Senior data validation role in HSBC's Model Risk Management team focused on developing and validating complex financial models with strong emphasis on data preparation, statistical analysis, and regulatory compliance.
Conduct independent validations of Wholesale IRB models with a strong focus on data preparation, developing and reviewing metrics to measure data quality for complex financial modeling processes across banking systems. Provide comprehensive assessments of Reference Datasets to ensure highest standards of compliance and model accuracy.
Requires significant professional experience in developing and reviewing Wholesale IRB models, with deep understanding of complex data structuring alongside credit processes. Must demonstrate advanced technical skills in statistical modeling software, proficiency in programming languages like SAS, Python, R, and ability to transform complex statistical concepts into compelling presentations for non-technical stakeholders.
HSBC offers a competitive professional environment with tailored development opportunities, comprehensive benefits package including private healthcare, enhanced maternity/adoption support, contributory pension scheme, and a commitment to diversity and inclusion. Role provides opportunity to work within a global Model Risk Management function that operates consistently across international markets.
