Job Advert Details
Why join us?

 
Global Risk Analytics (GRA) and Wholesale Credit Risk Portfolio Management (WCR PM) are key sub-functions within Global Risk. The GRA function focuses on risk model development, monitoring, quantitative impact study, model maintenance and performs the role of 1st line of defense with respect to model risk. The WCR PM Function focuses on utilizing the output from the same models, as well as source data, and other system outputs to provide accurate provisions, monitor the wholesale portfolio and highlight any forward-looking concerns in the portfolio.

The Opportunity:

This role will be responsible for supporting the Risk Analytics and data driven decision making across HSBC Turkiye and the MENAT region. The role is expected to support necessary analytics work as part of GRA / PPM and work towards credit risk model development with the Business, Risk (WCRM), Finance, MRM & Data team for MENA Region.

What you’ll do:

Risk Analytics

-This role should support delivery of key risk model engagements:
  • Development, validation, or maintenance of Economic response models (Stress Testing, IFRS9) including PD, LGD, ECL for wholesale clients.
  • Execution of IFRS9 quarterly process, including managing the FEG weights, reviewing and challenging the modelled results, proposing adjustments where necessary, coordinating the necessary approvals and presenting the results at the impairment forum.
  • Execution of Stress Testing for local ad hoc stress tests and providing review and challenge on the Stress Tests conducted by MENAT SPST team
-Expectation is to demonstrate an expertise in highly technical areas (e.g. statistical regression analysis, statistical model builds of PD, LGD and EAD models), as well as a deep understanding of the Wholesale business environment and its associated credit products.
-Knowledge and understanding of portfolio risk drivers, their use and impact on capital requirements; knowledge of regulatory capital and its components.
-Engage with team leads, senior management, project owners and project sponsors as well as model reviewers and approvers.
-Developing a good understanding of risk data flows from customer and product systems through to the finance and regulatory reporting systems
-Supporting local IFRS 9 ECL calculation process for Turkiye’s Credit Portfolios

Information
What you will need to succeed in the role:

• Minimum 6 years of relevant analytics experience in the banking domain, with a focus on Credit Risk model development (Regulatory Capital Models, IFRS9, Stress Testing)
• Master’s degree or higher in Mathematics, Statistics, Economics, Engineering, Computer Science, Management, or other quantitative fields
• Strong coding proficiency in Python
• Experience in financial reporting is preferred
• Proven experience in statistical model development for credit risk
• Decent understanding and interpretation of regulatory rules required for regulatory model development (e.g. Basel, IFRS9 and Turkey specific requirements)
• Ability to work as part of a team with key customers and stakeholders along with shouldering mentoring responsibilities.
• Collaborate with Group and Regional teams to achieve business objectives.
• Strong business acumen with out-of-the box thinking to drive improved business performance.

Strong stakeholder management skills and seamless delivery of analytics initiatives across markets

Nom du recruteur
Elif Alıca
Courriel de recruteur
elifalica@hsbc.com.tr
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