Vice President - Credit Risk Modelling

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.

HSBC is one of the largest banking and financial services organisations in the world, with operations in 62 countries and territories. We aim to be where the growth is, enabling businesses to thrive and economies to prosper, and, ultimately, helping people to fulfil their hopes and realise their ambitions.

We are currently seeking an experienced professional to join our team in the role of Vice President-Credit Risk Modelling

Business: Finance 

Principal responsibilities

• Defining requirements for the Retail model changes with Global Analytics Centre and Retail Credit Risk.
• Conducting analysis of data sources versus requirements and design, document and implement the solution
• Supporting testing (FT & UAT) and overall delivery of the solution by working together with the Delivery Manager and other suppliers (e.g. IT).
• Ensure that the delivered SAS solution follows robust, industrialized procedures and meet the required audit and SOX requirement applicable to IFRS 9
• Perform the development (coding) documentation and implementation of IFRS9 expected credit loss models with SAS toolset for Retail Credit Risk, covering: technical design and documentation, coding of the component, testing of the component.
• Ensure that the delivered SAS solution follows robust, industrialized procedures and meet the required audit and SOX requirement applicable to IFRS 9

• Ownership of minimum SAS development standards for IFRS9 SAS testing activities to ensure strong, repeatable and consistent SAS processing.