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Risk Analytics and Modeling Manager
hace 2 meses
We are seeking an experienced professional to join our team as a Risk Analytics and Modeling Manager at Hsbc.
Job Summary:
The Risk Analytics and Modeling Manager will be responsible for the entire lifecycle of models, from collecting and cleaning data to developing and implementing statistical models. The ideal candidate will have strong programming skills in R and SQL, as well as experience with stress testing and model implementation.
Main Responsibilities:
- Develop and maintain internal development tools used for stress testing and monitoring
- Collaborate with stakeholders to understand business needs and develop models that meet regulatory requirements
- Execute the whole CCAR stress testing cycle, including model development, implementation, and data quality
- Work with CECL/IFRS 9 BAU process using Python and SAS to maintain the CECL tool
- Analyze inputs and outputs from CCAR/CECL to identify consistency in model results
- Prepare presentations and reports to present results to senior management
Requirements:
- Strong programming skills in R and SQL
- Experience with stress testing and model implementation
- Knowledge of regulatory requirements, including Basel II, IFRS 9/CECL, and Stress Testing (CCAR)
- Ability to work under tight timelines and prioritize tasks effectively
- Strong analytical and problem-solving skills
What We Offer:
As a Risk Analytics and Modeling Manager at Hsbc, you will have the opportunity to work with a talented team of professionals and contribute to the development of advanced analytics capabilities. We offer a competitive salary and benefits package, as well as opportunities for professional growth and development.