Sample document — fictional candidate for illustration purposes only. Your CV is prepared from your own record.
Licences & Certifications
FRM Part I & II — GARP, 2020
FCA Approved Person (SMF16 — Compliance Oversight) — FCA, 2022
Certificate in Regulatory Compliance — ICA, 2019
Basel III/IV Internal Capital Adequacy (ICAAP) Practitioner — RiskMinds, 2023
Professional Summary
Senior risk and compliance professional with 7 years of experience at HSBC, specialising in market risk, regulatory capital, and prudential compliance across trading book and banking book activities. Reduced VaR breach frequency by 62% through redesigned limit framework and enhanced real-time monitoring. Deep knowledge of Basel III/IV implementation, FRTB, and FCA conduct regulation. Skilled at translating complex regulatory change into executable operational programmes.
Key Risk & Compliance Achievements
−62%
VaR breach frequency after limit redesign, 2024
£0 fines
Regulatory findings under direct remit, 5 yrs
FRTB SA
Led desk-level IMA/SA readiness programme, 2025
18 policies
Rewritten or authored under Basel IV transition
Experience
HSBC Global Banking & Markets, London
- Owned the VaR and SVaR limit framework for the Rates and FX trading desks; redesigned breach escalation protocols that reduced breach frequency by 62% year-on-year.
- Led HSBC UK's FRTB Standardised Approach readiness workstream — coordinating risk, technology, and finance teams across 4 countries to meet PRA timelines.
- Authored 18 risk policies and procedures under Basel IV transition; presented final drafts to Group CRO and Board Risk Committee.
- Managed team of 4 risk analysts; responsible for performance reviews, development plans, and daily oversight of reporting deliverables.
- Acted as SME for 3 PRA supervisory information requests; all submissions made on time and without material follow-up queries.
HSBC Global Banking & Markets, London
- Produced daily regulatory capital (RWA) reporting for the Markets division; identified and corrected a £420m RWA misclassification in the SA-CCR counterparty calculation.
- Supported ICAAP stress testing cycle; built the market risk stress module in Excel/VBA covering 6 historical scenarios.
- Represented the risk function in 3 cross-functional Basel III CRR2 implementation working groups.
HSBC Global Banking & Markets, London
- Produced daily P&L attribution and VaR reports for the Rates desk; investigated and resolved 15+ P&L explain variances in first year.
- Automated month-end reporting suite using Excel VBA, reducing manual effort by 8 hours per cycle.
- Completed GARP FRM Part I & II while in role; awarded internal risk scholarship.
HSBC Holdings, London
- Completed 12-month rotational graduate programme across market risk, compliance monitoring, and operational risk teams.
- Awarded "Best Graduate Project" for conduct risk dashboard built in Power BI, deployed to 3 business lines.
Technical Skills
- Market risk (VaR, SVaR, ES, stress testing)
- Regulatory capital (Basel III/IV, CRR2, FRTB)
- Murex (trade capture, risk ladder reporting)
- Excel VBA (advanced — automated reporting)
- Python (basic — risk data analytics)
- Power BI (dashboard design)
- Bloomberg Terminal
- SA-CCR / IMM counterparty credit risk
- FCA conduct regulation (MAR, SYSC, COBS)
Education
MSc Finance (Distinction)
Sep 2016 – Sep 2017
City, University of London (Bayes Business School)
Licenciatura en Administración y Dirección de Empresas (equivalent: BSc Business)
Sep 2011 – Jun 2016
Universidad Complutense de Madrid — Specialisation: Finance & Accounting, GPA 9.1/10