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 advaced 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 analytics capabilities to enable smarter decisiones and drive profitable growth. Rightly positioned in the two major intellectual hubs of India, Poland and China, it attracts a rich mix of resources across business consulting, data analysts, decisiones scientists and advance analytics professionals. Being in these locations also enables HSBC to leverage talent from the rich academic andt start-up ecosystem to keep up to date with the latest in the industry.

Today, the GAC team generates value across the group through a wide variety of data and analytic solutions and related business consulting. GAC has become a one-stop shop for the group's analytic needs leading the integration of analytics and data-driven decisions not only in traditional areas such as Risk, Retail, Wholesale, Private Commercial Banking but also in new domains such as Regulatory, Operations, Procurement, Human Resources, and Financial Crime Risk. It provudes support to various business groups and the job involves data analysis, model and strategy development Implementation, Business Intelligence, reportiong and data management.

Main activities:

GRA plays a vital role in the measurement and assessment of financial and non-financial risks for the bank. We utilize sophisticated models to provide analytical solutions and tools to quantify key risk metrics used to inform business decisions and meet regulatory and financial reporting obligations. Regulations continue to evolve with various model risk management focused initiatives, stipulating wide-reaching changes for assesing model risk management throughout the model life cycle. A line balance is needed to adhere to regulatory changes and support to achieve our strategic objectives.

Responsible for the entire lifecycle of model - collecting data, clean sata, understand business needs, statistical knowledge to identify the best methodology to develop the model adjust model development accordingly to SME challenges.Strong programming skills in Python (MLFLOW) and SQL to automatize and give maintenance to internal development tool used for Stress testing, monitoring, etc. (STAT tool).Follow up with internal model reviewers the 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 programming 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 (ECLAC 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 based on its use case (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 constantly looking for new methodologies and tools to improve models and optimize full process.