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Lead Manager/Manager – Model Risk Management Reporting,Gsc'S

Lead Manager/Manager – Model Risk Management Reporting,Gsc'S
Company:

Cti Education Group


Details of the offer

Job Description Description The health and safety of our employees and candidates is very important to us. Due to the current situation related to the Novel Coronavirus (2019-nCoV), we’re leveraging our digital capabilities to ensure we can continue to recruit top talent at the HSBC Group. As your application progresses, you may be asked to use one of our digital tools to help you through your recruitment journey. If so, one of our Resourcing colleagues will explain how our video-interviewing technology will be used throughout the recruitment process and will be on hand to answer any questions you might have. Some careers have more impact than others. If you’re looking for a career where you can make a real impression, join HSBC and discover how valued you’ll be. HSBC is one of the largest banking and financial services organisations in the world, with operations in 64 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 Manager/ Lead Manager - Decision Sciences . A mature analytics capability, the Global Analytics Centre (GAC), is a hub of advanced analytics competency, providing high-end analytics services across global businesses and global functions. Set-up in India in 2004, GAC has matured into a shared Centre of Excellence comprising 2000 professionals with offices in Bangalore, Kolkata, Vizag, Guangzhou and Krakow. The work done in GAC forms a vital input towards for strategic planning by the senior management for businesses and enables effective decision making along with addressing unforeseen challenges. GAC is an innovative community leveraging the best of data and analytics capabilities to enable smarter decisions and drive profitable growth. Rightly positioned in the two major intellectual hubs of India, Poland and China, it attracts a rich mix of resources across business consulting, data analysts, decisions scientists and advance analytics professionals. Being in these locations also enables HSBC to leverage talent from the rich academic and start-up ecosystem to keep up to date with the latest in the industry. Today, the GAC team generates value across the group through a wide variety of data and analytic solutions and related business consulting. GAC has become a one-stop shop for the group’s analytic needs leading the integration of analytics and data-driven decisions not only in traditional areas such as Risk, Retail, Wholesale, Private & Commercial Banking but also in new domains such as Regulatory, Operations, Procurement, Human Resources, and Financial Crime Risk. It provides support to various business groups and the job involves data analysis, model and strategy development & implementation, Business Intelligence, reporting and data management. The Opportunity: As an integral component of HSBC’s Risk Management Framework, the purpose of Independent Model Review (IMR) is to independently validate and opine on all quantitative models used within the Bank. The function evaluates the models using both quantitative as well on qualitative parameters and provides the Group's Management, Regulators and Shareholders with the necessary assurance that the Bank's models are well controlled, fit for purpose and are applied for their intended use. This is achieved through: Best in class technical expertise, analysis and challenge; In-depth knowledge of regulatory requirements, business and market practice; Examination of model risk including assumptions, limitations and implications of the use of a model. Examples of Models that IMR currently reviews include: Global Markets Trading, Pricing & Hedging models, Regularity Stress testing models, Economic Capital models, Traded Risk, Retail and Wholesale Credit Risk, Operational Risk models, Anti Money Laundering, Stress Testing and Scenario Analysis models, Asset Liability Management models, etc. What you’ll do: (List out Key Responsibilities) To work as part of the IMR function in the delivery of Model validation Around 5 years of relevant professional experience in Risk Analytics in financial domain Independently review the models being assigned, fully understand the model theory, model assumption, and validate the model building, build challenger models, provide challenge on the model performance etc. Effectively corroborate business intuition and expertise with the theoretical framework applied/ results derived from the models. Develop independent challenger models to validate the model implementation correctness and identify the model shortcoming, assumptions, limitations Communicate the model review findings to model developer and owners. Ensure model limitations are correctly identified, understood, and managed Write high quality model validation reports, including conclusion, recommendation, detail analysis in model theory, formula, and testing Participate in model control, governance, and monitoring. Assist in reporting requirements, producing detailed updates for Model Oversight Forums, Senior Internal Stakeholder Groups and Regulators Work with Senior Managers across IMR to build relationships with Model Developers / Owners. Work on long term strategic team objectives like process improvement, contribution in strategic training programs, productivity enhancement etc. Qualifications Qualification and Skills Required. Master’s/PhD degree in Mathematics/Statistics or any other quantitative domain. Must have proven experience of financial modeling experience in Validation/Development of quantitative models. Strong understanding of statistical concepts used in Credit risk modeling (For Credit team) or Strong knowledge of financial instruments in one or more asset class like Equity, Interest Rates, FX or Credit. (For Markets team). Worked on actuarial or insurance models (for actuarial roles) Good knowledge of regulatory regulations like Basel, CCAR/DFAST, PRA, SR11-7, IFRS9, CECL etc. Strong working knowledge of one or more statistical and mathematical programming languages (for e.g. R, SAS, Python, MATLAB) Good communication skills in a professional setting Highly focused on project delivery, attention to detail Willing to work with colleagues in other business/functional areas in different time zones Excellent summarization and presentation skills Ability to deal in a multi-stakeholder relationship in a complex environment Strong analytical and problem solving skills, open minded, flexible, pragmatic Able to progress multiple tasks at the same time Able to work independently, with minimal supervision You’ll achieve more at HSBC HSBC is an equal opportunity employer committed to building a culture where all employees are valued, respected and opinions count. We take pride in providing a workplace that fosters continuous professional development, flexible working and, opportunities to grow within an inclusive and diverse environment. We encourage applications from all suitably qualified persons irrespective of, but not limited to, their gender or genetic information, sexual orientation, ethnicity, religion, social status, medical care leave requirements, political affiliation, people with disabilities, color, national origin, veteran status, etc., We consider all applications based on merit and suitability to the role.” 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.


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Requirements


Knowledges:
Lead Manager/Manager – Model Risk Management Reporting,Gsc'S
Company:

Cti Education Group


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