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152 HSBC Group Jobs

VP / Lead VP Decision Sciences

10-15 years

₹ 20 - 63.5L/yr (AmbitionBox estimate)

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This is an estimate of the average salary range for this position. It has not been reviewed by the company, and the actual salary may differ.

Bangalore / Bengaluru

1 vacancy

VP / Lead VP Decision Sciences

HSBC Group

posted 7hr ago

Job Role Insights

Flexible timing

Job Description

  • Undertake model validation activities as dictated by the Global Model Risk Policy including the assessment of; model inputs, calculations, reporting outputs, conceptual soundness of the underlying theory and the suitability of the use for its intended purpose, relevance and completeness of data, qualitative information and judgements, documentation, and implementation of the model.
  • Provide written reports detailing the results of validations highlighting issues identified during the validation.
  • Validate remediation activities completed by the ILOD to ensure appropriate resolution of identified issues.
  • Work with relevant stakeholders to support the embedding of new Global Model Risk Policies and Procedures.
  • Provide functional leadership for a small team of Model Validators operating across geographies and the HSBC matrix.
  • Support the recruitment and retention of junior colleagues and provide coaching and guidance.
  • Lead model validation activities including planning and stakeholder management.
  • Deliver, high quality, timely validation reports that add value to the business.
  • Liaise with 1LOD and other model stakeholders as appropriate to ensure issues have been adequately resolved.
  • Communicate across technical quantitative, business and strategic levels to ensure that stakeholders understand the implications of model risks and limitations.

Requirements

  • Worked on regulation in particular with FRTB, performed Bank wide plus desk level analysis to assess the impact of new regulation and support in quantitative impact study (QIS).
  • Ensure that the FRTB IMA models meet their stated objectives by building robust risk factor eligibility test tools, NMRF SES and IMA ESF methodologies (expected shortfall methodologies)
  • Have been involved in development and periodic update of proto-type models with special attention to the model related to Market risk VaR.
  • Involved in creation of strategic tools for VaR/RNIV/Add-on/PnL Adjustment/Back testing using python to facilitate integration with FRTB implementation and offline calculation of risk numbers.
  • Candidate should have experience in developing or validating Value at risk models using Greek based or Full Revaluation, PFE modeling for XVA, Incremental Risk charge (IRC) models etc
  • Have been involved in co-ordination across teams to on-board new products & desks onto the FRTB strategic capital calculation framework.
  • Involved in periodic review and calibration of model parameters.
  • Proven expertise in using statistical algorithms for solving diverse business challenges and creating significant business value.
  • Candidate should have theoretical understanding in Pricing- Derivatives/ Product Control and hedging models with focus on Interest rate, Equity, FX products
  • Candidate should have experience in Stochastic Volatility modeling, calibration etc
  • Knowledge of internal procedures and local regulations and those of other country regulators would be an advantage.

Employment Type: Full Time, Permanent

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HSBC Group Interview Questions & Tips

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What people at HSBC Group are saying

2.6
 Rating based on 23 Vice President reviews

Likes

The perks are good. Home loan, overdraft facility etc

Dislikes

Work culture. They promote bullying. It's like a old boy's club. New people are not welcomed. Toxic work environment

  • Skill development - Bad
  • +4 more
Read 23 Vice President reviews

Vice President salary at HSBC Group

reported by 693 employees with 6-22 years exp.
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₹18 L/yr - ₹72.5 L/yr
14% less than the average Vice President Salary in India
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What HSBC Group employees are saying about work life

based on 4.8k employees
65%
84%
74%
83%
Flexible timing
Monday to Friday
No travel
Day Shift
View more insights

HSBC Group Benefits

Submitted by Company
Pay and benefits
Flexible working
Career development
Submitted by Employees
Free Transport
Health Insurance
Cafeteria
Work From Home
Soft Skill Training
Job Training +6 more
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HSBC Group Mumbai Office Location

View all
Mumbai Office
HSBC, 52/60, MG Road, Fort Mumbai
Maharashtra 400001

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