Identifying risk drivers for Operational Risk Scenarios
Preparation and analysis of pre-workshop reference data materials
Coordinating facilitating scenario analysis workshops/meetings with 1st and 2nd Lines of Defense SMEs to estimate loss impacts of different scenarios
Preparing and producing Scenario Analysis related presentations senior management
Partner with MRGR on Model Risk Validation Process – Model documentation, review process, issue remediation
Partner and collaborate with subject matter experts from Legal Team, Climate Risk team or with other LOB/Risk teams
Contributing on new ideas/approaches for data analysis/visualization and process automation based on Intelligent Solutions (Alteryx, Tableau skills)
Data preparation and visualization
Data process automation
Qualifications:
5+ years prior work experience in risk management, data analysis and risk modeling in financial industry
Working experience to collaborate and partner with stakeholders across LOBs and horizontal teams.
Effective presentation and communications skills – ability to understand, translate and present risk concepts to business partners in structured and organized manner
Structured and organized – ability to synthesize results and produce analysis that is effective from a business perspective
Creative thinker and problem solver; ability to apply concepts to new situations
Working understanding of quantitative risk and/or stress testing, including scenario analysis, model risk review process is preferred
Familiarity with data analysis for risk estimation, data science and prior model development experience
Advanced Alteryx, Tableau experience is preferred
Python language experience is preferred.
Prior experience in Data Science, Machine Learning, AI libraries is a plus