As the Enterprise Risk Management (ERM) Quantitative Risk Analyst, you bring your passion for data and data visualization to the team. Your inquisitive nature and ability to develop strong relationships enables you to be the “go-to” resource in the ERM organization for data analysis projects. Your reach and impact extends beyond ERM including financial, operational and strategic risks, as well as with other departments and business lines to produce analytics that support risk assessments and decision making. Your knowledge and understanding of data visualization enables you to present your analysis in visually appealing and impactful ways to influence risk decision makers.
This position reports directly to the ERM Risk Analytics Director.
1) Risk Metrics Analysis and Visualization: Working across ERM with Risk Officers and key 1st Line of Defense representatives, you manage the suite of risk metrics and dashboards which are used to monitor and escalate risk information to Senior Management and the Board, including metrics in the Bank’s Risk Appetite Statement and Key Risk Indicator dashboards. Your key responsibilities include:
• Working with metric owners and the ERM team to keep metrics current, ensuring a robust rationale, supported by data analysis, exists for all metrics and their threshold levels
• Calibrating risk metric limits and thresholds through statistical analysis of underlying data sets
• Developing, managing and updating the risk metric dashboards using Tableau
• Maintaining the inventory of Risk Appetite Statement Metrics and Key Risk Indicators and their changes and evolution over time
• Supporting the ERM Risk Analytics Director and the Risk Officers in identification of forward looking risk metrics to support monitoring of new or emerging risks within the firm
2) Data Analysis: Leverage your passion for data and advanced analytic skills to retrieve data from key Bank data repositories for risk metric analysis and other activities to support the ERM team including:
• Support the ERM Risk Analytics Director and Risk Officers in performing ad-hoc analysis on risk-specific situations, including researching causes of risk appetite or key risk indicator threshold/tolerance breaches
• Analyze significant risks in the enterprise risk inventory and support Risk Officers with risk analysis and quantification through quantitative or scenario analysis
• Create dashboards and present your analysis using Tableau
3)Proactively support the Enterprise Risk Management (ERM) Team: You enjoy working collaboratively with all members of the ERM team to support the evolution of the ERM program. Your ability to juggle multiple competing priorities allows you to respond timely and accurately to ad hoc analysis requests from CRO, Risk Officers, other firm executives and regulators.
Skills, Knowlege and Abilities: