Job title: Quantitative Risk Analyst
Location: Dublin 4
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 email@example.com or on 01 961 9725.
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