Operational Risk Senior Analyst

• Work with colleagues in Risk Management to understand the drivers of losses and the business context to improve the design of the analytics
• Develop stress loss models for operational risk models, including regulatory capital models and CCAR models
• Leverage knowledge of risk assessment, risk monitoring and risk models and techniques to develop, test, document, and enhance portfolio models, visualization and diagnostic tools for testing model robustness, stability and performance
• Research and analyze financial loss data, and issue special reports identifying risk drivers, estimating financial risk and measuring model risk
• Develop and maintain clear documentation for methodologies and applications, including project plans, model descriptions, mathematical derivations, data analysis, process and quality controls
• Support the implementation of analytical tools by reporting functions, and the migration of models to the production environment
• Facilitate cross-functional dialogue with business and clients to improve risk reporting and internal and external regulatory compliance
• Actively participate in the analysis and interpretation of results, incorporating feedback as appropriate into models and metrics
• Provide timely and accurate response to business, management and regulators
• Participate in discussions with model validation, internal and external audits and regulatory reviews

• Degree in a Quantitative discipline such as Statistics, Economics, Math, or other Sciences and Engineering required (PhD preferred)
• Some prior Financial Services and or Risk Management experience required
• preferably within Operational Risk
• Programming skills are required
• Extensive experience with statistical analysis, modelling techniques and numerical implementations
• An interest and ability to learn the business, regulatory and risk management context
• Experience in developing and maintaining clear documentation for models, model validation, project plans and processes
• Excellent written and verbal communication skills and the ability to discuss technical issues with clients, peers, auditors, regulators and senior management

Programming skills like Matlab, SAS, and R are helpful but prior experience isn’t essential

• Private Medical Care Program
• Life Insurance Program
• Pension Plan contribution (PPE Program)
• Employee Assistance Program
• Paid Parental Leave Program (maternity and paternity leave)
• Sport Card
• Holidays Allowance
• Sport and team recreation activities
• Special offers and discounts for employees
• Access to an array of learning and development resources
• A discretional annual performance related bonus