Quantitative Risk Specialist - Dublin West

Job description

Quantitative Risk Specialist – Dublin West

Leading Financial Services Company based in West Dublin is looking to recruit a Quantititive Risk Specialist to join their Risk Department on a permanent basis.

The role will involve

  • Statistical validation of credit scorecards and collateral values.
  • Model and build scorecards for automated credit decision based on statistical models.
  • Monitoring of risk parameters – Probability of default & Loss Given Default
  • Carry out the IFRS9 Risk provision forecasting process in addition to the annual planning round and budgeting process.
  • Report all monthly credit risk related figures and KPI’s using internal IFRS9
  • Accounting
  • Ensure all risk management figures are aligned with the Accounting, Controlling and Headquarters as required.
  • Statistical analysis and stress testing of the credit portfolios
  • Design and develop MI reports
  • Supporting the implementation of new products to ensure the risk processes and strategies are adhered to.
  • Interested candidates must have
  • Third level qualification in a quantitative related discipline (Mathematics, Statistics)
  • 5 – 8 years experience in a similar capacity
  • Experience with development and validation of credit scorecards
  • Exposure to extracting, maintaining, transforming, and cleaning data for modelling purposes using statistical tools
  • Experience of technical report production, data analysis, business analysis and statistical techniques
  • Knowledge of reporting standards IFRS 9
  • Excellent presentation skills
  • For further details on this position please apply or contact Niall in Sigmar

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