Risk Modelling Analyst
Location Dublin City Centre
Consultant Cillian Mooney
Date posted 02 July 2018Level 3 Custom House Plaza 2, IFSC Dublin 1 Robert Walters Ireland
A leading Bank in Dublin are looking for a Risk Modeller to join their team in Dublin.
Key Responsibilities of the Risk Modelling Analyst:
- Assist in the delivery of the Bank's IRB Model development including PD, EAD and LGD modelling.
- Produce and analyse high quality value-add management information for the group's credit portfolios covering required regulatory and operational requirements, key performance indicators, risks and trends
- provide a high standard of documentation on all model development projects
- build datasets which are robust and efficient for use across credit risk, helping to maximise speed of development through efficient coding
As the Risk Modelling you will have experience in SAS (Base, Guide, Miner). You will have knowledge of CRR/CRD IV and EBA requirements. You will have experience with PG, LGD and EAD model development.
If you are interested in this position and would like to learn more please get in contact with Cillian Mooney on the details provided below.