Risk Analytics and Modelling

at  HSBC

Job description

Role holders will carry out activities that will include most of the following:

• Co-ordinate and manage projects; typically working on smaller projects/assignments
• Assisting in delivery of larger projects
• Implementing company policy and contributing to the attainment of functional results
• Ensuring the quality of tasks/services provided by colleagues, involving regular process checks or the review of output by a co-worker and/or supervisor
• Providing advice and assistance through application of acquired knowledge
• Identifying and escalating issues
• Communicating technical or sensitive information
• Co-ordinating and overseeing work for a small team to meet agreed deadlines
• Management responsibility for a team, including people, objective setting and performance
• Providing general guidance/direction to mentor members of the team or develop their skills
• Understanding and adhering to established policies and procedures in own team
• Supporting change initiatives and escalating any concerns

Requirements

• Desirable Bachelor degree in Risk Management, Applied Mathematics, Finance or Economics, Actuarial Sciences, engineering, Management or Business Administration.
• Personal financial services and consumer finance.
• Experience on financial measures and accountability.
• English skills basic- intermediate
• Analytical skills and decision-making abilities.
• Desirable knowledge in programming language (SAS, Phyton, etc

PRINCIPAL ACCOUNTABILITIES AND RESPONSIBILITIES:

• Understand the data and complete data definitions / requirements for Business Glossary
• Provide a data lineage view to discover the data flow/movement from its source to destination via various changes.
• To analyze and to develop risk strategy which includes:
• Back testing analysis
• Swap set
• Simulation vintages
• Internal and external score matrix
• Creation of Level of risks
• Approval rate impacts ( CorWA, RoTE)
• Segmentation
• Credit line asignment
• Benchmaking line matrix
• Final impact calculation
• To optimize MI and process
• To meet agreed deadlines
• To provide advice and assistance through application of acquired knowledge
• To be able to communicate technical information to Senior Management
• To support change initiatives
• To identify and escalate issues / concerns
• To be prepare and open to work with innovative tools such as Cloud, quantum computing, etc.
• Advise on change activities which involve data sources, affect data processes or impact data service provision
• Maintain good relations with external customers, internal customers through an effective service and communication.
• Follow up the implementation of risk processes in business unit.
• Attend activities related to Model governance and model performance tracking.
• Monitoring and inform senior management about any deviation of the models and proposed actions or remediation plans in coordination with RBWM Risk team.
• Support business areas assisting and directing the actions of portfolio regarding the management and use of statistical models.
• Maintain good relations with internal customers through an effective service and communication, build connections, be externally focused and collaborate across boundaries.
• Control of models risk, ensuring that they are in compliance with all regulations and their residual risk are in line with our Risk Appetite.
• Development of innovative analytical solutions to improve model governance, reporting and customer risk management.
• Operate efficiently and effectively processes related to data preparation and manipulation, model development and report generation aiming to facilitate the outputs interpretation.

Requirements

• Desirable Bachelor degree in Risk Management, Applied Mathematics, Finance or Economics, Actuarial Sciences, engineering, Management or Business Administration.
• Personal financial services and consumer finance.
• Experience on financial measures and accountability.
• English skills basic- intermediate
• Analytical skills and decision-making abilities.
• Desirable knowledge in programming language (SAS, Phyton, etc)

Role holders will carry out activities that will include most of the following:

• Co-ordinate and manage projects; typically working on smaller projects/assignments
• Assisting in delivery of larger projects
• Implementing company policy and contributing to the attainment of functional results
• Ensuring the quality of tasks/services provided by colleagues, involving regular process checks or the review of output by a co-worker and/or supervisor
• Providing advice and assistance through application of acquired knowledge
• Identifying and escalating issues
• Communicating technical or sensitive information
• Co-ordinating and overseeing work for a small team to meet agreed deadlines
• Management responsibility for a team, including people, objective setting and performance
• Providing general guidance/direction to mentor members of the team or develop their skills
• Understanding and adhering to established policies and procedures in own team
• Supporting change initiatives and escalating any concern