Risk Analytics and Modelling

Job description

En HSBC estamos comprometidos a construir una cultura donde todos los empleados y clientes sean valorados independientemente de su sexo, edad, orientación sexual, etnia, discapacidad, creencia religiosa, antecedentes o cualquier otro aspecto personal diferente."

“Los empleados de HSBC actuamos mostrando integridad con valor, manteniéndonos firmes en lo que es correcto. Somos confiables, nos mostramos abiertos a diferentes ideas y culturas y estamos conectados con los clientes, la comunidad, los reguladores y entre nosotros.”


Subdirector of LAM Wholesale Analytics
Role Purpose:
Coordinate, manage and lead a team for the development, validation and monitoring of statistical credit risk models for the Wholesale portfolio under PRA and IFRS Standards (Rating Models, Probability of Default, Loss Given Default, Exposure at Default, Expected Loss, etc. under Through the Cycle (TTC) and Point in Time (PIT) approaches, as well as the attend to local and British regulator requirements.
Principal Accountabilities:
· Lead and guide an expert team in the developing of local models for the estimation of the Wholesale Credit Risk parameters that have direct impact in the estimation of profitability, reserves and capital calculations.
· Define an effective strategy for the Wholesale Credit Risk model management and development.
· Support the business and credit areas with clear and effective analytic tools for supporting the credit allocation, follow up and definition of risk management strategies.
· Ensure that all requirements established by the authorities in relation to the developed models are fulfilled.

Knowledge & Experience / Qualifications
Knowledge: Five or more years of experience.
Degree: Undergraduate and Master Degree in areas related to Finance, Mathematics, Statistics, Physics, Economics, or Actuarial Sciences.
•High level of English. •Basel II. •MS Office. •SAS. •Probability and Statistics. •Credit Risk. •Local and international regulations. •Data bases management.
Skills • Project and people Management. •Leadership. •Proactivity. •Highly analytic. •Effective communication, both oral and written. •Staff motivation. •Engagement and negotiation. •Time management. Team work. Work under pressure.

Desired profile

Qualifications :

En HSBC estamos comprometidos a construir una cultura donde todos los empleados y clientes sean valorados independientemente de su sexo, edad, orientación sexual, etnia, discapacidad, creencia religiosa, antecedentes o cualquier otro aspecto personal diferente."

“Los empleados de HSBC actuamos mostrando integridad con valor, manteniéndonos firmes en lo que es correcto. Somos confiables, nos mostramos abiertos a diferentes ideas y culturas y estamos conectados con los clientes, la comunidad, los reguladores y entre nosotros.”


Subdirector of LAM Wholesale Analytics
Role Purpose:
Coordinate, manage and lead a team for the development, validation and monitoring of statistical credit risk models for the Wholesale portfolio under PRA and IFRS Standards (Rating Models, Probability of Default, Loss Given Default, Exposure at Default, Expected Loss, etc. under Through the Cycle (TTC) and Point in Time (PIT) approaches, as well as the attend to local and British regulator requirements.
Principal Accountabilities:
·  Lead and guide an expert team in the developing of local models for the estimation of the Wholesale Credit Risk parameters that have direct impact in the estimation of profitability, reserves and capital calculations.
·  Define an effective strategy for the Wholesale Credit Risk model management and development.
·  Support the business and credit areas with clear and effective analytic tools for supporting the credit allocation, follow up and definition of risk management strategies.
·  Ensure that all requirements established by the authorities in relation to the developed models are fulfilled.

Knowledge & Experience / Qualifications
Knowledge: Five or more years of experience.
Degree: Undergraduate and Master Degree in areas related to Finance, Mathematics, Statistics, Physics, Economics, or Actuarial Sciences.
•High level of English. •Basel II. •MS Office. •SAS. •Probability and Statistics. •Credit Risk. •Local and international regulations. •Data bases management.
Skills • Project and people Management. •Leadership. •Proactivity. •Highly analytic. •Effective communication, both oral and written. •Staff motivation. •Engagement and negotiation. •Time management. Team work. Work under pressure.