Overview

with a generous employer contribution. We are currently seeking an experienced individual to join this team in the role of Machine Learning Lead, MRM AI. Model Risk Management (MRM) at HSBC is structured as a global function, headed up by the Chief Model Risk Officer (CMRO). MRM are the second line of defence (2LoD) for Model Risk and the CMRO is the global Model Risk Steward for the group and is also accountable for the global operation of the MRM function. MRM teams are based in each region, to ensure local subject matter expertise and to guide, review, and challenge. MRM activity is managed on a global basis as many models are used in multiple locations. This enables MRM to operate consistently and efficiently globally, and to take account of additional local regulatory requirements.

Responsibilities

• Provide leadership, support, advice and technical expertise to members of other IMR teams working on AI validations.
• Lead the development of technical standards and related guidance for AI risk assessments and validation tests.
• Own all MRM standards and associated guidance linked to Machine Learning (including the full span of narrow/traditional AI from simple gradient boosting to deep neural networks, but excluding General Purpose AI).
• Work with the Infrastructure Team to provide MRM requirements to Global Businesses and Functions requirements to support the efficient integration of MRM activities in AI use cases, platforms and tools.
• Provide support, guidance and coaching to more junior members of the Independent Model Review teams.
• Represent ERM to key internal stakeholders. Communicate across technical and business levels to ensure that stakeholders understand how their delivery is aligned with the Bank’s and ERM’s goals.

Qualifications

• A minimum of a Master’s degree (or PhD preferred) in a relevant field such as Mathematics, Physics, Statistics, Quantitative Finance or a related discipline would be beneficial.
• Relevant experience leading the building or validating AI products.
• Deep understanding of AI models, algorithms and the associated mathematics.
• Experience with Python, including the main libraries used for data science and AI (e.g. PyTorch, TensorFlow, scikit-learn).
• Knowledge of the risks associated with developing, deploying and using AI in large commercial organizations.
• Knowledge of the regulatory landscape for AI and ability to assess the impact of proposed changes in these regulatory rules to the bank.
• Strong AI research, methodologies and techniques, particularly Deep Neural Networks, including supervised and unsupervised machine learning algorithms.
• Expertise with data cleaning, feature engineering, and data normalization techniques.
• Ability to present complex technical concepts and results to non-technical audiences in a persuasive and compelling manner.
• Research involving the development of complex models and the analysis of very large data sets would be highly beneficial.

Location & Benefits

The base location for this role is London - Hybrid Working.

You'll achieve more when you join HSBC. Our recruitment processes are accessible to everyone and we are a Disability Confident Leader.

If you'd like to apply or need adjustments, please contact our Recruitment Helpdesk: Email: hsbc.recruitment@hsbc.com Tel: +44 207 832 8500.