Padmi

AVP - Liquidity Data and Analytics GSC

Delhi NCRPosted 3 months ago
Data Science And StatisticsStaff+Full Time; Regular
Apply at HSBC

Opens the source posting on shine.com

Source description

About the role

View original

As an AVP - Liquidity Data and Analytics at HSBC, your role will involve reviewing existing approaches to liquidity risk modelling across the group and researching industry practices. You will work closely with business lines, regional liquidity teams, Markets Treasury and MSS teams to gain insight on new attributes that would support liquidity risk driver modelling. Your responsibilities will also include collating results of research and proposing modeling methods that provide a central modeling approach with entity level calibrations. Key Responsibilities: - Review existing approaches to liquidity risk modelling and research industry practices - Work closely with various teams to gather insights on new attributes for liquidity risk driver modelling - Collate research results and propose modeling methods for central approach with entity level calibrations - Support database activities to ensure end-user solutions are performant - Perform data analysis and validate new methodologies - Develop proof of concept models and deploy endorsed models into strategic architecture - Assess the liquidity buffer impact of new proposed methodologies - Develop automated liquidity forecasting capabilities - Implement new models into the group's central systems with technology teams - Update liquidity procedures to reflect new modelling approaches - Support liquidity governance associated with model development Qualifications Required: - 8-12 years of relevant post qualification experience in Treasury related risk roles within a leading accounting firm or financial services industry - Post-Graduation/CA/MBA Finance is preferred - Strong knowledge of Liquidity risk measurement and management - Experience with database management, strong knowledge of SQL - Experience in SQL Server BI Stack, setting up GIT Repo and deploying using CI/CD - Proficiency in Python for data manipulation and data analysis - Experience using Tableau software or other visualization tools - Excellent time management, planning, and organization skills - Professional Finance qualification (CIMA/ACA/ACCA) HSBC is an equal opportunity employer committed to providing a workplace that fosters continuous professional development, flexible working, and opportunities to grow within an inclusive and diverse environment. They encourage applications from all suitably qualified persons and consider all applications based on merit and suitability to the role. As an AVP - Liquidity Data and Analytics at HSBC, your role will involve reviewing existing approaches to liquidity risk modelling across the group and researching industry practices. You will work closely with business lines, regional liquidity teams, Markets Treasury and MSS teams to gain insight on new attributes that would support liquidity risk driver modelling. Your responsibilities will also include collating results of research and proposing modeling methods that provide a central modeling approach with entity level calibrations. Key Responsibilities: - Review existing approaches to liquidity risk modelling and research industry practices - Work closely with various teams to gather insights on new attributes for liquidity risk driver modelling - Collate research results and propose modeling methods for central approach with entity level calibrations - Support database activities to ensure end-user solutions are performant - Perform data analysis and validate new methodologies - Develop proof of concept models and deploy endorsed models into strategic architecture - Assess the liquidity buffer impact of new proposed methodologies - Develop automated liquidity forecasting capabilities - Implement new models into the group's central systems with technology teams - Update liquidity procedures to reflect new modelling approaches - Support liquidity governance associated with model development Qualifications Required: - 8-12 years of relevant post qualification experience in Treasury related risk roles within a leading accounting firm or financial services industry - Post-Graduation/CA/MBA Finance is preferred - Strong knowledge of Liquidity risk measurement and management - Experience with database management, strong knowledge of SQL - Experience in SQL Server BI Stack, setting up GIT Repo and deploying using CI/CD - Proficiency in Python for data manipulation and data analysis - Experience using Tableau software or other visualization tools - Excellent time management, planning, and organization skills - Professional Finance qualification (CIMA/ACA/ACCA) HSBC is an equal opportunity employer committed to providing a workplace that fosters continuous professional development, flexible working, and opportunities to grow within an inclusive and diverse environment. They encourage applications from all suitably qualified persons and consider all applications based on merit and suitability to the role.

One address, no account. We’ll tell you when matching roles go live.

More at HSBC

Related open roles

View all roles