# Vice President Global Risk Analytics

**Company**: Risk & Compliance
**Location**: New York, New York
**Experience**: senior
**Job type**: full-time
**Category**: Finance
**Industry**: Finance

**Apply**: https://portal.careers.hsbc.com/careers/job/563774612425748?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply
**Canonical**: https://yubhub.co/jobs/job_a5695c91-70a

## Description

As our Vice President Global Risk Analytics, you will review, validate, and document risk methodologies across asset classes.

You will work on model assessment, monitoring tests, model performance, and review, and model risk governance.

Responsibilities include:

- Managing counterparty credit risk exposure for capital, limit, and CVA calculation

- Performing ad-hoc analysis in various aspects of risk measurements, stress tests, and what-if analysis

- Developing advanced risk methodologies, including sophisticated quantitative methodologies to measure counterparty credit and market risk exposures

- Researching and developing new risk methodologies to satisfy requirements of BASEL 3 and other regulatory frameworks

You will need to have:

- In-depth knowledge of products and transactions in various asset classes with a solid understanding of their credit and market risk exposures

- Strong working experience in quantitative financial methodologies

- Expertise in risk modeling development/enhancement

- Excellent verbal and written skills

- Solid technical skills, such as risk system/model implementation in Python, C/C++, VBA, or other programming languages

- Advanced degree in a quantitative or computational field

As an HSBC employee, you will have access to tailored professional development opportunities, a competitive pay and benefits package, and a robust Wellness Hub.

## Skills

### Required
- quantitative financial methodologies
- risk modeling development
- Python
- C/C++
- VBA
- data analysis

### Nice to have
- Traded/Risk Systems such as Polypaths, Calypso, Summit

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Source: [Apply at portal.careers.hsbc.com](https://portal.careers.hsbc.com/careers/job/563774612425748?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply)