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Senior Analyst, Wholesale Credit Risk

Employer
HSBC
Location
East London, UK
Salary
Competitive
Closing date
Mar 7, 2019

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Job Role
Risk Manager
Sector
Finance
Contract Type
Permanent
Hours
Full Time
We are looking for a number of Senior Analyst to improve HSBC's risk management by providing analytics-based measures of credit risk. Duties: Support and lead the build, enhancement and deployment of credit risk models to support the business and as directed, to allocate RWA, CRR, EAD, LGD, or Economic Capital / provisioning measures. Assist the development team in the preparation of MI, portfolio analysis and impact analysis Help identifying areas which require data remediation and proactively engage with internal stakeholder to address them. Assist with development of new credit risk scorecards, primarily application scorecards, and other models for credit decisions including PD, LGD, EAD for local and/or global portfolios Support or drive enhancement of existing credit risk scorecards in order to improve their performance or their applicability to other risk measurement requirements (e.g. IFRS9 or stress testing) Support deployment and maintenance of credit risk models on new and existing risk systems Support internal review, independent review, and if needed external review processes Support or drive data improvement initiatives to support model development Must have Qualifications: University degree (Masters / PhD.D) in a quantitative or technical field, e.g. Statistics, Econometrics, Engineering, Physics, Maths.Experience: Relevant working experience in a bank, rating agency, consultancy or advisory firm Good understanding of statistics and familiarity with sophisticated tools for numerical analysis Good knowledge of retail and/or wholesale credit process and products Understanding of regulatory implications and relevance (Basel requirements, CRR, CRD) Skills: Ability to prepare clear and effective presentations, training and workshops Open personality and effective communicator, ability and flexibility to work in an international team Ability to write clear and understandable documents Ability to support successful delivery projects within the agreed time scale, in liaison with all relevant stakeholders: team colleagues, model owners, credit, business, IT, senior management and regulators. Strong data management and system deployment skills Strong programming skills in SAS / R / Python and experience of working with large volume of data Able to progress multiple tasks at the same time

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