Capital & Events- operational Risk
Overview:
A top tier investment bank is seeking an operational risk manager to help support the capital and events team. You will be required to manage large risk events data and associated processes.
Job Duties:
Investigation on SORT capabilities (OpVaR module and investigation of mode migration / enhancement)
Support SORT migration for events and support reporting developments.
Testing all required outputs to get similar results
Benchmarking-Analysis for FINMA January 2014 submission: supporting analysis - focus on peer review, comparison of model outputs with own loss history
Support on on-going projects (Bank USA approach refinement, Mercury if required, Global AM), performing interviews and document what has been produced so far
Support Events Work Stream: maintain and track milestones / deliverables, agenda, set-up meetings and support in re-gaining momentum on events space
Enhancement of External Events analysis report: I believe we still can do better on this by performing topic-specific analysis, trend analysis
Enhancement of Internal Events analysis: performance of topic-specific analysis and trend analysis
Catch-up on ORX status and determine potential leverage once we receive initial data from ORX
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