AVP - Global Risk Analytics - BFSI

Business: Global Risk Analytics Role Title: AVP, GAC Global Risk Analytics (Wholesale Risk Analytics)

Role Purpose :

The Global Risk Analytics (GRA) Function is accountable for Model Risk to the Group. GRA, is a newly formed quantitative analytics function spanning across the former HSBC sub-functions of WMR (market risk, CVA, CCR, credit), Operational Risk, Regulatory and Financial Crime Compliance, this is a high risk environment in the financial services industry, with the impact from regulators, customers, shareholders and the media is at an exceptional level, meaning that compliance with the letter and spirit of regulation globally has never been more important.

Global Analytics Centre (GAC) provides analytics support to various group businesses and functions. Typical deliverables include data analysis, providing analytics insights, model development, validation, calibration, strategy development, monitoring and reporting, information management and business intelligence. The deliverables form the basis for strategic planning by the senior management for businesses and enables effective decision making to satisfy business needs and requirements along with addressing unforeseen challenges. The GAC GRA team is an arm of the Group GRA Team supporting the latter with its overall commitments to global businesses and to the regulators.

This role will be responsible for supporting Wholesale Risk Analytics and data driven decision making across the Group and regions.This role reports into the AVP for GAC GRA Wholesale Risk Analytics

Knowledge & Experience / Qualifications :

a. Qualifications

- Masters in any numeric discipline 

- Engineering (or B-tech with relevance experience)

- MS / MBA in Finance

- Stats/Maths

- Economics

b. Experience

- 9+ experience in regulatory risk model development, Economic Capital, Stress testing, risk management is preferred

- Understanding of commercial banking and wholesale related products would be added plus.

- Advance SAS / R / Matlab / Python knowledge is pre-requisite for the role

c. Skills

- Good risk modeling skills with experience to work under the regulatory framework

- Good understanding of wholesale risk and risk systems

- Understanding of regulatory policy and implications and relevance

- Exposure to wholesale credit risk Model Development (in areas of IRB or Stress Testing or IFRS9)

- Systems, datamart or software development or integration experience, as appropriate

- Business change management experience

- Management information and reporting design experience

- Virtually leading and managing various kinds of analytics projects

- Able to progress multiple tasks at the same time

- Enthusiastic, displaying energy, drive and stamina

- Willing to work with colleagues in other areas/time zones where appropriate

- Prior experience in dealing with business partners across the globe

- Analytics project and (or) regulatory reporting skills

- Excellent MS Office skills, SAS, Matlab

- Data manipulation and number crunching

- Able to work independently, with minimal supervision

- Highly focused on project delivery, attention to detail

- Excellent written and verbal communication skills

- Hands-on statistical knowledge with scorecard /econometric model development capability

- Strong collaborative, influencing and team building skills

- Strong analytical and problem solving skills, open minded, flexible, pragmatic

RESTRICTED :

- Strong documentation and summarizing skills for senior audiences