Credit Valuation Adjustment Expert

6 days ago


New York, New York, United States HSBC Full time

Your Role

This position offers a unique opportunity to join the US GRPA team as a technical subject matter expert, focusing on providing policy guidance on CVA capital requirements within the Basel III Endgame framework. You will track new policy developments, formulate HSBC's regulatory capital policies, and provide detailed guidance to stakeholders. Your responsibilities will include:

  • Monitoring new policy developments and formulating HSBC's regulatory capital policies accordingly.
  • Producing and reviewing regulatory opinions on complex transactions and new products to ensure compliance with Group policies.
  • Providing technical support and guidance to internal colleagues across all businesses and functions.
  • Driving HSBC's response to future regulatory developments and influencing external policy development through public responses to proposed standards and discussion papers.
  • Leading on the development of policy interpretations laying out HSBC's approach to aspects of the US CVA rules that may be silent or ambiguous.


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