Flag job

Report

Lead AVP - Decision Sciences

Min Experience

6 years

Location

Asia Pacific-India-West Bengal-Kolkata

JobType

Permanent - Full Time

About the job

Info This job is sourced from a job board

About the role

This role will be responsible for supporting Wholesale Risk Analytics and data driven decision making across the regions and Group. The role is expected to work towards credit risk model development which includes wholesale economic response models (Stress Testing, IFRS9, Economic Capital) for multiple portfolios and business decision making (planned) in close collaboration with Business heads, Risk (WCRM), Regional counterparts, Finance, MRM & Data team. This role should lead in delivering at least one of the following key wholesale risk model engagements: Development, validation, and maintenance of Wholesale Economic response models (Stress Testing, IFRS9) including PD, LGD, ECL for wholesale clients Expectation is to demonstrate an expertise in highly technical areas (e.g. statistical regression analysis, statistical model builds of PD, LGD and EAD models), as well as a deep understanding of the Wholesale business environment and its associated credit products.

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
sas
matlab
sql