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HSBC Group

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4.0

based on 4.7k Reviews

Video summary

Proud winner of ABECA 2024 - AmbitionBox Employee Choice Awards

Top Rated Banking Company - 2024

277 HSBC Group Jobs

Manager - Stress Test Modelling

HSBC electronic data processing india pvt ltd

4.0

based on 4.7k Reviews

3-7 years

₹ 17 - 26L/yr (AmbitionBox estimate)

Kolkata

1 vacancy

Manager - Stress Test Modelling

HSBC Group

posted 5hr ago

Job Role Insights

Flexible timing

Key skills for the job

Data Analytics Auditing Clinical SAS Programming Financial Services IFRS Operational Risk Management

+ 3 more

Job Description

We are currently seeking an experienced professional to join our team in the role of Manager - Stress Test Modelling

Principal responsibilities

Develop best in class financial / statistical / analytical / ML models and deploy these across various products portfolios.
Hands-on involvement across the various stages of modeling life cycle like defining model scope to model development, validation, testing, documentation, scenario analysis etc.
Generate quality modeled output for the consumption of senior business leaders regulators. Translate model outputs into forecasted business outcomes and explain them to business stakeholders.
Providing analytical solutions by drawing linkages between model outcomes, portfolio specific nuances and internal and external regulations
Supporting development and deployment of new tools and modelling techniques Python, R, Machine Learning solutions, cloud (preferred) to live business problems on a day-to-day basis.
Drive business benefits through self-initiated projects. Act as a Subject Matter Expert (SME) in modeling. Ability to work hands-on on analysis, projects and coach peer/ junior analysts on technical (SAS, Python, R, excel, data understanding, modelling techniques) and/or functional areas.
Ensure adherence with all the applicable compliance policies (Data security policy, AML, operational risk, Functional manual, Group Compliance Manual, Audit recommendations, Internal Control requirements, regulatory guidelines etc.) and business standards of Organization as applicable. Take timely action on Audit comments and be able to demonstrate compliance with Internal controls
Stay on top of changing regulatory needs, reporting standards and understand their impact on the models
Work with multiple stakeholders/functions on multiple projects simultaneously and deliver in a timely, efficient and effective manner, while understanding the overall objective.
Manage relationship with key stakeholders in the Business (Onshore and Offshore) to build confidence in team, facilitate migration of additional responsibilities to team and enable stakeholder s investment in development of the tea

Requirements

Prior experience in Modeling, Data analytics and large data handling in a financial services firm
Masters or Ph. D in Economics, Statistics, Engineering, MBA or equivalent
Relevant experience in analytics specifically in the fields such as Credit Risk Modeling, Treasury Analytics, Stress Testing / PPNR modeling, Loss Forecasting, Reserving, IFRS 9, CECL etc. for a Banking organization
Strong analytical skills with demonstrated problem solving and project management skills
Ability to comprehend intricate and diverse range of business problems and analyze them with limited or complex data and provide a feasible solution framework.
Excellent quantitative aptitude and proficiency in tools such as SAS/ sequel, R, Python (essential), etc.
Commercial acumen good knowledge of Banking product and its dynamics, conceptual soundness of related financial ratios, PL and drivers.
Ability to work in cross-functional teams with strong interpersonal skills and drive for success.
Excellent written and verbal communication skills. Ability to develop and effectively communicate complex concepts and ideas.