Credit Risk Model Developer

HSBC Service Delivery Polska is a financial services organisation serving more than 40 million customers globally across 58 countries. The company is listed on multiple stock exchanges including London, Hong Kong, New York, and Bermuda.

• Extensive financial industry experience in credit risk modeling and regulatory compliance including Basel III reforms.
• Proficiency in Python, SQL, R, and SAS.
• Strong leadership, stakeholder relationship management, communication, presentation, influence, and negotiation skills.
• Understanding of HSBC business dynamics and portfolio-management techniques.
• Ability to interpret regulatory requirements and identify and measure model risks.

Nice to have:

• Experience with wholesale or high-value retail portfolios.
• Experience in portfolio management, model-risk management, and regulatory reporting.
• Advanced degree and certifications such as CFA, FRM, or CQF.
• Portfolio management skills.

• Develop quantitative credit-risk models for lending products, portfolio management, investment strategies, and risk management.
• Develop, implement, and maintain PD, LGD, EAD, PiT, IFRS9 ECL, and stress-testing models.
• Monitor models, perform periodic reviews, and support queries from Second Line of Defence, Audit, and regulators.
• Deploy model changes and execute models for stress testing.
• Develop model standards, policies, methodologies, processes, and governance.
• Automate manual processes and interpret regulatory requirements for model risk.
• Collaborate with Compliance, Legal, Risk, Chief Control Office, senior management, and Group Procurement.
• Ensure effective implementation of Basel III reforms across WPS portfolios.