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 methodologies. The successful candidate will be responsible for reviewing, validating, and documenting risk methodologies across various asset classes. This role involves extensive work in model assessment, monitoring tests, and model risk governance, as well as managing counterparty credit risk exposure for capital, limit, and CVA calculations. The VP will also be involved in ad-hoc analysis, developing advanced risk methodologies, and ensuring compliance with regulatory standards, including BASEL 3. Applicants for this role at the company should have in-depth knowledge of products and transactions in different asset classes, with a strong understanding of their credit and market risk exposures. Expertise in risk modeling development and enhancement, particularly in the areas of regulatory stress tests, CVA, counterparty credit risk, and market risk models, is essential. The role requires excellent communication skills, the ability to interact with a wide range of stakeholders, and a solid technical background, including programming skills in languages such as Python, C/C++, or VBA. A Ph.D. or Master's degree in a quantitative or computational field is also a necessary qualification. The ideal candidate will be organized, detail-oriented, and self-motivated, with the ability to work independently and manage multiple tasks under tight deadlines.

Hiring Company

HSBC