Operational Risk Management (ORM) is looking to add a model developer to the Operational Risk Quantification Team. The Operational Risk Quantification Team is responsible for models that assist management in understanding and quantifying operational risks and meet the needs of the regulatory community (e.g., Basel, ICAAP and CCAR). Operational Risk is a critical and important risk type that is receiving increased focus, particularly after the large losses suffered by the industry over the years following the financial crisis. It is a particularly interesting and challenging risk to quantify, given the diversity of the risks and the potential for large losses. A combination of qualitative (e.g. scenario analysis) and mathematical modeling approaches are used.
The position requires a strong balance of quantitative skills, an ability to understand the practical business context, and written and oral communication skills. We value domain experience but are most focused on candidates with a strong underlying skill set who can learn quickly and advance in responsibility.
Description:
Qualifications:
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Job Family Group:
Risk Management-------------------------------------------------
Job Family:
Operational Risk------------------------------------------------------
Time Type:
Full time------------------------------------------------------
Primary Location:
Irving Texas United States------------------------------------------------------
Primary Location Salary Range:
$110,890.00 - $166,340.00------------------------------------------------------
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