Quantitative Risk Manager - IRB
Location: Dublin (Hybrid)
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.
* Manage the delivery of IRB credit model development in a timely and accurate manner
* Ensure that models are built in line with relevant regulatory guidance and to best practice internal standards.
* Ensure that models are tracked, redesigned or re-calibrated in line with the corporate calendar based on business need.
* Support ongoing improvement in model development turnaround time leveraging process and data improvements.
* Build large data sets that are robust and efficient for use across Decision Science.
If you have the below experience, you're likely to be suitable;
* A number of year's experience leading and delivering projects in a credit risk modelling environment
* Highly proficient in SAS.
* In depth knowledge of the regulatory/compliance landscape particularly IRB regulation, CRR/CRDIV and EBA requirements.
* Knowledge of statistical techniques (such as regression, time series, decision trees, scorecards, experimental design etc.)
* Demonstrated ability to lead in a team environment with changing priorities and time pressures.
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.