Date: Feb 25, 2014
Location: New York, NY, US
Mgr/Sr Mgr of Operational Risk Management – Quantitative Modeler-14000124
Description
The Operational Risk Quantification team is looking for an experienced risk/quant professional with proven track records in statistical modeling to design and implement regulatory and economic capital models to quantify operational risk exposure for the company and its subsidiaries.
This Manager/Senior Manager position will ensure the methodologies being developed follow regulatory requirements and fulfill the need to improve operational risk management at American Express. This person is expected to lead all stages of model development from data collection, model building, model validation, testing and calibration. He/she will also be involved in other related functions such as stress testing, capital adequacy analysis, reporting, and documentation. In addition to working on the operational risk capital models, this person will also be working together with other functional teams on improving the operational risk management processes.
Job Responsibilities:
- Develop, implement, and maintain Operational Risk Quantification framework at AXP and legal entity level (AECB and FSB) in accordance with regulatory requirements
- Stress testing of Basel II and economic capital models in the context of CCAR and ICAAP
- Develop reporting standards and documentation for capital and stress testing results, and benchmark against other institutions
- Partner with other functional teams to improve data collection and identify key risk drivers of operational risk to improve operational risk management at AXP
- Engage in research and development to develop best-in-class modeling techniques for operational risk quantification
Qualifications
Job Qualifications:
- Minimum requirement would be a PhD degree or 2 years of market risk, operational risk or credit risk modeling/quantification experience
- Strong analytical and statistical analysis skills
- Graduate degree in Applied Math, Statistics, Econometrics, Physical Science, Engineering, or closely related fields
- Experience in applying statistical or quantitative techniques in solving business problems
- Good verbal, written and interpersonal communication skills
- Ability to collaborate with cross-functional teams to drive business results
- Desire to innovate and work on challenging projects with a fun and cohesive team.
Job: Risk
Primary Location: US-New York-New York
Schedule: Full-time
Job Segments: Manager, Risk Management, Quantitative Analyst, Engineer, Law, Management, Finance, Data, Engineering, Legal
Description
The Operational Risk Quantification team is looking for an experienced risk/quant professional with proven track records in statistical modeling to design and implement regulatory and economic capital models to quantify operational risk exposure for the company and its subsidiaries.
This Manager/Senior Manager position will ensure the methodologies being developed follow regulatory requirements and fulfill the need to improve operational risk management at American Express. This person is expected to lead all stages of model development from data collection, model building, model validation, testing and calibration. He/she will also be involved in other related functions such as stress testing, capital adequacy analysis, reporting, and documentation. In addition to working on the operational risk capital models, this person will also be working together with other functional teams on improving the operational risk management processes.
Job Responsibilities:
- Develop, implement, and maintain Operational Risk Quantification framework at AXP and legal entity level (AECB and FSB) in accordance with regulatory requirements
- Stress testing of Basel II and economic capital models in the context of CCAR and ICAAP
- Develop reporting standards and documentation for capital and stress testing results, and benchmark against other institutions
- Partner with other functional teams to improve data collection and identify key risk drivers of operational risk to improve operational risk management at AXP
- Engage in research and development to develop best-in-class modeling techniques for operational risk quantification
Qualifications
Job Qualifications:
- Minimum requirement would be a PhD degree or 2 years of market risk, operational risk or credit risk modeling/quantification experience
- Strong analytical and statistical analysis skills
- Graduate degree in Applied Math, Statistics, Econometrics, Physical Science, Engineering, or closely related fields
- Experience in applying statistical or quantitative techniques in solving business problems
- Good verbal, written and interpersonal communication skills
- Ability to collaborate with cross-functional teams to drive business results
- Desire to innovate and work on challenging projects with a fun and cohesive team.
Job: Risk
Primary Location: US-New York-New York
Schedule: Full-time
Job Segments: Manager, Risk Management, Quantitative Analyst, Engineer, Law, Management, Finance, Data, Engineering, Legal
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