# VP Risk Analytics and Modelling

**Company**: Risk & Compliance
**Location**: Azcapotzalco, Ciudad de México
**Experience**: senior
**Job type**: full-time
**Category**: Finance
**Industry**: Finance

**Apply**: https://portal.careers.hsbc.com/careers/job/563774612597774?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply
**Canonical**: https://yubhub.co/job/vp-risk-analytics-and-modelling-ec0e5c11-8ee/

## Description

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.

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## Skills

### Required
- Mathematics
- Statistics
- Economics
- Computer Science
- Data Science
- Python
- SAS
- SQL
- MS Excel

### Nice to have
- AI agents

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Source: [Apply at portal.careers.hsbc.com](https://portal.careers.hsbc.com/careers/job/563774612597774?utm_source=yubhub.co&utm_medium=jobs_feed&utm_campaign=apply)