Quantitative Risk Analyst - Model Validation (multiple levels)

Posted 30 August 2022
Salary Negotiable
LocationDublin
Job type Permanent
DisciplineRisk & Analytics
ReferenceBBBH64163_1661945061
Contact NameKym Lawler

Job description

Quantitative Risk Analyst (multiple levels) - Dublin

Are you feeling stuck and are looking for a new challenge?

Are you looking for an opportunity to work in a market leading company?

Are you ready to take a leap into a role that will empower you to achieve great things?

Your role:

  • Using statistical techniques and data analytics tools to review and challenge the models being used within the company.
  • Challenging the modelling teams and business areas to assure and improve the models.
  • Working with business units to promote and deliver a best in class analytics service consistent with their needs.
  • Working on projects or if at a more senior level; leading projects within the Model Validation function and working with and coaches junior team members to deliver projects.

If you have the below experience, you're likely to be suitable;

Junior role;

  • Relevant third level qualification or Postgraduate qualification in an analytical discipline, e.g. mathematics, applied mathematics, physics, statistics, engineering, econometrics, actuarial science;
  • An interest in applying statistical tools and techniques in a practical setting to help the company ensuring models and data driven decisions are robust and can be relied upon;
  • Knowledge of analytics languages (e.g. SAS, R, SPSS, MATLAB or Python) is an advantage

Senior role;

  • 4+ years' experience in a quantitative analytics role, credit risk analytics experience is preferred but other relevant experience (e.g. market risk, fraud analytics)
  • A good knowledge of the regulatory environment as it applies to credit risk, including one of the following - IRB or IFRS9;
  • Strong knowledge of analytics languages (e.g. SAS, R, SPSS, MATLAB or Python) and SQL

If this sounds like the job for you, please feel free to reach out to me to discuss it further.