Vice President, Model Validation, Governance and Risk Stewardship
1 miesiąc temu
technologies-expected :
Python
about-project :
Selected candidate will lead validations of the Credit Risk Models used for Regulatory Reporting Purposes (i.e., quantitative analysis and qualitative research with focus on model data, design, performance, and implementation) to formulate opinions about models’ conceptual soundness and adequacy for intended usage.
The jobholder will play a key role in independent validation of Wholesale Credit Risk (WCR) Pillar 1 models used in HSBC Continental Europe ensuring that ECB findings have been remediated and that compliance with regulatory expectations is met. The jobholder will also perform ad-hoc review of analysis of any evidence to be submitted to the ECB for closing regulatory findings. Finally, the successful candidate will track and report the remediation of any ECB findings related to model risk. This includes findings on WCR models, but also any other models for which the ECB raised findings for HSBC Continental Europe (e.g., Traded Risk, ICAAP).
The position is within Model Risk Management (MRM) department of HSBC, which is part of Second Line of Defense and is headed up by the Chief Model Risk Officer (CMRO).
responsibilities :
Lead validations of the Credit Risk Models used for Regulatory Reporting Purposes.
Performing ad-hoc review of analysis of any evidence to be submitted to the ECB for closing regulatory findings.
Provide oversight and engaging with senior stakeholders for model related risk stewardship within their area of responsibility, ensuring that strong risk management is embedded across the 1LOD, enabling safe growth.
Participate in Governance Forums/Committees as required.
Support and manage activity for the Regional Head of Model Risk Management & Risk Steward to represent Model Risk Stewardship to Country/Regional-level Executive Management and Board members.
Liaise with 1LOD and other model stakeholders as appropriate to ensure issues have been adequately resolved.
Communicate across technical quantitative, business and strategic levels to ensure that stakeholders understand the implications of model risks and limitations.
Provide effective oversight and challenge to first-line risk and control owners across the end-to-end product set for model risk, whilst delivering second-line opinion and formal input and challenge across regions and countries.
requirements-expected :
10+ years of experience in Development/Validation of Wholesale Credit Risk Models (PD/LGD/EAD/Slotting models used for Regulatory Capital).
Excellent knowledge of Regulatory Requirements related to IRB models (in particular, EBA Guidelines).
Very good knowledge of statistical models and scorecard development techniques.
Proficiency in Python. Very good understanding of SAS desirable.
Master’s or PhD degree in a quantitative discipline like Financial Mathematics, Statistics, Econometrics, Quantitative Finance, Economics or Engineering.Self-starter demonstrating high energy levels, flexibility, enthusiasm and willingness to learn.
offered :
Competitive salary
Annual performance-based bonus
Additional bonuses for recognition awards
Multisport card
Private medical care
Life insurance
One-time reimbursement of home office set-up (up to 800 PLN)
Corporate parties & events
CSR initiatives
Nursery discounts
Financial support with trainings and education
Social fund
Flexible working hours
Free parking
benefits :
sharing the costs of sports activities
private medical care
sharing the costs of professional training & courses
life insurance
flexible working time
integration events
corporate sports team
doctor’s duty hours in the office
retirement pension plan
corporate library
no dress code
video games at work
coffee / tea
parking space for employees
leisure zone
extra social benefits
employee referral program
opportunity to obtain permits and licenses
charity initiatives
family picnics
extra leave
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