We Offer:
- Support the ongoing updates and development of the Group's Operational Risk Capital models across all regulatory jurisdictions. Among other this includes the development of operational loss data transformations, aggregation and storage, use of external data, collection and reporting of model results, etc.
- Support the loss, allocation and metrics data processing for the Operational Risk Capital model and scenarios process for ongoing development of its capabilities in relation to the Operational Risk losses and capital projections.
- Ensure timely development of system tools (e.g. data analysis/manipulation, capital model code scripting/optimisation, model output reporting tools, visualization and other tools) supporting model development.
- Provide quality assurance (testing, documentation) on all quantitative input and output elements of the operational risk model to ensure internal/external approval.
- Liaison with data collation and reporting team on various quantitative discussions regarding the data process and capital (allocation) reporting.
- Building strong relationships to work with operational risk colleagues across the bank. (incl. liaison with data collation and reporting team on various quantitative discussions regarding the data process and capital (allocation) reporting).
- Ad-hoc project work, including participation in departmental wide operational risk related issues.
You Offer:
List qualifications, skills and certifications (bullet form recommended).
Qualifications:
- BSc in numerical principle (e.g. Engineering).
- 0-2 years of work experience in an IT firm or financial institution with solid understanding and practical experience of data base management or code development.
- Strong experience in VBA/S-Plus/R/C++ or other similar packages necessary.
- Strong IT skills with experience of database languages (SQL/Oracle/SAP).
- Basic knowledge of operational risk management role is strongly preferred.
- Personal skills requirements:
Solid mathematical skills.
- Outstanding Analytical and Problem Solving skills.
- Strong organisational skills and ability to work under pressured timelines.
- Team player but comfortable with self-working.
- Ability to communicate complex concepts to varied audiences in a logical and precise manner.
- Sensitivity to business needs & requirements.
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