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
- 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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