Risk analytics and modelling specialist, HSBC

HSBC

Location:
Mexico, Cuauhtemoc

Category:
Finance

Contract Type:
Employment contract

Salary:

Not provided

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Job Description:

The Risk Analytics and Modelling Specialist will coordinate and manage smaller or medium projects, assist in the delivery of larger projects, implement company policies, ensure task quality, provide advice, communicate sensitive information, and support change initiatives. Activities include producing risk reports, monitoring models and risk distribution, analyzing data, and participating in proof of concepts for new tools. The role emphasizes improving controls, reducing operational risk, and delivering reports on time.

Job Responsibility:

Produce risk reports for retail, across complete credit cycle: evaluation, portfolio, and collections
Performance Monitoring of Models: Scoring, Income, Prepayment and NCL forecasting
Produce executive materials for credit risk forums/committees, used to support business decisions
Monitoring of risk distribution, to ensure acquisition is aligned to risk appetite/credit limits
Data analysis to support Portfolio Managers to identify any opportunity for loosen/tighten credit policy: maintain close communication with Portfolio Managers
Record requests of portfolio managers to facilitate proper prioritization
Identify trends in KPI, as well as proactive research to understand relevant movements
Continues improvement in our control environment: enhancement of our processes and documentation
Automation of manual steps in our processes to reduce operational risk
Deliver risk reports in time according to Service Level Agreements (SLA)
Timely escalation of any data issue and/or finding, as well as any delay of inputs
Participate in proof of concept (PoC) of new analytical tools (e.g. Google Looker or other cloud native)

Requirements:

Background in actuarial science, mathematics, economics, or related quantitative fields, the candidate is required to have critical thinking and problem-solving skills
Programming skills
Proficiency in any programming language, which need to be proved (certifications, exams, courses, etc), additional points if the programming language is SAS, SQL and/or Python
Advanced Excel, with experience on pivot tables, advanced filters, conditional format, macros, solver, connection with external data (e.g. SAS) and creation of dynamic dashboards with slicers (mandatory)
Experience with tools for data visualization would give additional points
Credit Risk: understanding and ability to explain basic KPIs as: PD, LGD and CCF, as well as order relation across banking products (e.g. how is Mortgage compared to Unsecured LGD)
Financials: Relation between general ledger and income statement, profitability ratios (e.g. RoTE), prepayment on amortization tables, relation of interest curves and central bank, etc.
Statistics: understanding of linear regressions (logistic, XGB, RF, etc), as well as indicators to assess model performance (e.g. Gini, PSI, confusion matrix, etc.)
Intermediate English level, to produce comments on KPI trends for global stakeholders
Ability to learn new concepts/skills by himself with no support from a third party (self-learner)
Attention to detail to identify errors and proactivity to identify opportunity areas to implement controls
Strong communication skills, to explain complex technical concepts with few words

Nice to have:

Programming in SAS, SQL and/or Python
Experience with tools for data visualization

What we offer:

Flexible working
Opportunities to grow within an inclusive and diverse environment
Equal opportunity employer

Additional Information:

Job Posted:
May 01, 2025

Expiration:
May 15, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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Risk analytics and modelling specialist