Senior Assistant Vice President – Global Risk Analytics

Some careers have more impact than others.

If you’re looking for a career where you can make a real impression, join HSBC and discover how valued you’ll be.

HSBC is one of the largest banking and financial services organisations in the world, with operations in 62 countries and territories. We aim to be where the growth is, enabling businesses to thrive and economies to prosper, and, ultimately, helping people to fulfil their hopes and realise their ambitions.

We are currently seeking an experienced professional to join our team in the role of Senior Assistant Vice President – Global Risk Analytics

Principal responsibilities:

• Lead the model development projects and coordinate with stakeholders as well.
• Functionally drive the development methodologies and design the validation framework
• Engage with credit and businesses to manage model risk.
• Attention to time schedule and resource planning, participate to panel meetings and discussion with business experts, write good quality and comprehensive documentation.
• Maintain HSBC internal control standards, including timely implementation of internal and external audit points together with any issues raised by external regulators.
• Enhanced data processes to allow more efficient model validation and development for SME and Wholesale data marts
• Develop, test and write highly complex application programs, queries and profiles aligned to business goals
  
• Identification of data sources and obtain appropriate access
• Formal model development documentation for sign off
• Help identifying areas which require data remediation and proactively engage with internal stakeholder to address them.
• Support and lead the preparation of data for model build, enhancement and deployment of SME and credit risk models, as directed.
• Lead a team of analysts and guide them with day to day activities including their performance management
• Assist the development team in the preparation of portfolio analysis and impact analysis
• The job-holder’s responsibilities cover scorecard/model development for acquisition and customer management included in the CMB Risk function

• Masters / Ph.D in any numeric discipline :-
• Statistics / Economics
• Engineering (or B-tech with relevance experience)
• Mathematics
• 10 years+ professional experience in financial services & risk scorecard models development experience or regulatory risk model development.
• Candidates with entire model development experience preferably with model documentation and review.

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• Understanding of regulatory implications and relevance, preferably worked in a bank
• Understanding of commercial banking and related products
• Knowledge of data-engineering and industry coding standards would be a plus
• Highly focused on project delivery, attention to detail
• Highly comfortable with solving unstructured business and technical problems
• Excellent written english and verbal communication skills
• Hands-on statistical knowledge with scorecard /econometric model development capability
• Strong collaborative, influencing and team building skills

You’ll achieve more when you join HSBC.

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