Senior Quantitative Model Validation Specialist
4 dni temu
HSBC Service Delivery is seeking a highly skilled Senior Quantitative Model Validation Specialist to join our team. As a key member of our Model Risk Management function, you will be responsible for ensuring the accuracy and reliability of our models used in Wholesale Credit, Stress Testing, and Front Office Modelling.
Key Responsibilities:
- Undertake model validation activities as dictated by the Global Model Risk Policy, including assessment of model inputs, calculations, and reporting outputs.
- Provide written reports detailing the results of validations, highlighting issues identified during the validation.
- Validate remediation activities completed by the ILOD to ensure appropriate resolution of identified issues.
- Work with relevant stakeholders to support the embedding of new Global Model Risk Policies and Procedures.
- Provide coaching and guidance to new starters and junior colleagues.
Requirements:
- Master's or Ph.D. degree in a quantitative discipline like Financial Mathematics, Statistics, Econometrics, Quantitative Finance, Economics, or Engineering.
- Comprehensive knowledge of statistical model and scorecard development techniques.
- Experience with some statistical modelling software/programming language, e.g., SAS, Python, R, Matlab, C++, VBA.
- Experience of developing and reviewing models throughout the customer lifecycle.
- Experience of presenting recommendations to Senior Management and conducting independent model reviews.
What We Offer:
- Competitive salary and annual performance-based bonus.
- Additional bonuses for recognition awards.
- Benefit package including private medical care, life insurance, and multisport card.
How to Apply:
For more information and to submit your application, please contact us at [insert contact information].
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