Senior Manager, Data Validator | London, UK

HSBC; London; Hybrid; GBP 70,000 - 100,000; Full time

Job summary

HSBC is seeking a Senior Manager, Data Validator in London. The role involves conducting validations of Wholesale IRB models, developing metrics for data quality, and collaborating with stakeholders to ensure compliance with standards. The position offers hybrid working arrangements and values diversity in the workplace.

Benefits

Private healthcare

Enhanced maternity and adoption pay

Contributory pension scheme

Support for returning to work

Qualifications

• Extensive experience in developing or reviewing Wholesale IRB models.
• Strong understanding of structuring complex data alongside credit processes.
• Ability to communicate complex statistical concepts effectively.

Responsibilities

• Conduct independent validations of Wholesale IRB models.
• Develop and review metrics to measure data quality.
• Collaborate with stakeholders to ensure Reference Datasets meet requirements.

Skills

Data preparation

Statistical concepts

Communication

Innovation

Tools

SAS

Python

R

Matlab

C++

VBA

Job description

As an HSBC employee in the UK, you will have access to tailored professional development opportunities and a competitive pay and benefits package. This includes private healthcare for all UK-based employees, enhanced maternity and adoption pay, support when you return to work, and a contributory pension scheme with a generous employer contribution.

Model Risk Management (MRM) at HSBC is a global function, headed by the Chief Model Risk Officer (CMRO). The MRM function reports directly to the Group Chief Risk and Compliance Officer (GCRCO), ensuring independence from model development and ownership areas.

MRM serves as the second line of defence (2LoD) for Model Risk. The CMRO is the global Model Risk Steward and is responsible for the global operation of MRM. Teams are based in each region to ensure local expertise and to guide, review, and challenge. MRM activities are managed globally to ensure consistency and efficiency, considering local regulatory requirements.

We are seeking an experienced individual for the role of Senior Manager, Data Validator. The role is based in London with hybrid working arrangements.

In this role, you will:

• Conduct independent validations of Wholesale IRB models (PD/LGD/EAD/Slotting), focusing on data preparation.
• Develop and review metrics to measure data quality for Wholesale IRB Models development.
• Support enhancements to data flows and processes to improve efficiency across the model lifecycle.
• Collaborate with stakeholders to ensure Reference Datasets (RDS) meet high standards and comply with internal and external requirements.
• Validate remediation activities to ensure issues are appropriately resolved.

To succeed, you should have:

• Extensive experience in developing or reviewing Wholesale IRB models, especially in data preparation.
• Strong understanding of structuring complex data alongside credit processes.
• Experience with statistical software or programming languages such as SAS, Python, R, Matlab, C++, VBA.
• Ability to communicate complex statistical concepts effectively to non-technical audiences.
• An innovative approach and flexibility in applying the latest working methods.

At HSBC, we value diversity and inclusion. We are committed to creating accessible workplaces for everyone. We welcome candidates with disabilities, long-term conditions, or neurodivergence and will offer interviews to those meeting the role's minimum criteria.

If you require accommodations during the recruitment process, please contact our Recruitment Helpdesk:

Email: [e-mail]
Telephone: [phone]