Credit Risk Models Analyst
Consultant Cillian Mooney
Date posted 02 July 2018Level 3 Custom House Plaza 2, IFSC Dublin 1 Robert Walters Ireland
A global bank with significant operations in Dublin is looking to hire a credit risk modelling analyst.
Key responsibilities of the credit risk modelling analyst:
- Participate in the development and ongoing improvement of the group’s internal rating models
- Assist in validation, calibration and ongoing maintenance of credit risk models as well updates of validation documents
- Liaise with credit portfolio management to ensure consistent application of rating models
- Provide training and support to front end users of the PD and LGD models
- Ongoing Validation and development of IFRS 9 PD and LGD Models
- Ongoing maintenance of the IT-implementation of credit risk models in the group’s rating platform application and testing of new releases
As the credit risk modelling analyst you will have a degree in Statistics, Economics, Finance, Mathematics, Physics, Engineering or other quantitative discipline(s) considered. You will have knowledge of quantitative statistical methods and concepts used in credit risk measurement in particular linear and logistic regression, familiarity with regulatory capital requirements esp. regarding rating models and credit risk parameters. You will have proficiency in data processing, data analysis and good knowledge of computer programming. Strong IT skills in some of the following areas: Experience working with large data sets (SQL), MS Excel, MS Access, VBA, Statistical software (SAS, R, Matlab) is a big advantage.
This is an excellent opportunity for a credit risk modelling analyst to join a successful organisation based in Dublin.
If you are interested in the credit risk modelling analyst role, please apply today or contact Cillian Mooney on the details provided for more information.