Quantitative Credit Risk Analyst

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Job Description

Responsibilities:

  • Providing support to clients in assessing the governance, policies and frameworks in place over both quantitative risk management and internal risk management;
  • Interpreting new regulatory requirements that pertain to quantitative risk management, including those specific to models;
  • Engaging with key client stakeholders to gain an understanding of risk practices and assessing the completeness of same;
  • Assessing the quality of data underlying risk models and model calibration
  • Documenting models, methodologies, analyses, and findings in a manner which is communicable to people from various technical and non-technical functions in the Bank;
  • Support the design, calibration, implementation, testing and validation of models

The successful candidate will work alongside other subject matter experts in the banking team and contribute directly to the continued growth of the business.

The role offers the successful candidate the opportunity to continue to build on their existing knowledge and skills, to operate at a more senior level and to add greater value. The successful candidate will have excellent interpersonal skills, drive and motivation and will be in a leadership position currently.

Requirements

  • 5 - 10 years’ experience working in quantitative finance, preferably within a risk management role
  • Good knowledge of programming, e.g. SAS, R, Python, Matlab, Visual Basic
  • MSc in a quantitative discipline is preferred
  • Familiarity with the mathematical methods used in credit risk modelling is an advantage
  • Familiarity with the regulatory requirements is strongly preferred
  • Excellent written and oral communication skills

Please send CVs to hugh.bregazzi@cpl.ie or call me on 01 - 947 6327

Apply via LinkedIn

Hugh Bregazzi

Principal Recruitment Consultant 01 947 6327 Hugh.bregazzi@cpl.ie