The Working Student will support the enhancement and operationalisation of the Group Operational
Risk Scenario framework, with a focus on improving the structure, consistency, documentation and
analytical support for scenario assessments used as key inputs to the Operational Risk Model. This
includes supporting the evolution towards a more structured scenario universe (e.g., “scenario
families”), improving scenario data quality, and preparing materials to facilitate reviews with subject
matter experts and governance committees.
We are looking for a candidate available at least 12 months, ideally longer.
Key duties and responsibilities
Scenario framework enhancement & documentation
Support the design and documentation of an improved scenario framework (e.g., structuring scenarios
into families and defining aggregation principles). Maintain and improve scenario documentation
standards (definitions, assumptions, net-of-contro...