Must have

• SAS

• R

• SQL

• VBA

• English (C1)

Nice to have

• Degree

• IFRS

• Testing

• Python

Requirements description

What you need to have to succeed in this role

• University degree in a quantitative or technical field.
• Good understanding of statistics and familiarity with sophisticated tools for numerical analysis.
• Minimum 4 years of credit risk modelling experience.
• Good exposure to credit model methodologies and data requirement for A-IRB (preferable), IFRS 9 or stress testing.
• Proven ability to take ownership of your work and solve complex modelling related issues.
• Strong database and credit risk systems experience including coding in Python (preferable), SAS, R, SQL, VBA.
• Good understanding and interpretation of regulatory rules.

Offer description

Some careers shine brighter than others.

If you’re looking for a career that will help you stand out, join HSBC, and fulfil your potential. Whether you want a career that could take you to the top, or simply take you in an exciting new direction, HSBC offers opportunities, support and rewards that will take you further.

Your career opportunity

This role will be responsible for credit risk models development within Wholesale Credit Risk GRA team. The focus will be mainly on supporting AIRB methodology development with possible projects in stress-testing (ST) and IFRS 9 areas. Apart from model development as the dominating area of the work, your involvement in all other stages of risk model lifecycle might be required.

Your responsibilities

1. Work as part of model development teams developing new wholesale credit risk scorecards (PD, LGD, EAD) for global and regional portfolios. Support deployment and maintenance of live models.
2. Support or drive enhancement of existing credit risk scorecards in order to improve their performance or their applicability to other risk measurement or regulatory requirements.
3. Be involved in data improvement initiatives to support model development.
4. Participate in model usage forums, governance committees and technical panels.
5. Liaise with internal Independent Model Review team during model development, model monitoring and review processes.