VP Risk Analytics and Modelling

HSBC; Ciudad de México; On-site; MXN 1,800,000 - 2,600,000; Full time

Job summary

HSBC Holdings plc in Mexico is seeking an experienced Risk Analytics and Modelling professional to join Global Risk Analytics. You will develop IRB models for US wholesale portfolios, support data migration, and collaborate with Finance to streamline regulatory processes, while communicating insights to senior management.

The role emphasizes advanced quantitative analytics, use of Python/SAS/SQL, and managing model risk across the lifecycle within an international team.

Qualifications

• 10+ years’ experience in wholesale credit risk modelling with strong hands-on expertise in the IRB/A-IRB framework.

Responsibilities

• Develop A-IRB models for US wholesale portfolios.
• Develop credit decisioning for US wholesale portfolios.
• Partner with model monitoring teams to assess performance and address deterioration.
• Support data migration and scorecard migration projects.
• Contribute to model implementation activities including testing.

Skills

IRB/A-IRB framework

Python

SAS

SQL

MS Excel

Education

Master's degree in quantitative discipline

Tools

AI agents

Job description

If you’re looking for a career where you can make a real impression, join our Global Capability Network and discover how valued you’ll be.

We are currently seeking an experienced professional to join our team in the role of

Risk Analytics and Modelling

Role purpose
Global Risk Analytics (GRA) plays a vital role in measuring and assessing the bank’s financial and non-financial risks. We build sophisticated models and analytical solutions that quantify key risk metrics, inform business decisions and support regulatory and financial reporting obligations.

Within HSBC’s Global Capability Network - a shared Centre of Excellence of 2000+ professionals across Bangalore, Kolkata, Guangzhou, Krakow and Mexico - you’ll help deliver advanced analytics that supports senior management decision making and addresses evolving regulatory expectations across the model lifecycle.

What'll you do

• Develop A-IRB models for US wholesale portfolios.
• Develop credit decisioning for US wholesale portfolios.
• Partner closely with model monitoring teams to understand performance results and act on any deterioration in model performance.
• Provide extensive support in creating the Reference Data Set (RDS) used for model development, calibration and monitoring.
• Support data migration and scorecard migration projects.
• Play an active role in model implementation activities including execution and testing.
• Collaborate with Finance teams to improve and streamline the RWA process in line with regulatory permissions.
• Contribute to meeting internal model risk governance requirements across the full model lifecycle.
• Support business user teams in running scorecards for deals and interpreting scorecard outcomes.
• Communicate effectively with regional and Group stakeholders to support consistent understanding of risk models and best practices.
• Provide bespoke analysis to support new business including risk and capital assessments.

What you’ll need to succeed

• 10+ years’ experience in wholesale credit risk modelling with strong hands‑on expertise in the IRB/A-IRB framework including development and/or calibration of PD/LGD/EAD models and regulatory capital estimation.
• Master’s degree (or above) in a quantitative discipline such as Mathematics, Statistics, Economics, Computer Science or Data Science.
• Strong quantitative analytics capability and experience using advanced tools for numerical analysis and process automation. Working knowledge of Python, AI agents, SAS, SQL and MS Excel is preferred.
• Deep knowledge of IRB-related regulatory requirements and model risk management best practices including model performance monitoring, model assessment/validation support and remediation of model findings.
• Proven ability to communicate the business and regulatory implications of analysis and findings to Senior Management.
• Strong written and verbal communication and presentation skills with the ability to explain complex technical concepts to non-technical audiences.
• Fluent English and confidence working with multicultural teams across multiple locations (US, India and UK).
• Ability to work independently and collaboratively, manage stakeholders and deliver under pressure to tight deadlines with high attention to detail.
• Strong business acumen within a large global banking group and curiosity to explore new data, tools and industry trends to improve outcomes.

You’ll achieve more when you join HSBC!
At HSBC we offer our colleagues a greater number of days so that they can fully enjoy their wedding, take care of the new member of the family, or grieve the loss of a family member. Our paid leave package is at the forefront in Mexico, now you have one more reason to be HSBC and proudly live a culture of well‑being, balance and care.
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.Issued by HSBC Electronic Data Processing (México) Private LTD