Assistant Vice President - Decision Sciences

Hsbc

4 - 10 years

20 - 25 Lacs

Kolkata

Posted:22 hours ago| Platform:

Apply

Skills Required

SAS Coding Risk analytics Regression analysis Assistant Vice President IFRS MATLAB Financial services Monitoring SQL

Work Mode

Work from Office

Job Type

Full Time

Job Description

Some careers have more impact than others.

We are currently seeking an experienced professional to join our team in the role of Assistant Vice President - Decision Sciences

Principal responsibilities

This role should lead in delivering at least one of the following key wholesale risk model engagements:
Development, validation, and maintenance of Regulatory credit risk models including PD, LGD, RWA for wholesale clients.
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.
Knowledge and understanding of wholesale portfolio risk drivers, their use and impact on capital requirements; knowledge of regulatory capital and its components.
Engage with team leads, senior management, project owners and project sponsors as well as model reviewers and approvers.
Follow the global model standards when supporting model development, validation, and monitoring.
Developing a good understanding of risk data flows from customer and product systems through to the finance and regulatory reporting systems
Translating and presenting technical work into more acceptable form in order to get the stakeholders buy-in.

Requirements

Relevant analytics experience in banking domain / IFRS9 risk analytics/ Stress testing
Good exposure to credit model methodologies data requirement for Stress Testing models, AIRB and IFRS 9 modelling
Knowledge of AIRB/IFRS9 PD, LGD or EAD credit model development would be a plus
Decent understanding and interpretation of regulatory rules
Strong coding skills in Python, R, SAS, Matlab, SQL etc. would be essential. Certifications like FRM, CQF or SCR will be preferable.

More Jobs at Hsbc

Consultant Specialist

Pune

4 - 9 yrs

INR 22 - 27 Lacs

Consultant Specialist

Pune

7 - 12 yrs

INR 22 - 27 Lacs

Agile, Scrum/Consultant Specialist

Pune

8 - 10 yrs

INR 13 - 14 Lacs

Appian Development/Senior Consultant Specialist

Pune

5 - 10 yrs

INR 8 - 13 Lacs

Senior Audit Manager - DBS Ops (Mumbai and Gurgaon)

Pune

5 - 10 yrs

INR 8 - 12 Lacs

Mock Interview

Practice Video Interview with JobPe AI

Start Job-Specific Interview

Start Your Job Search Today

Browse through a variety of job opportunities tailored to your skills and preferences. Filter by location, experience, salary, and more to find your perfect fit.