Manager, Regulatory & Risk Analytics recruitment
We currently have an opportunity within our Regulatory and Risk Analytics team for a Manager to help improve HSBC’s risk management by providing analytics-based measures of risk for global wholesale portfolios.
This is a role responsible for developing and maintaining models and methodologies for wholesale credit risk measurement. The core objectives are:
- to review and improve the existing suite of models and methodologies,
- to drive improvements to the systems and data infrastructure supporting deployment of the wholesale credit risk models, and
- to coordinate projects aimed at aligning methodologies, governance and policies around the Group.
Risk analytics is highly technical and fast-developing owing to the regulatory pressure of Basel 2, 2.5 and 3 and the level of competition in financial markets, which demands ever more accurate and reliable measures of risk. The current market conditions, in particular, imply significant changes with regard to the understanding of the risk factors underlying different portfolios.
To be considered for this role, you will ideally have a university degree and / or PhD in a quantitative field and have a good understanding of statistics and familiarity with sophisticated tools for numerical analysis. You will require strong knowledge of wholesale credit business and wholesale credit products as well as Basel 2 framework, allied with a good understanding of market risk and traded credit risk. You are likely to have relevant working experience in a bank, rating agency, consultancy or advisory firm. First-rate communication, presentation, influencing and stakeholder management skills will be pre-requisite to your success.