AVP - Operational Risk Capital Modelling - BFSI

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