Manager - Risk Analytics and Modelling

Job description

Job description

Role purpose

·  Directly influence the operational effectiveness of the functional/functional unit
·  Co-ordinate and manage projects; typically working on large, moderately complex projects/assignments
·  Management responsibility for a team; including people, objective setting and performance
·  Support decisions through advice, counsel or services in area of specialisation
·  Accountable for delivery against prescribed targets, budgets and resourcing and responsible for volume, quality, and timeliness of end results
·  Act as initial point of escalation for team members
·  Adhere to and actively support established policies and procedures in own team
·  Support change initiatives and embed change initiatives within own team

Main activities

·  To develop the internal prepayment models for the different retail credit portfolios.
·  To monitor performance or the internal prepayment models.
·  To enhance/upgrade/maintain the internal prepayment models.
·  To perform prepayment analytics.
·  To support the model owner in the implementation of the models.
·  To coordinate Local Regulator’s approval for the usage of the mortgage internal prepayment model for capital requirement.
·  To prepare material for ALCO, RMM, IRRMM committees regarding the prepayment models and related analytics.
·  To create MI and distribute it to key stakeholders for understanding prepayment performance as well as models performance.

Requirements

·  Economics, Engineering, Statistics, Mathematics, Business Management, or equivalent academic background.
·  Previous experience in Risk and/or Governance related matters (3+ years).
·  Intermediate- Advance English
·  Experience in audit review projects.
·  High Analytical skills including data exploration, data mining, computer programming and statistical model development methods.
·  Business skills with understanding of lending products from marketing, pricing and policy perspective and correlation with risk strategies definition.
·  Analytical skills and decision-making abilities.
·  Planning, organisation skills, negotiation skills, ability to influence people and effective communication.
·  Accountability and compromise with target dates.

HSBC is an equal opportunity employer committed to building a culture where all employees are valued, respected and opinions count. We take pride in providing a workplace that fosters continuous professional development, flexible working and, opportunities to grow within an inclusive and diverse environment. We encourage applications from all suitably qualified persons irrespective of, but not limited to, their gender or genetic information, sexual orientation, ethnicity, religion, social status, medical care leave requirements, political affiliation, people with disabilities, color, national origin, veteran status, etc., We consider all applications based on merit and suitability to the role.