Principal Accountablities and Responsiblities - The Credit Risk Analytics Manager is responsible for supporting the Regional Head of Wholesale Credit Analytics in the development of wholesale credit IRB models, and the related analytics support in Asia Pacific.
- In addition to the regional responsibilities, the job holder should also ensure global consistency in the development and implementation of wholesale IRB credit methodology, policies and systems
- The role holder is also expected to provide both consultation and support on other risk analytics such as (but not limited to) Stress Testing, IFRS9, Economic Capital and Climate Risk across key customer groups to build shareholder value and profitability and to protect employees, assets and reputation of the HSBC Group via:
- Improved measurement of risk-related capital resources;
- Close alignment between the Risk and Business/Support functions in execution of the role;
- Alignment of the regional Analytics to the Global Analytics via a close and collaborative on-going relationship with Group Risk and the Global Head Global Risk Analytics.
Qualifications - Have a good understanding of credit (PD/EAD/LGD) modelling, in particular within the wholesale environment
- Experienced in banking industry, including experience in Risk and in a business line (preferably corporate).
- Prefer to have a hands-on experience in stress testing and Basel modelling and validation
- Prefer to have experience in Basel and HKMA regulatory capital rules
- Hands on experience in programming language such as (but not limited to) Python, SAS or R
- Be a confident communicator with excellent soft people skills and management skills
- Ability to build effective relationships and liaise effectively with key business areas and management at all levels of the organisation
- Able to work in a dynamic and multinational culture and cope with high pressure
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Issued by The Hongkong and Shanghai Banking Corporation Limited.