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Quantitative Risk Analyst

  • Location:

    Dublin City Centre

  • Contact email:

    nnedevski@sigmar.ie

  • Sector:

    Banking & Finance

  • Contact phone:

    0147446000

  • Job type:

    Full Time

  • Job ref:

    NN0704

  • Salary:

    Negotiable

  • Published:

    22 days ago

  • Contact email:

    nnedevski@sigmar.ie

Job description

Quantitative Risk Analyst
Permanent Role
Negotiable DOE
Dublin City Centre

At Sigmar we are currently working with our client based in Dublin City Centre that has a vacancy for a Quantitative Risk Analyst. You will be a part of advanced team that values innovation and creativity and this role presents a great opportunity for any analyst who has the capability to approach a business problem in an innovative way, identify and build a great solution.

Duties:

• 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 our portfolios
• Working closely with colleagues across the Business, the Chief Data Office, Credit Risk and IT to build, implement and monitor automated strategies

Requirements:

• A bachelor’s degree in a quantitative analytical discipline (2.1 or higher), e.g. mathematics, applied mathematics, physics, statistics, engineering, econometrics
• 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 or other analytics languages (e.g. R, Python, Matlab)
• Familiarity in extracting, transforming, and cleaning data for modelling purposes
• Knowledge of banking and in particular risk adjusted return methodologies would be advantageous

If you have the relevant experience and feel this role is for you, please apply now
NNedevski@sigmar.ie
T: +353 1 9619721

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