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Credit Risk Models Analyst

  • Location:

    Dublin City Centre

  • Contact email:

    dohare@sigmar.ie

  • Sector:

    Banking & Finance

  • Contact phone:

    01-47446628

  • Job type:

    Full Time

  • Job ref:

    DOHDH-AMcM

  • Salary:

    Paying up to €60k for experienced candidates

  • Published:

    17 days ago

  • Contact email:

    dohare@sigmar.ie

  • Consultant:

    Denise O'Hare

Job description

Credit Risk Models Analyst

Department - Credit Risk Models, Risk Analytics

In this role you will participate in development and ongoing improvement of the group’s internal PD & LGD rating models mainly covering Public Sector and Finance.

To apply for this position, you will have a university degree in Statistics, Economics, Finance, Mathematics, Physics, Engineering or other quantitative discipline(s) considered. They will consider graduates with a genuine interest in a modelling type role.

Technical knowledge if you have some industry experience:

  • Knowledge of quantitative statistical methods and concepts used in credit risk measurement linear and logistic regression
  • Experience with IFRS 9 Credit Modeling beneficial
  • Familiarity with regulatory capital requirements esp. regarding rating models and credit risk parameters
  • Proficiency in data processing, data analysis and good knowledge of computer programming
  • Experience working with large data sets (SQL) - MS Excel, MS Access, VBA - Statistical software (SAS, R, Matlab) 

If this role sparks some interest then why not get in touch this week to get the wheels in motion.

CV’s to dohare@sigmar.ie