Job: Risk Analyst
Location: Dublin 4
- 2-3 years of risk analytics experience.
Some job responsibilities
- Model Development is accountable for the design and delivery of credit risk measurement models (e.g. PD, LGD), including the development and maintenance of IRB models. These models are used within the Group to drive borrower credit grading and support the determination of the regulatory capital requirements.
- Stress Testing Development Team and runs the credit forecasting and economic capital models used both for predicting future outcomes for the Bank as well as stress testing the Bank’s credit risks. These models are used to anticipate the effects that macroeconomic shocks may have on the business model, and to support the allocation of regulatory and economic capital within the ICAAP and EBA Stress Test processes.
- Stress Testing Execution team runs credit models used for multi-year financial planning and monitoring resilience to downturns in the economic environment (i.e. stress testing). In short, the successful candidate for this role will be primarily focussed on delivering sensible projections of the Bank’s credit portfolio using internally developed models.
- Credit Strategies is accountable for the automation of credit-related decisions. The team uses risk measurement techniques such as optimisation algorithms, decision modelling, profitability modelling, scorecard development, and fraud analytics to automate lending decisions in alignment with risk appetite.
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