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Risk Analytics Associate (Quantitativ

  • Location:

    Dublin City Centre

  • Contact email:

    ggomes@sigmar.ie

  • Sector:

    Banking & Finance

  • Contact phone:

    01 4744683

  • Job type:

    Full Time

  • Job ref:

    GG176x

  • Salary:

    Negotiable

  • Published:

    23 days ago

  • Contact email:

    ggomes@sigmar.ie

Job description

A leading and innovative financial services institution is looking for an experienced Risk Analytics Associate who has worked in quantitative risk, credit risk management and data mining techniques. The primary objective of the role is to assist in borrower credit grading and help determine reulatory capital requirements.

Key Responsibilities will include;

  • Extracting and cleaning data for risk and financial modelling purposes
  • Predictive modelling to estimate if borrows can meet repayments

Essential Requirements;

  • A degree in mathematics, applied mathematics, physics, statistics, finance
  • 2+ years’ experience developing Probability of Default (PD), Loss Given Default (LGD), or macroeconomic forecast models
  • Ideally have knowledge of SQL – an equivalent level in an alternate programming language would be considered (e.g. R, Python, Matlab)
  • Experience in data mining for modelling and risk analytics

If interested in the above role, Apply today to Genevieve at ggomes@sigmar.ie

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