Senior Analyst - Decision Sciences
- Hsbc
- 3 to 7 Yrs
- Kolkata
- 2 months ago
- Email to a friend
- Report this job
Job Description
- Job description Some careers have more impact than others. If youre looking for a career where you can make a real impression, join HSBC and discover how valued youll 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 Senior Analyst , Decision Sciences Principal responsibilities This role will be responsible for supporting Wholesale Risk Analytics and data driven decision making across the regions and Group. The role is expected to work towards credit risk model development which includes Regulatory Model development as well as wholesale economic response models (Stress Testing, IFRS9, Economic Capital) for multiple portfolios and business decision making (planned) in close collaboration with Business heads, Risk , Regional counterparts, Finance, MRM & Data team. 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. Requirements Relevant analytics experience (3+ Years) in banking domain / IFRS9 risk analytics/ Stress testing At least masters degree in mathematics, Statistics, Economics, Engineering, Computer Science, Management, or other quantitative fields of study Good exposure to credit model methodologies data requirement for AIRB, Economic response Models Knowledge of AIRB/IFRS9 PD, LGD or EAD credit model development Decent understanding and interpretation of regulatory rules Strong coding skills in Python, R, SAS, Matlab, SQL etc. would be essential. Ability to work as part of a team with key customers and stakeholders along with shouldering mentoring responsibilities. Youll achieve more at HSBC 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 HSBC Electronic Data Processing (India) Private LTD***,
Employement Category:
Employement Type: Full timeIndustry: BFSIRole Category: Not SpecifiedFunctional Area: Not SpecifiedRole/Responsibilies: Senior Analyst - Decision SciencesContact Details:
Company: HSBCLocation(s): Kolkata+ View Contact
Keyskills: Stress Testing PD LGD ECL Python R SAS Matlab SQL
Fraud Alert to job seekers!
₹ Not Disclosed
Similar positions
Job Listings
We are in open beta version of website, please let us know if any issues, at: info(at)indigojobs.in