AVP - Traded Risk

As an Assistant Vice President - Traded Risk at HSBC, you will play a crucial role in supervising and providing guidance in various phases to ensure the effectiveness of the Traded Risk operations. Your responsibilities will include: - Supervising and guiding the writing of application documents to meet stakeholder requirements comprehensively - Utilizing data science and technology to support applications - Ensuring requirements are met during the execution phase and milestones are achieved - Collaborating with stakeholders in Traded Risk and FRTB Programme to align deliveries with expectations - Escalating and resolving issues in a timely manner - Ensuring operational readiness stream has no adverse regulatory or internal audit feedback - Working effectively with Traded Risk, GRA, regulatory finance, and FRTB Programme - Integrating the stream into relevant parts of the Group and fostering a collegiate approach to problem-solving and achieving target returns Qualifications required for this role include: - Knowledge of FX and EQ derivatives product and associated pricing methods - Understanding of capital calculation such as VaR and tail risk - Proficiency in Python as a core language for development - Experience with SDK and IDE, e.g. using git, github, VSCode / pyCharm, and commenting code at scale - Familiarity with pytorch for deep learning modelling/inferencing - Experience in product development and ownership with a desire to leverage technology and data science - Ability to share a successful Proof-of-Concept story with a material impact - Proficiency in user interfaces like PyQt5, Tkinter, Kivy, PySimpleGUI, Libavg, Gradio, or another UI toolkit - Knowledge or interest in document processing algorithms/models, including computer vision and NLP models - Experience with deploying code bases in production, market risk regulatory concepts, and interest in FRTB regulation challenges At HSBC, you will have the opportunity to make a real impact and contribute to the growth of the organization. Personal data related to your employment application will be handled in accordance with the Bank's Privacy Statement.,