AVP - Stress Test Scenario

Job Description

Forecasting macroeconomic/climate risk scenarios using quantitative techniques and analytical tools. Lead the development of structural economic or transition risk models and quantitative analysis tools. Address technically challenging regulatory and senior HSBC stakeholder s requests including macroeconomic challenges using advanced quantitative techniques. Responsible for end-to-end execution of the process ie identifying issues, proposing solutions, implementation & production. Managing macroeconomic & market data for several economies & support projection activities for key countries. Attention to details and ability to make independent judgments that support decision making for senior management. Ensure personal integrity and adherence to established HSBC policy on conduct, compliance, and ISr Builds trust of partners (onshore and offshore), juniors and seniors alike by demonstrating HSBC values & practices. Able to build strong relationships with finance and business teams. Actively manage team s workload ensuring that prioritization of activities. Coaching and technical support to junior team members on a need basis. Understand team members training needs and take initiative to follow through their development plan in conjunction with line manager. Requirements 5+ years experience in the financial service industry which includes experience in stress testing or macro-economic scenario designing. Preferred experience with global banks, regulators and consulting relevant roles. Strong understanding of macroeconomics, transition risk variables and its fundamentals. Understanding of Regulatory Capital and Climate stress test and related regulatory frameworks. Post-graduate degree with relevant field (Economics/ Statistics). Experience in analysing and designing models to capture relationships between Global macro economy, market and transition risk variables. Strong written and verbal communication skills eg PowerPoint presentations to summaries and communicate analytical outcomes. Ability to manage multiple, ad-hoc requests, meet quick turnaround times, and manage stakeholder expectations. Experience in Climate risk analytics and transition risk modelling. Excellent coding skills in latest statistical packages/apps SAS/R/Python. Interpersonal skills and proven ability to work we'll in a team, be cooperative and open, and embrace diversity. Good knowledge of regulatory requirements as we'll as financial accounting in the Banking Industry. Certifications such as FRM and/or SCR or other professional qualifications.