Senior Manager – Operational Risk Model Validation recruitment
Responsibilities:
• Lead a group in the validation of operational risk models used for general enterprise risk management as well as calculating regulatory and economic capital.
• Utilizing advanced statistical, financial and economic concepts to produce analysis that can be used by management to quantify and control operational risk
• Organizing complex projects associated with the work described above and presenting the result of his or her analysis to senior management
• Influencing positive change through leadership, sound statistical and quantitative analysis and demonstrated subject matter expertise
Requirements:
• 5+ years’ experience with operational risk modeling and management
• Strong probability theory and applied statistical techniques experience
• Familiarity with US Basel Requirements
• Ability to influence positive change at all levels in the organization
• Experience in SAS, R, Matlab or similar software.
• Excellent communication and presentation skills
• Masters/Ph.D. degree in a quantitative discipline (e.g., statistics, physics, math)
For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com
Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit www.AshtonLaneGroup.com
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