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AVP - Stress Test Modelling, Finance Operations

Min Experience

7 years

Location

Bangalore, India

JobType

Permanent - Full Time

About the job

Info This job is sourced from a job board

About the role

Lead a small team of modelers in developing best in class statistical/analytical/ML models in Python and deploying these across various products & portfolios for internal and regulatory stress testing programs Be involved hands-on across the various stages of modeling life cycle like defining model scope to model development, validation, testing, documentation, scenario analysis etc. Lead model execution to generate quality modeled output for the consumption of senior business leaders & regulators. Translate model outputs into forecasted business outcomes and explain them to business stakeholders. Provide analytical solutions by drawing linkages between model outcomes, portfolio specific nuances and internal and external regulations Support development and deployment of new tools and modelling techniques – Python, R, Machine Learning solutions, cloud (preferred) to live business problems on a day-to-day basis. Drive business benefits through self-initiated projects. Act as a Subject Matter Expert (SME) in modeling. Ensure adherence with all the applicable compliance policies (Data security policy, AML, operational risk, Functional manual, Group Compliance Manual, Audit recommendations, Internal Control requirements, regulatory guidelines etc.) and business standards of Organization as applicable. Take timely action on Audit comments and be able to demonstrate compliance with Internal controls Stay on top of changing regulatory needs, reporting standards and understand their impact on the models Work with multiple stakeholders/functions on multiple projects simultaneously and deliver in a timely, efficient and effective manner, while understanding the overall objective. Lead a modelling team in ADA Analytics whose purpose is to support the bank's Global Strategic Planning & Stress Testing program Lead the end-to-end modeling lifecycle for a suite of Stress test and PPNR models, along with supporting regulatory stress test submissions for a range of portfolios. Support model governance and ensure compliance with external regulation and internal governance processes

About the company

HSBC is one of the largest banking and financial services organisations in the world, with operations in 62 countries and territories. We aim to be where the growth is, enabling businesses to thrive and economies to prosper, and, ultimately, helping people to fulfil their hopes and realise their ambitions.

Skills

python
r
machine learning