Job description

Role Title: Portfolio Analytics Manager

Business: Risk

New or Existing Role: New

Grade: GCB4

Some careers have more impact than others.

If you’re looking for a career where you can make a real impression, join HSBC and discover how valued you’ll be.

Global Risk is a thriving and expert risk management function supporting HSBC globally with all aspects of risk management. The team actively manages a varied and dynamic range of risk types, including security, fraud, information security, contingency, geopolitical, operational, credit, pension, insurance, financial crime and regulatory compliance, market and reputation risks. All parts of the Global Risk team use their skills, insight and integrity to handle established threats and those they see emerging, acting to protect and enable HSBC to deliver sustainable growth.

We are currently seeking an ambitious individual to join our team as Portfolio Analytics Manager, working together with colleagues to define, manage and achieve divisional business targets.

Role purpose:

To develop wholesale credit PD, LGD, EAD and impairment projection models and methodology for use in Stress Testing, IFRS9 and portfolio management.  Work with Change Delivery and stakeholders in Risk, Finance and the Global Businesses to make sure that models are implemented in a robust, globally consistent manner, and are used to support Business decision making, risk management, accounting and regulatory requirements.

In this role, you will:

• Develop, validate, and maintain Stress Testing & IFRS9 methodologies.
• Provide global methodology frameworks, development and assessment procedures, oversight and review of regional model developments, functional specifications for globally consistent model implementation.

Requirements

To be successful in the role, you should meet the following requirements:

• MSc and / or Ph.D. in a quantitative quantitative or technical field such as Statistics, Mathematics, Physics, Operational Research, Computer Science
• Good understanding of statistics and familiarity with sophisticated tools for numerical analysis
• Good knowledge of wholesale credit analytics, as well as wholesale credit business and wholesale credit products
• Knowledge in programming in Python, SAS, R, MATLAB.
• Knowledge of PD, LGD and EAD modelling
• Knowledge of impairment assessment approaches IFRS 9 and/or Stress Testing
• Understanding of model governance and controls
• Relevant working experience in a bank, rating agency, consultancy or advisory firms
• Open personality with effective communication skills
• Manages self to deliver own work within timelines and prioritise competing demands
• Open personality and effective communication skills, ability and flexibility to work in an international team
• Ability to organise presentations, trainings, workshops and to drive negotiations with senior management
• Ability to write clear and understandable documents
• Ability to lead, manage and successfully deliver projects within the agreed time scale, in liaison with all relevant stakeholders: model owners, credit, business, IT, senior management, audit and regulators.

You’ll achieve more when you join HSBC. 

https://www.hsbc.com/careers

HSBC is 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. Personal data held by the Bank relating to employment applications will be used in accordance with our Privacy Statement, which is available on our website.

Issued by The Hong Kong and Shanghai Banking Corporation Limited.

As a business operating in markets all around the world, we believe diversity brings benefits for our customers, our business and our people. This is why HSBC is committed to being an inclusive employer and encourages applications from all suitably qualified applicants irrespective of ethnicity, religion, age, physical or mental disability/long term health condition, marital status, sexual orientation, gender identity, gender expression, genetic information (including characteristics and testing), military and veteran status, and any other characteristic protected by local law in the jurisdictions in which we operate. Within the work place you will have access to various employee resource groups which aim to promote and achieve a healthy work / life balance and support our diversity ambitions. HSBC has in place processes in order to avoid nepotism, which means to avoid creating circumstances in which the appearance or possibility of conflicts of interest may exist within the hiring process.

Personal data held by the Bank relating to employment applications will be used in accordance with our Privacy Statement, which is available on our website