Quantitative Risk Manager - Corporate Modelling & Strategy

Posted 27 September 2022
Salary €70000.00 - €80000.00 per annum
LocationDublin
Job type Permanent
DisciplineRisk & Analytics
Reference _1664360038
Contact NameKym Lawler

Job description

Quantitative Risk Manager - Corporate Modelling & Strategy
Location: Dublin (Hybrid)
Salary: 70k-80k


This role is with a well-established and reputable company who are going through a period of change and growth as they look to achieve the next stage of their evolution. Looking for like minded people to join and help them in that journey and continue to drive the positive culture and growth.

Your role:
* To ensure that models are tracked, redesigned or re-calibrated and remain fit for purpose
* Manage the design, development and delivery and maintenance of adjudication scorecards, ensuring delivery meets all relevant internal and external guidance, standards, policies and governance.
* Manage the delivery of relevant model remediation actions originated from internal & external stakeholders i.e. Model Validation, Model Governance Committee, and Internal Audit.
* As part of the Risk Leadership contribute and ensure Credit Risk systems and infrastructure are fit for purpose and flexible enough to cope with dynamic changes.
* Understand and vet the value of external data source(s) to add power to decision in credit risk.
* Lead and mentor analysts within the team to maintain a high performing team with cross functional capability

If you have the below experience, you're likely to be suitable;
* Several year's experience in a risk modelling environment building credit risk models, preferably across the full credit risk life cycle.
* In depth knowledge of automated credit application decision principles (decision trees and adjudication scorecards at acquisition stage).
* Excellent people management skills and a proven ability to manage and motivate a team of highly intellectual individuals.
* Cross functional experience of working with key stakeholders (e.g. 2nd line, regulator and auditors)
* High level of proficiency in data mining / data manipulation & data analysis, using software such as SQL, Teradata, SAS.

If you would be interested in taking on this new challenge and taking the next step in your career, reach out and we can discuss it further.