regulatory authorities would be highly advantageous.
  • Excellent verbal and written communication skills with the ability to brief senior management on topics and summarise key information.

About HSBC

HSBC is a global banking and financial services organisation with a presence in over 80 countries. We are committed to creating diverse and inclusive workplaces and take pride in being part of the Disability Confident Scheme.



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