Senior Credit Risk Analytics Manager

GCB 4

We are currently seeking a high calibre professional to join our team as a Senior Credit Risk Analytics Manager.

In this role you will:

• The Senior Credit Risk Analytics Manager will support the Regional Head of Wholesale Economic Response Analytics (WERA) & Professional Practices in the execution and management of wholesale credit risk IFRS 9 models for Asia Pacific portfolios.
• The scope of models relevant for this role includes IFRS 9 Expected Credit Loss (ECL) model components such as probability of default (PD), loss given default (LGD), and exposure at default (EAD) used for staging and ECL measurement, including associated overlays and scenario-based adjustments where applicable. The role might be asked to support Climate Risk integration into IFRS 9 context. 
• The role responsibilities include supporting risk measurement and management processes linked to IFRS 9 model outputs, for example quarterly ECL calculations, analysis of movements and key drivers, and production support for IFRS 9 reporting deliverables.
• In addition to regional responsibilities, the role holder should help ensure global consistency in the implementation, monitoring, and use of IFRS 9 methodology, policies, and systems.

To be successful you will need:

• Degree holder or above in Statistics, Physics, Engineering, Risk Management, Mathematics, Finance or a related field.
• Demonstrated experience in wholesale IFRS 9 model management and execution (PD/LGD/EAD and ECL engines), including production readiness, run governance, monitoring, and change control across the end-to-end process.
• Strong understanding of IFRS 9 impairment requirements (staging, SICR, forward-looking information, scenario weighting) with proven ability to review, challenge and explain ECL results and key drivers to senior stakeholders.
• Experience in results review and independent challenge of model inputs/assumptions, including investigation of movements, back-testing/benchmarking, and remediation of issues identified.
• Working knowledge of stress testing and scenario analysis as it relates to IFRS 9, with the ability to translate scenario impacts into ECL outcomes and explain differences versus prior periods.
• Proven capability in overlay quantification and governance, including design of methodologies, documentation of expert judgement, sensitivity/impact analysis, approval packs, and ongoing performance monitoring of overlays.
• Relevant banking or consulting experience in credit risk measurement and reporting, with hands-on exposure to month/quarter-end delivery, stakeholder management, and audit/regulatory interactions.
• Demonstrated experience in project and stakeholder coordination, driving prioritisation, managing dependencies, and delivering to tight timelines with clear issue management, escalation, and decision-making.
• Robust knowledge of mathematics and statistics, paired by strong analytical skills
• Hands on experience in Python, SAS or other programming language
• Proven writing and analytical skills
• Strong communication skills and ability to explain complex concept in simple terms
• Able to work in a dynamic and multinational culture and cope with high pressure
• Ability to build effective relationships and liaise effectively with key business areas and management at all levels of the organisation

Opening up a world of opportunity

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Issued by The Hongkong and Shanghai Banking Corporation Limited.

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