HSBC Group

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 Vice President - Decision Sciences.

Principal responsibilities

• This role should lead in development, validation, and maintenance of Credit Risk Economic Capital Models (Wholesale Economic Response models) for wholesale and retail clients.
• Expectation is to demonstrate an expertise in highly technical areas (e.g. Option Pricing and Monte-Carlo simulations), as well as a deep understanding of the Wholesale and Retail 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.
• Create SMEs in the team to be able to own more complex functional roles sitting out of GRA India.Engage with team leads, senior management, project owners and project sponsors as well as model reviewers and approvers.
• Follow the global model standards when supporting model development, validation, and monitoring. Developing a good understanding of risk data flows from customer and product systems through to the finance and regulatory reporting systems
• Translating and presenting technical work into more acceptable form in order to get the stakeholders' buy-in. Strong coding skills in Python, R, SAS, Matlab, SQL etc. would be essential.
• Managing large and motivated offshore team.Relevant analytics experience in banking domain Regulatory Risk// IFRS9 risk analytics/ Stress testing
• Good exposure to credit model methodologies data requirement for Stress Testing, AIRB and IFRS 9 modelling
• Knowledge of AIRB/IFRS9 PD, LGD or EAD credit model development would be a plus. Decent understanding and interpretation of regulatory rules. Certifications like FRM, CQF or SCR will be preferable

• 13+ years of experience into relevant quantitative field experience into Analytics domain, preferably risk analytics and Banking
• People management : must have people lead experience of managing large team atleast for 2-3 years previously
• Continuous adaptation to business environment under constant and occasionally dramatic change in response to the economic environment, updated regulations, and changing business tactics.
• Resources and training, fostering a compliance culture and optimizing relations with regulators
• Relevant analytics experience in banking domain Regulatory Risk/ IFRS9 risk analytics/ Stress testing
• Good exposure to credit model methodologies data requirement for Stress Testing, AIRB and IFRS 9 modelling
• Knowledge of AIRB/IFRS9 PD, LGD or EAD credit model development would be a plus.Decent understanding and interpretation of regulatory rules
• Strong coding skills in Python, R, SAS, Matlab, SQL etc. would be essential.Certifications like FRM, CQF or SCR will be preferable.

You’ll achieve more when you join HSBC.

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