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Senior Quantitative Risk Analyst

Job description

Job: Senior Quantitative Risk Analyst

Location: Dublin 4 

Job Requirements

  • A bachelor’s degree in a quantitative analytical discipline (2.1 or higher), e.g. mathematics, applied mathematics, physics, statistics, engineering, econometrics, operations research;
  • 3+ years’ experience working in one of the following areas: predictive modelling, fraud analytics or decision optimisation algorithms;
  • Advanced experience of SAS or other analytics languages (e.g. R, Python, Matlab);
  • Advanced knowledge in extracting, transforming, and cleaning data for modelling purposes
  • Knowledge of banking and in particular risk-adjusted return methodologies would be advantageous;
  • Experience training and managing the day to day tasks of junior team members.

Job Responsibilities

  • Predictive modelling to estimate the likelihood of borrowers meeting their repayment obligations;
  • Using data analytics and pattern recognition techniques to identify potentially fraudulent applications;
  • Implementing optimisation algorithms to determine risk appetite and pricing for portfolios;
  • Working closely with colleagues across the Business, the Chief Data Office, Credit Risk and IT to build, implement and monitor automated strategies.

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