Product Control Analyst - Emerging Markets Rates (GFX)

English is a Must (First Interview will be in English) and knowledge in product valuation, derivatives and fixed income, if you have AMIB 3 or CFA it´s wonderful!

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Role purpose:

We are looking for a talented individual to join Product Control Valuation team to be a key contributor of any valuation matters pertaining to this global bank. This role will report to the Product Control Valuation Team Lead. The role will have extensive liaison and communication at all levels within the Finance team. The role will contribute to improving and automating processes, supporting teams across areas.

Main activities: 

·      Key contributor of HSBC Mexico Valuation Policy

·      Participate in the implementation and automation of processes of FRTB within the bank in Mexico Product Control department.

·      Investigate any collateral/MTM disputes with external counterparties.

·      Support the Core PC team when there is a PL dispute related to valuation.

·      Ensure our local Models are well documented, periodically reviewed by IMR team (Independent Model Review) and accurately listed in GMIS (HSBC Canada Model repository).

·      Responsible for calculating, posting and reconciling all Fair Value Adjustments pertaining to HSBC Mexico Global Banking and Markets Business.

·      Managing/running the daily End of Day curve process which is needed to derive the marked to market of some asset classes.

·      Be the focal point for all valuation questions from internal/external stakeholders (PwC, audit, business, NPDD etc…) 

Calificaciones - Externas

·      Strong knowledge of valuation techniques used to derive the market value for FX and Fixed Income Asset Classes.

·      Strong knowledge of Fair Value Adjustments applicable to the aforementioned asset classes (IPV, Bid-Offer, Illiquidity, xVA etc…)

·      Superior interpersonal skills and ability to liaise with senior management, a self-motivator, able to use good judgment and exercise independent decision making ability while contributing to a team environment.