Risk Analytics Specialist

hace 3 semanas


Xico, México Hsbc A tiempo completo

Job Title: Risk Analytics Specialist

Job Summary:

A Risk Analytics Specialist is responsible for the end-to-end model lifecycle for credit models used for risk management, capital (IRB) and provisions (IFRS9) for wholesale portfolios in Latin America. This includes Mexico, Argentina, Brazil, Chile, and Uruguay. The role involves active management and interaction of stakeholders inside and outside Mexico, including business representatives, Global Risk Analytics (GRA) teams, independent reviewers, internal and external auditors, and regulatory authorities.

Main Responsibilities:

  • Responsible for data gathering, model development, model implementation, model approval, governance, and model monitoring for models under their responsibility.
  • Coordinate and review the work plans in the development of models and methodologies for credit risk quantification, both for regulatory uses and for management of the credit portfolio.
  • Present matters related to model risk and model lifecycle in governance forums (model performance, model use, overrides, etc.).
  • Communicate progress, changes in calendars, and their rationale to stakeholders.
  • Coordinate the necessary training and dissemination for the use and understanding of credit risk analysis and measurement tools for users and teams that interact with the models.
  • Certify the maintenance of the model inventory, ensuring that all evidence of the model cycle is documented.
  • Have a deep understanding of global models implemented in the region, being able to explain to local users, reviewers, auditors, and regulators.
  • Review and quantify the change in regulatory requirements under local and international standards (PRA, ECB, CNBV, BCRA, IFRS9, etc.) concerning credit risk models and their effects on HSBC's balance sheet (Capital, Assets Weighted by Risk, Provisions, Reserves).
  • Make impacts in conjunction with Finance of changes resulting from the implementation of new models, adoption of IRB-F/IRB-A methodologies in the portfolio or regulatory changes (i.e., Basel 3).

Requirements:

  • Strong abilities to lead with impact: manage, motivate, and train people reporting to them; manage multiple stakeholders; manage complex and long-term projects.
  • More than 7 years of experience with credit risk models (end-to-end modelling process).
  • Knowledge of regulation for capital and provision: Basel (II and III) regulation and IFRS9 requirements.
  • Fluent English & Spanish spoken.

About HSBC:

HSBC is committed to building a culture where all employees are valued, respected, and where their opinions count. We want to build a culture where our employees are comfortable in bringing their whole self to work, regardless of gender, age, sexuality, ethnicity, disability, religious belief, background, and any other aspect of personal difference. At HSBC, we are oriented towards guaranteeing gender equality and constant training for our employees as well as the protection of their labor and social rights.

At HSBC, we offer our colleagues a greater number of days so that they can fully enjoy their wedding, take care of the new member of the family, or grieve the loss of a family member. Our paid leave package is at the forefront in Mexico, now you have one more reason to be HSBC and proudly live a culture of well-being, balance, and care.



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