- Support the development and maintenance of operational risk models to calculate capital and stress loss forecasts.
- Collaborate with subject matter experts to formulate best practice methodologies for operational risk assessment.
- Liaise with group model validation teams to validate all OR models and provide SME guidance on model-related queries.
- Subject Matter Expert knowledge in operational risk modelling, including Extreme Value Theory analysis, distribution models, econometric models etc.
- Data Application Skills: Understanding of data structures and ability to query data tables.
- Analytical Skills: Ability to conduct hypothesis testing and articulate outcomes)',
operational risk specialst - bangalore - beBeeOperationalRisk
Job title: Manager, OTCR, Stress Testing Modelling
Description
Job Title: Risk Modelling Specialist