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Group
Entity:
HSBC Holdings
Role Title
New
22/02/2016
Existing
Current Global
Career Band:
Proposed Global
Career Band:
5
5
Line Managers Name & Role Title (plus Functional reporting lines, if any)
Sourav Sen Gupta, Manager Global Traded Risk Control, Aggregation & Regulatory MI
Business/Function &
Location:
(Country/Department)
Consolidated reporting and analysis, for MI and regulatory purposes with a global remit e.g. sensitivities, VaR,
Stressed VaR (SVaR), Incremental Risk Charge (IRC), etc. The main customers of the consolidated reports are the
Regulatory Finance team (for capital & RWA reporting) and senior market risk management.
Analytical review and explanation of movements to stakeholders (60% analytical review, 40% reporting) on
reporting supported out of the offshore team.
Supporting a continuous process of offshoring and facilitating the transfer of daily reporting preparation tasks to
offshore centers.
Consolidate Risk Management Committee packs
Review & monitor limit mandates
Model Performance review specifically VaR back testing, hypothetical portfolio back testing. Preparing back
testing packs for Europe & Middle East region and providing inputs to the Global pack.
RWA reporting MI pack for Market Risk RWA requirement
Assisting offshore team in coordinating and following up with sign off from Market Risk managers of respective
desks and/or regions.
Computation of Maximum Stressed VaR period, globally.
No operational incident
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Role Context (The environment and operating conditions of the role including the extent of guidance and authority)
The consolidation team operates within the Traded Risk Control department under the Global Risk Function. It supports
Traded Risk Management and works with other departments such as Regulatory and Risk Analytics, Change Delivery,
Regulatory Finance and Product Control. It deals primarily with aggregated exposures within Traded Risk Control.
The Traded Risk function is subject to strict external regulations as a result of internal model approval by the PRA and
other regulators. Measures such as VaR, SVaR, etc are reported externally. All processes are subject to review by internal
audit, regulators and external auditors.
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The jobholder will also adhere to and be able to demonstrate adherence to internal controls. This will be achieved by
adherence to all relevant procedures, keeping appropriate records and, where appropriate, by the timely implementation of
internal and external audit points, including issues raised by external regulators.
The jobholder will implement the Group compliance policy by containing compliance risk in liaison with Global Head of
Compliance, Global Compliance Officer, Area Compliance Officer or Local Compliance Officer. The term compliance
embraces all relevant financial services laws, rules and codes with which the business has to comply.
This will be achieved by adhering to all relevant processes/procedures and by liaising with Compliance department about
new business initiatives at the earliest opportunity. Also and when applicable, by ensuring adequate resources are in place
and training is provided, fostering a compliance culture and optimising relations with regulators.
Role Dimensions (e.g. balance sheet size, lending/expenditure limits, size/volume of transactions, budget)
The role involves reporting on Group level VaR of ~USD160mn and overall modelled RWA of around USD60bn
Five major regions (Europe, Asia, Middle East, North America & South America) and around 20 satellite sites
Direct:
Indirect:
Total:
Knowledge & Experience / Qualifications (For the role not the role holder. Minimum requirements of the role.)
Technical Skill Requirements:
Good knowledge of VaR calculation, sensitivities & Greeks.
Knowledge of trading business, derivative products, risk methodology and regulatory framework.
Strong matehmtical background
Proficient in VBA, Excel & Access
Educational Requirements
University graduate in finance, computer science or numerate disciplines
Professional qualification such as CFA/FRM or similar Financial & Risk management disciplines
Personal Skill Requirements
Strong presentation skills to brief senior management on topics or summarise key information
Excellent interpersonal and relationship skills with customers, especially within high pressure periods
Organisational Chart (Complete or insert organisational chart for the role here)
PUBLIC - Template version January 2011
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On Shore
Off Shore
Manila
Regina Eunice
Jeremy Magpao
Veronica Somera
TBD
Bangalore
Abhiruchi S
Krishnamurthy
Satyan S
Neeraj D
Nasrin F
Rahul Sahu
Mai VU (GCB 4)
TBD (GCB 5)
Paul Doherty (Consultant)
Klara Lenyu (Contract)
REGIONAL:
(Bands 3+)
Regional Business Head:
GROUP:
(Bands 1+)
Group Business Head:
Regional HR / Reward
HR Business Partner:
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Overview
In writing role profiles it is important to ensure that the following principles are adhered to:
Focus on the role
Be based on facts
As a guide, the entire role profile should be no more than four pages for managerial staff (excluding the structure
chart), and should be typed in Times New Roman 10 point.
