Quantitative Risk Analyst
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.
• 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
• 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
T: +353 1 9619721
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