ID del contrato
- Design, implement and manage advance credit risk analytics solutions that enable effective decision-making, regulatory compliance, and the sustainable management of wholesale credit risk portfolios. This role also addresses emerging risks, including macro-economic stress scenarios, climate-related financial risks, and evolving ESG considerations.
- Execution of the Expected Credit Loss (ECL) framework under IFRS9 Standards for both Group and Local reporting, ensuring accurate and timely credit provisioning. This also includes to ensure the proper staging of credit exposures and compliance with accounting standards, collaborating with finance teams to align risk and financial reporting.
- Support Special Credit Unit (SCU) in coordinating of the Stage 3 ECL assessment including system implementation and MI reporting.
- Engagement of stress testing activities (PRA, EBA, ICAAP, Internal and ICSA) on behalf of wholesale credit risk portfolio to evaluate the impact of adverse macro-economic conditions and to provide insights to senior management and regulators on the resilience of the portfolio under various stress scenarios.
- Calculate and monitor risk appetite and tolerance metrics for ECL and Climate Risk and to support teams for the preparation of governance meeting packs
- Involve in wholesale credit risk models validation, monitoring and calibration activities,
- Involve in delivering regulatory and business critical projects.
- Co-management of relationship with Local/Global or external audit issues and relations related to wholesale credit risk.
- Support and coordinate Climate Risk activities and ESG related regulatory reporting (i.e., disclosures) on behalf of wholesale credit risk for both local and global reporting.
Postulación
- Bachelor’s degree in finance, economics, mathematics, statistics, engineering, data science or related fields. (M); preferably a Master’s degree
- 2-3 years of experience in wholesale or corporate credit risk, risk modelling, or financial analytics.
- Experience in compliance with regulatory frameworks such as IFRS9 or Basel requirements.
- Familiarity with climate risk assessment and ESG integration in credit risk management.
- Knowledge of IFRS9 standards, including Expected Credit Loss (ECL) framework and model implementation; regulatory stress testing framework (e.g., PRA stress testing, regulatory ICAAP) and internal stress testing methodologies as well.
- Experience with macro-economic scenario modelling, including stress testing and sensitivity analysis.
- Understanding of climate-related financial risks, including transition and physical risks, and their integration into credit risk frameworks, familiarity with ESG and impact on creditworthiness.
- Good level of written and spoken English (M)
- Good knowledge of MS Office Applications (M)
- Knowledge of Turkish banking regulations (M)
- Strong communication and presentation skills to explain complex concepts to non-technical stakeholders.
- Ability for strategic thinking, problem solving and team collaboration.
Nombre del recruiter
Cansu Avcı
Email del recruiter
cansuavci@hsbc.com.tr