Operational Risk Modelling Manager
Consultant Fred Moore
Date posted 09 February 2017
A global investment bank is looking to hire a senior operational risk modelling manager to lead the development and management of operational risk models.
Primary responsibilities of the Senior Operational Risk Modelling Manager:
- Lead the development and management of operational risk models, used across the group to quantify aspects of operational risk
- Lead working groups on research and development of operational risk models, used to calculate operational risk measures, such as loss distribution, internal and external data, scenario analysis
- Production of risk measures and metrics used for the ICAAP process
- Lead ongoing projects within the group risk analytics function, such as model governance committees and operational risk analytics development
- Provide up to date interpretation of regulatory rules and best practice to ensure that operational risk models are built in line with standards
- Close liaison with group analytics teams in market and credit risk, to ensure standardisation and further development of models
Knowledge required for the Senior Operational Risk Modelling Manager:
- Extensive technical knowledge in coding and programming, such as VBA, C++ and Matlab
- Quantitative academic background desirable
- Expertise in a quantitative role in operational risk or similar discipline
- Analytical and forward-thinking
- Knowledge of one or more of operational risk, credit risk and market risk
This role is an excellent opportunity to join a high profile function in the business and wider banking industry, and work very closely with leading professionals in this space. You will have the opportunity to learn and progress into a wider group risk analytics business, whilst further developing the profile of operational risk in the bank.
If you meet the above criteria and would like to find out more about the Senior Operational Risk Modelling Manager based in London, please apply today or contact Fred Moore on email@example.com.