Senior Risk Analytics & IRB Modelling Leader (Hybrid)

HSBC Holdings plc; México; Hybrid; MXN 1,200,000 - 1,900,000; Full time

Job summary

HSBC Holdings plc in Mexico City seeks an experienced Risk Analytics and Modelling professional to advance quantitative risk models and regulatory reporting. You will develop A-IRB frameworks, support data migration and scorecard activities, and collaborate with regional teams to meet governance standards.

The role requires 10+ years in wholesale credit risk modelling, a Master’s in a quantitative field, and strong Python/SAS/SQL skills.

Qualifications

• 10+ years’ wholesale credit risk modelling experience with PD/LGD/EAD and regulatory capital knowledge.
• Master’s degree or above in Mathematics, Statistics, Economics, CS or Data Science.

Responsibilities

• Develop A-IRB models for US wholesale portfolios.
• Develop credit decisioning for US wholesale portfolios.
• Support model monitoring, RDS and data/migration projects.
• Contribute to model governance and risk reporting.

Skills

IRB/A-IRB modelling

Python

SAS

SQL

Excel

Model risk management

Communication to senior management

Education

Master’s degree in a quantitative discipline

Tools

MS Excel

Python

SAS

SQL

Job description

HSBC Holdings plc in Mexico City seeks an experienced Risk Analytics and Modelling professional to advance quantitative risk models and regulatory reporting. You will develop A-IRB frameworks, support data migration and scorecard activities, and collaborate with regional teams to meet governance standards.

The role requires 10+ years in wholesale credit risk modelling, a Master’s in a quantitative field, and strong Python/SAS/SQL skills.