Job Detail

Operational Risk Capital - Scenario and Analytics Specialist

Inseriert am: 24.09.2019
You are passionate about numbers, you have strong programming skills, an independent work style and you like to drive improvements? Then don't wait – apply! We're offering a permanent position to support our quantitative capabilities within Compliance & Operational Risk Control to enhance the operational risk related modeling capabilities.



We are looking for someone to:

• Enhance the existing operational risk related modelling capabilities and support further improvements on the implemented analytical framework

• Maintain and further enhance the existing analytical platform measuring operational risks

• Work closely with Model Risk Management & Control, Group Internal Audit and external audit to address any analytical questions requiring technical support and analysis

• Work closely with the C&ORC second line of defense teams to leverage qualitative operational risk framework outputs for quantification and analysis purposes

• Establish automated data monitoring procedures to ensure adequacy of model inputs and generated outputs to meet traceability standards for third parties

• Support management to efficiently report on operational risk related exposures and prepare exchange with relevant regulators on quantitative subjects

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