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Headhunter at ABC Consultants
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AVP - Operational Risk Capital Modelling - BFSI (5-10 yrs)
AVP- Operational Risk Capital modelling
The capital modeler will assist the ORC (Operational Risk Capital) modelling team in a number of ways, including
- Capital allocation among business units - Assist in allocation using statistical tools
- Execute internal and regulatory stress testing requirements producing stressed OpRisk loss and RWA projections
- Support in Operational Risk model development, maintenance and code testing
- Quantify regulatory and economic capital based on historical and estimated losses with the usage of various statistical tools (e.g., S+, R statistics software tools)
Loss data analysis : Collation, review and application to CS risk profile for modelling. Analyze internal and huge external database of losses and perform required data treatments.
Projects/ initiatives : Ad hoc assistance on Group or legal entity level ORC projects as required
Scenario workshops : Liaise with ORC Scenarios team which runs the process in which business experts quantify losses based on risk ratings, controls environment, metrics, etc.
- Understanding of Financial Risk Management and regulatory capital requirements
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.
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