... including credit risk models (e.g., IRB, IFRS9, ... well as market risk models (e.g., VaR, IRC, RNIV, Exposure at Default, CCR RWA, pricing models, algorithmic trading models, ALCM models, Valuation models)., Assess quantitative or expert-based models to ...
... of defence for HSBC’s model risk. Model Risk Management comprises of five key areas, led by the Chief Model Risk Officer: Independent Model Review - Independently ... assurance reviews. Liaise with model risk management colleagues globally. Contribute to ...
... important pillar of The Treasury Risk Management (TRM) second line of defence team for balance sheet risk for HBSC Group. The team provides subject matter expert oversight over Treasury activities specific ...
... the business. Members of the Risk team are among the first ... the leading edge of model risk management. What you’ll be doing ... such as Financial Crime, Market Risk, Credit Risk, etc. Solid working knowledge of ...
... models including credit risk models (e.g. IRB, IFRS9, ... well as market risk models (e.g. VaR, IRC, RNIV, Exposure at Default, CCR RWA, pricing models, algorithmic trading models, ALCM models, Valuation models). Assess quantitative or expert-based models to ...
... including credit risk models (e.g., IRB, IFRS9, ... well as market risk models (e.g., VaR, IRC, RNIV, Exposure at Default, CCR RWA, pricing models, algorithmic trading models, ALCM models, Valuation models). Assess quantitative or expert-based models to ...
... , and loan loss reserving); market risk (e.g., daily value at risk pricing models, counterparty credit risk, Asset Liability Management, and term structure models); operational risk; liquidity risk and asset management.Why this ...
... of defence (2LoD) for Model Risk and the CMRO is the global Model Risk Steward for the group and ... . is HSBCs global finance, operations, risk and technology centre. We use ...
... data and process, protocol execution risks and risk mitigations related to completion of the Risk Assessment and Categorization Tool (RACT). ... skills to propose and implement risk mitigations. Participates and presents in ...
... metrics to measure aggregate AI risk and provide report for senior ... to members of the Model Risk Management team across the bank ... . is HSBCs global finance, operations, risk and technology centre. We use ...