Within the Global Risk Analytics (GRA) function, Senior Risk Quantitative Analysts will be responsible of the following objectives:
•    Developing, documenting and maintaining the following model types:
o    Market Risk
o    Counterparty Credit Risk (CCR)
o    Stress Testing
o    Economic Capital
•    Participating with the preparation of documentations and analysis submitted to the regulators and the 2nd and 3rd lines, ensuring the high level of quality of these submissions
•    Understanding the model requirements originating from both the business and the regulators, to ensure that the developed models meet these expectations
•    Regularly monitoring the performance of the full portfolio of Traded Risk models used by HSBC Continental Europe, and driving the remediation of identified weaknesses 
•    Actively engaging with the business to ensure a good understanding of impacts generated by the risk models, and providing guidance allowing the business to adapt their strategy
•    Interacting with the regulator and the key local stakeholders, by developing an expertise on the whole perimeter of GRA Traded Risk models and their usages
•    Promoting coordination with the global projects by ensuring proper alignment between the models developed globally and the requirements of HSBC Continental Europe

Higher degree in quantitative discipline (PhD, MSc), with a background in Quantitative Finance
Minimum 2-3 years of experience in the modelling of market risk and or counterparty credit risk, with experience of the Basel regulatory frameworks 
Strong understanding of derivatives products and their inherent risks
Experience with programming languages such as Python, C++, SQL
Strong analytical and problem solving skills, with attention to details
Appreciates teamwork in an international environment
Good relationship skills for exchanging with the internal and external stakeholders (business, internal validation, audit)
Fluent knowledge of English and French, spoken and written