Risk Analytics and Modeling Expert

hace 1 semana


Xico, México Hsbc A tiempo completo
About the Role

We are seeking a highly skilled Risk Analytics and Modeling Expert to join our team at Hsbc. As a key member of our Global Analytics Center, you will play a critical role in developing and implementing advanced analytics solutions to support our business strategy.

Key Responsibilities
  • Develop and maintain wholesale credit risk analytic measurements, tools, and models for specific products or portfolios.
  • Ensure models are conceptually sound and meet all regulatory requirements, including Basel II, IFRS 9/CECL, and Stress Testing (CCAR).
  • Support key decision-making processes, including stress testing, capital allocation, strategic decision-making, and performance measurement.
  • Function as an individual contributor of technical expertise for the area.
Operational Risk Management

The jobholder will continually reassess the operational risks associated with the role and inherent in the business, taking account of changing economic or market conditions, legal and regulatory requirements, operating procedures and practices, management restructurings, and the impact of new technology.

Compliance and Regulatory Requirements

The jobholder will implement the Group compliance policy by containing compliance risk in liaison with Global Head of Compliance, Global Compliance Officer, Area Compliance Officer or Local Compliance Officer. The term 'compliance' embraces all relevant financial services laws, rules, and codes with which the business has to comply.

Requirements
  • 5+ years of experience in developing predictive models leveraging statistical and (or) machine learning methods to solve complex business problems, credit risk and stress testing modeling 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, statsmodels).
  • Familiarity with data table operations (SQL, BigQuery, etc).
  • Ability to work both individually and collaboratively in teams.
  • Proficient in English as the jobholder will work closely with the team in the United States.


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