Location Dublin City CentreFULL_TIME
Consultant Cillian Mooney
Date posted 20 August 2018 2018-08-202018-10-16 banking Level 3 Custom House Plaza 2, IFSC Dublin 1 Robert Walters Ireland
A leading Corporate Bank are looking for a Risk Analyst to join their team.
Key responsibilities of the Risk Analyst:
- Calculation and reporting of economic capital and ICAAP calculations
- Modifying, streamlining and automating reporting process
- Assist in stress testing within the economic capital framework
- Work with various databases retrieving data and assessing data quality
- Maintenance and review of technical documentation and procedure documents
- Validation of models and parameters used in capital adequacy calculation
- Documentation of ICAAP processes and procedures
- Develop an understanding of the economic capital models and Monte Carlo simulations
As the risk analyst you will have experience of working with large datasets and quantitative methods used such as regression or probability distributions. You will have experience working with Financial Risk models and concepts such as VaR or loss distributions.
If you are interested in the role and would like to know more, please get in touch with Cillian Mooney on the details provided