Job Titles
Role Purpose
This should be an overall high level summary that says why this job exists and what it specifically does.
Ensure this is brief, captures the key aspects of the role, and is one to two sentences long.
Ensure this is specific about the role and doesnt describe general business deliverables.
Address what the specific contribution of the role is to business delivery.
The following structure can be helpful when forming the purpose of the role:
o Verb >> Object >> Reason >> Constraint, eg.
o Lead >> Customer Service Team >> to meet targets >> within agreed budgets.
Principal Accountabilities
This section of the role profile is extremely important as it identifies the major elements and areas of delivery for the
role to be effective. It is therefore important to avoid generalisations and be as specific as possible.
Principal accountabilities are split into four common areas of role focus that support HSBCs principles and values.
These dimensions form the basis for consistent evaluation of jobs and are externally recognised to ensure linkage
to external evaluation systems to assist with easy comparison of jobs in the market.
The four dimensions are:
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Major Challenges
Exceptional challenges that are specific to the role, these may include technological or regulatory
challenges, specific aspects of the business environment or internal challenges for the role holder.
It is important to ensure that major challenges noted are significant or ongoing for the role.
Role Context
Provides detail on the context of the role, to include:
The location of the role and the geographic reach, interfaces with other business areas and departments
and the overall fit of the role into relevant processes of the business / functional area.
Provides detail on the extent of guidance and authority within the role eg:
What authority is extended to this position?
What parameters does the jobholder work within (eg do they follow strict instructions or are they
empowered to develop procedures and policy)?
What are the discretionary limits of responsibility?
What sort of decisions typically fall to the jobholder and at what point would they be referred upwards?
This section can also include short examples of relevant information such as indirect reporting relationships
and management meetings attended.
Management of Risk
Role Dimensions
Provides quantitative information on the scope of the role to provide clarity on the size of the business area
within which the role operates.
Role dimensions should reflect areas that the role has impact, either directly or indirectly and can be
financial or non-financial:
o Financial scope data will include size/volume of transactions or budgetary responsibility.
o Non-financial scope data will include number of reports.
The type of role dimensions used will vary depending on the focus of the role. The key thing is to ensure
that the role dimensions accurately reflect the areas of impact of that role within HSBC.
Detail the knowledge and experience required to carry out the role competently. In order to comply with UK
employment legislation (Age Regulations), experience should be described in terms of depth and extent;
and not as a number of years.
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Detail essential education/qualifications required to carry out the role competently, including 'or equivalent'
where possible to allow for changes in the qualifications available for study.
Avoid unnecessary or time-linked qualifications or the time since qualification as a replacement for
experience, skills or qualifications.
However, if the experience or qualification is only desirable and not a minimum requirement this should be
noted.
This information should reflect the requirements for the role not reflect the characteristics of the current
role holder.
Bear in mind that the skills shown here are not for recruitment purposes but should reflect the skills needed
to be fully competent in the role.
Avoid general statements such as knowledge of be specific.
Structure Chart
This puts the job into context by showing reporting arrangements. It is important not to see the job in isolation
show the relationship with other business areas within the department. Show at least the next levels up and down,
as well as peer roles.
Administrative Guidance
Role Profile Date the month and year in which the role profile was written or last updated.
GHRS Job Code this is the job code found on the Groups HR System (PeopleSoft) that is used for position
management purposes.
Approvals this section shows that line management and the relevant HR function have reviewed the role profiles
content.
Jobholders should have access to a current version of their role profile, which they can discuss with line
management. There is no requirement for line manager or jobholder to sign the role profile.
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