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Quantitative Risk Analyst

Job description

Job title: Quantitative Risk Analyst 

Salary: Negotiable

Location: Dublin 4

Duration: Permanent

 

We are looking for a Quantitative Risk Analyst to join the Credit Strategies team, within the Risk Analytics Department.

The team is responsible for ensuring sound risk-based decisions are made within the organisation.

 

The job involves:

  • Predictive modelling regarding borrowers meeting their repayment obligations
  • Identify potentially fraudulent applications using data analytics and pattern recognition techniques
  • Determining risk appetite and pricing by implementing optimisation algorithms
  • Working closely with teams across the Business to build, implement and monitor automated strategies.

Experience and skills, you will bring:

  • Bachelor’s degree (2.1 or higher) in mathematics, applied mathematics, Physics, Statistics, engineering, econometrics
  • Minimum 2 years’ experience working in financial predictive scorecard modelling
    • Equivalent experience in an alternate modelling type would be considered e.g. predictive modelling, fraud analytics or decision optimisation algorithms
  • Experience of SAS, Python or Matlab desired
  • Experience extracting, transforming and cleaning data for modelling
  • Knowledge of banking and risk return methodologies a big advantage.

 

If you are interested in this role or discussing any other roles that may be available, please contact Sarah at sboyce@sigmar.ie or on 01 961 9725.

 

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