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Senior Quantitative Risk Analyst 45-55k

Job description

Credit Strategies 

Senior Quantitative Risk Analyst

The Credit Strategy team of this bank is responsible for ensuring that the bank makes sound risk based decisions in it's credit origination & management process.  As the majority of retail credit decisions are made on an automated basis this team is key to delivering the banks strategic objectives to become a model driven bank.  

  • Predictive modelling to estimate the likelihood of borrowers meeting their repayment obligations
  • Using data analytics & pattern recognition techniques to identify potentially fraudulent applications
  • Implementing optimisation algorithms to determine risk appetite & pricing for our portfolios
  • Working closely with colleagues across the business 

Experience & skillset Required

  • A relevant Bachelors Degree (e.g. maths, physics, applied maths, statistics, engineering, econometrics, operations research)
  • 3+ years experience working in: predictive modelling, fraud analytics or decision optimisation algorithms
  • Advanced experience of SAS or other analytics languages such as R, Python or Matlab
  • Advanced knowledge in extracting, transforming & cleaning data for modelling purposes
  • Knowledge of banking and in particular risk adjusted return methodologies would be advantageous
  • Experience training & managing the day to day tasks of junior team members

If you are matching the criteria mentioned in this job description and would like to apply please call Annmarie on 01 4744645 or send your CV to ahendrick@sigmar.ie for consideration

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