Vice President, Global Risk Analytics Greater New York City, NY Area

The Company is seeking a Vice President for Global Risk Analytics with a focus on traded risk. The successful candidate will be responsible for reviewing, validating, and documenting risk methodologies across various asset classes. This includes model assessment, monitoring tests, and managing counterparty credit risk exposure for capital, limit, and CVA calculations. The role also involves performing ad-hoc analysis, developing advanced risk methodologies, and ensuring compliance with regulatory standards. The ideal candidate should have in-depth knowledge of products and transactions in different asset classes, expertise in risk modeling development, and a strong background in quantitative financial methodologies. Applicants for the Vice President, Global Risk Analytics position at the company should possess an advanced degree in a quantitative or computational field and have a solid technical skill set, including experience in programming languages such as Python, C/C++, and VBA. The role requires excellent communication skills to interact with a wide range of stakeholders, including regulators, business heads, traders, and risk managers. The candidate must be organized, detail-oriented, and self-motivated, with the ability to work independently and meet tight deadlines. Experience with traded/risk systems and a proven track record in regulatory stress tests, CVA, and market risk models is essential. The company values diversity, responsibility, and a collaborative approach to building the future of banking.

Hiring Company

HSBC