VP Risk Analytics and Modelling

We are currently seeking an experienced professional to join our team in the role of Risk Analytics and Modelling.

Global Risk Analytics (GRA) plays a vital role in measuring and assessing the bank’s financial and non-financial risks. We build sophisticated models and analytical solutions that quantify key risk metrics, inform business decisions and support regulatory and financial reporting obligations.

Within HSBC’s Global Capability Network - a shared Centre of Excellence of 2000+ professionals across Bangalore, Kolkata, Guangzhou, Krakow and Mexico - you’ll help deliver advanced analytics that supports senior management decision making and addresses evolving regulatory expectations across the model lifecycle.

Responsibilities:

• Develop A-IRB models for US wholesale portfolios.
• Develop credit decisioning for US wholesale portfolios.
• Partner closely with model monitoring teams to understand performance results and act on any deterioration in model performance.
• Provide extensive support in creating the Reference Data Set (RDS) used for model development, calibration and monitoring.
• Support data migration and scorecard migration projects.
• Play an active role in model implementation activities including execution and testing.
• Collaborate with Finance teams to improve and streamline the RWA process in line with regulatory permissions.
• Contribute to meeting internal model risk governance requirements across the full model lifecycle.
• Support business user teams in running scorecards for deals and interpreting scorecard outcomes.
• Communicate effectively with regional and Group stakeholders to support consistent understanding of risk models and best practices.
• Provide bespoke analysis to support new business including risk and capital assessments.

Requirements:

• 10+ years’ experience in wholesale credit risk modelling with strong hands-on expertise in the IRB/A-IRB framework including development and/or calibration of PD/LGD/EAD models and regulatory capital estimation.
• Master’s degree (or above) in a quantitative discipline such as Mathematics, Statistics, Economics, Computer Science or Data Science.
• Strong quantitative analytics capability and experience using advanced tools for numerical analysis and process automation. Working knowledge of Python, AI agents, SAS, SQL and MS Excel is preferred.
• Deep knowledge of IRB-related regulatory requirements and model risk management best practices including model performance monitoring, model assessment/validation support and remediation of model findings.
• Proven ability to communicate the business and regulatory implications of analysis and findings to Senior Management.
• Strong written and verbal communication and presentation skills with the ability to explain complex technical concepts to non-technical audiences.
• Fluent English and confidence working with multicultural teams across multiple locations (US, India and UK).
• Ability to work independently and collaboratively, manage stakeholders and deliver under pressure to tight deadlines with high attention to detail.
• Strong business acumen within a large global banking group and curiosity to explore new data, tools and industry trends to improve outcomes.

Benefits: 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.