Description
Internal Backtesting Product Control Manager/Analyst - HSBC
This is a 3 month contract based in London
Role Purpose
To work with line product controllers and the project team in order to delivery accurate P&L attribution at trade level for the purposed on internal back testing in the context of HSBC Margin Requirements for Uncleared Derivatives Ongoing Model Validation compliance.
Role Context
The candidate will be seated with the product control in London. They will work with colleagues on the floor, at our nearshore centre in Krakow and project staff to deliver on the tasks mentioned above.
The candidate will be required to travel to Krakow for field work given that most production is located there.
The candidate will participate in project governance forums. They will be expected to both respond on his explicit responsibilities and use their experience and lateral thinking in order to contribute to the decision making process.
Key Skills and Experience Required
- Derivative product knowledge in at least one asset class.
- A strong foundation on attribution Greeks and processes and/or risk sensitivities.
- Experience in changing and/or auditing line processes.
- Strong communication and influencing skills.
- Willingness to contribute to the decision making process is a collaborative manner.
- Experience within HSBC or with one of the key HSBC systems (Summit/Sophis/XFOS/Murex) is highly desirable.
Please submit your CV in the first instance