Operations Risk Modeler - Risk Modeling & Quantification Team - Bank

The role is within the operational risk domain of Risk Modeling & Quantification team of a Custodian Bank. The position seeks quant experts experienced at Model Development &/ or Validation along with a masters/ post masters degree in statistics, economics, mathematics/ applied mathematics, operational research, financial engineering etc. with experience & knowledge on

- Extreme Value Theory

- Advanced Modeling Approach

- Frequency Modeling

- Loss Severity Modeling

- Operational Risk Modeling etc.

Plus, hands-on expertise on tools like Python, R etc. is a strong preference for the role.