Operation Risk Model Development   We Offer :  - The successful Capital modeler will be working within the operational risk management department, and will be part of a team supporting the global operational risk managers. The successful candidate will build up strong relationship with key stakeholders and proactively support the business. Capital modeler will assist the ORM (Operational Risk Management) team in a number of ways, including:  - 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)  - 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  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.  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.  Projects/ initiatives - ad hoc assistance on Group or legal entity level ORC projects as required  Reporting - prepare governance materials for ORM senior management and regulators  - ORM modeler will refine / develop some skills / expertise on the job including:  - Understanding of regulatory requirements in ORM domain  - Model creation to forecast losses  - Scenario analysis  - Building statistical tools  - Advanced excel modeling  - Project management  You Offer:  - Degree in banking, economics, mathematics, or related engineering or scientific fields  - Deep knowledge of quantitative risk models, statistics, mathematical modeling  - Mathematical programming abilities (preference for R or S Plus statistical language)  - Prior experience working in risk-related roles in the financial industry  - Profound knowledge of operational risk capital modeling under Basel advanced measurement approaches  - Research focus  - Strong interest in operational risk management  - Proven ability to work productively in collaborative environments  - Front-to-back risk capital process know-how (data collection, model development, production and reporting) is an advantage  - Proficiency in English (written and spoken)  - Result-oriented and strong assertiveness skills  - Excellent communication skills and confident appearance

Mumbai

Credit Suisse - Operation Risk Model Development Role 

Credit Suisse - Operation Risk Model Development Role  ,Job Description for Credit Suisse - Operation Risk Model Development Role  in Credit Suisse in  Mumbai for (3-6) years of experience. Apply Now!

Job Description for Credit Suisse - Operation Risk Model Development Role  in Credit Suisse in  Mumbai for (3-6) years of experience. Apply Now!