Job description

If you’re looking for a career where you can make a real impression, join our Global Service Center (GSC)- HSBC and discover how valued you’ll be.

We are currently seeking an experienced professional to join our team in the role of 

Risk Analytics & Modelling Manager  

Role purpose:

Global Analytics Center (GAC), is a hub of advanced analytics competency, providing high-end analytics services across global businesses and global functions. Set-up in India in 2004, GAC has matured into a shared Centre of Excellence comprising 2000+ professionals with offices in Bangalore, Kolkata, Guangzhou, Krakow and Mexico. The work done in GAC forms a vital input towards for strategic planning by the senior management for businesses and enables effective decision making along with addressing unforeseen challenges.

GAC is an innovative community leveraging the best of data and analytics capabilities to enable smarter decisions and drive profitable growth.

Main activities: 

  • Responsible for the entire lifecycle of model – collecting data, clean data, understand business needs, statistical knowledge to identify the best methodology to develop the model, adjust model development accordingly to SME challenges. Strong programing skills in R(shiny) and SQL to automatize and give maintenance to internal development tool used for Stress testing, monitoring etc (STAT tool).
  • Follow up with Indepente Model Review (IMR) model development challenges, model implementation, and data quality from CCAR execution.
  • Responsible for execution of whole CCAR stress testing cycle, which implies strong knowledge of models used for NCO and ACL, good programing skills and willingness to work under tight  time lines.
  • Work in CECL/IFRS 9 BAU process use of Python and SAS to give maintenance CECL tool (ECLACT TOOL).
  • Fast learner, willing to learn new methodologies and complex process in short time of period, focus in detail as all models are different and each of them have its own singularity.
  • Ensure models are conceptually sound and meet all regulatory requirements based on its use case (e.g., Basel II, IFRS 9/CECL, Stress Testing (CCAR), PRA).
  • Analyse inputs, and outputs from CCAR/CECL to identify consistency in model results, prepare PPT with results to present and solve Senior management questions.
  • Support key decision-making processes including, not limited to stress testing, capital allocation, strategic decision-making, and performance measurement.
  • Function as an individual contributor of technical expertise for the area and constantly looking for new methodologies and tools to improve models and optimize full process. 
Requirements
  • 5+ years of experience of developing predictive models leveraging statistical and (or) machine learning methods to solve complex business problems, credit risk and stress testing modelling experience is a plus.
  • At least Master's degree in a quantitative discipline, e.g. Mathematics, Statistics, Economics, Computer Science, Data Science.
  • Proficiency in SAS / R, Python, and MS Office tools like Excel & PowerPoint, proficient in git version control.
  • Extensive experience with Machine Learning APIs and computational packages (e.g. Scikit-Learn, Numpy, SciPy, Pandas, stats models)
  • Familiarity with data table operations (SQL, BigQuery, etc)
  • Should be able to work both individually and collaboratively in teams.
  • Experience with automatizing complex models under big data approach in R-Shiny, Python, GCP
  • Experience in backend maintenance of internal tools (R-Shiny, Python, GCP)
  • Must be proficient in English as the jobholder will work closely with a multicultural team placed in several countries (US, India, Poland, UK).
  • Strong communication and presentation skills (both verbal and written) and ability to develop and effectively communicate complex technical concepts and ideas to non-technical/analytical recipient is a must.
  • Strong interpersonal, organizational skills and willingness to work under pressure and tight deadlines.
  • Highly detail oriented as it is needed to work with different Regulations         

 

You’ll achieve more when you join HSBC!

At HSBC we offer our colleagues a greater number of days so that they can fully enjoy their wedding, take care of the new member of the family, or grieve the loss of a family member. Our paid leave package is at the forefront in Mexico, now you have one more reason to be HSBC and proudly live a culture of well-being, balance and care

HSBC is an equal opportunity employer committed to building a culture where all employees are valued, respected and opinions count. We take pride in providing a workplace that fosters continuous professional development, flexible working and, opportunities to grow within an inclusive and diverse environment. We encourage applications from all suitably qualified persons irrespective of, but not limited to, their gender or genetic information, sexual orientation, ethnicity, religion, social status, medical care leave requirements, political affiliation, people with disabilities, color, national origin, veteran status, etc., We consider all applications based on merit and suitability to the role.

Personal data held by the Bank relating to employment applications will be used in accordance with our Privacy Statement, which is available on our website. 

***Issued by HSBC Electronic Data Processing (México) Private LTD***