Stress Testing Analyst
Dublin City Centre
At Sigmar we are currently working with our client based in Dublin City Centre that has a vacancy for a Stress Testing 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.
• Engaging with business units to understand their future lending strategies and how they affect estimated credit losses
• Projecting expected and stressed loan losses, and associated capital requirements using internally developed models
• Preparation of results presentations to facilitate the challenge required to ensure all estimates are consistent and robust
• Delivery of final results for use by internal and external stakeholders, for example as part of the ICAAP process, or in EBA stress tests
• Further development of internally developed econometric models used to estimate key financial metrics, for example defaults rates, prepayment rates, etc.
• A bachelor’s degree (2.1 or higher) in accounting, finance, economics or a quantitative analytical discipline such as mathematics, applied mathematics, physics, statistics, engineering
• 2+ years’ experience working with cross-functional teams (i.e. analysts and business)
• Experience contributing to financial reports
• Experience in results presentation and communication (e.g. through PowerPoint presentations, reports, memos etc.) with a proven ability to articulate complex concepts/results in simple language
• Any background of SAS or SQL programming for reporting or modelling (equivalent programming language) would be beneficial
• Reasonable knowledge of European regulatory and/or accounting standards in respect of at least one of IRB, IFRS 9, loss forecasting, stress testing and/or economic capital modelling 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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