Sr. Consultant, Risk Analytics
POSITION REQUIREMENTS: Master’s degree in Economics, Statistics, Mathematics or a related field and 3 years related experience. Prior experience must include 2 years of experience with each of the following: estimate econometric models based on a variety of probability distributions; develop and maintain Operational Risk Loss Estimation Model using Generalized Linear Models (GLM) and simulations to meet corporate needs and regulatory requirements; monitor model performance and identify root causes for variation in loss projections.