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The Senior Quantitative Manager in CCR and XVA Analytics is responsible for leading the development, implementation, and oversight of advanced quantitative models and methodologies that underpin the measurement and management of Counterparty Credit Risk and Valuation Adjustments (XVA) across HSBC’s trading and risk portfolios. This role ensures the accuracy, robustness, and regulatory compliance of CCR and XVA models, supporting effective risk management and capital optimization.
In this role you will be responsible for:
To be successful in this role, you should meet the following requirements:
Opening up a world of opportunity
Being open to different points of view is important for our business and the communities we serve. At HSBC, we’re dedicated to creating diverse and inclusive workplaces. Our recruitment processes are accessible to everyone - no matter their gender, ethnicity, disability, religion, sexual orientation, or age.
We take pride in being a Disability Confident Leader and will offer an interview to people with disabilities, long term conditions or neurodivergent candidates who meet the minimum criteria for the role.
If you’d like to apply for one of our roles and need adjustments made, please get in touch with our Recruitment Helpdesk:
Email: [email protected]
Telephone: +44 207 832 8500
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