Quantitative Risk Analyst Perm €45-€55k
Work for a leading bank in The Stress Testing and Economic Capital team developing credit models used for multi-year financial planning, stress testing, and supporting the Bank’s capital planning.
- Can Develop of econometric models (e.g. simulation techniques such as monte carlo, time-series and panel regression, extreme event analysis) for economic capital or stress testing purposes;
- Use model outputs to drive business planning/pricing, and engaging with business representatives to understand and deliver quantitative modelling support as required;
- Responds to technical queries from internal stakeholders and external bodies such as the Central Bank of Ireland or the Single Supervisory Mechanism;
- A bachelor’s degree (2.1 or higher) in a quantitative analytical discipline such as mathematics, applied mathematics, physics, statistics, engineering, econometrics;
- 2+ years’ experience developing financial models such as for stress testing, economic capital, IRB, IFRS9, etc.;
- Knowledge of SAS for statistical/econometric modelling purposes (or equivalent alternate programming language).
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