Job description
Role purpose
Develop, validate and monitor statistical models and tools under the standards of the PRA, BANXICO and CNBV, as well as meet the requirements of local and British regulators.
Main activities
- Development of effective models for the quantification of credit risk for capitalization purposes.
- Update and monitor regulations related to credit risk measurement and quantification models.
- Provide the necessary training and dissemination for the use and understanding of credit risk analysis and measurement tools.
- Identify, measure, mitigate, control and report operational risks, especially those related to the measurement and management of credit risk.
- Responsible for providing results with high quality and in the agreed time.
- Support change initiatives and escalate any concerns
Requirements
- Graduate in Finance, Math, Actuarial Sciences, Data Science, Economics or related fields
- Basic knowledge of credit products is required (fixed term loans, revolving loans)
- Basic-intermediate knowledge of financial instruments is required (bonds, derivatives, etc)
- Basic-intermediate knowledge of a bank’s balance sheet and income statement is required
- Proficiency in English is required
- Teamwork is essential
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.