Senior Risk Analyst | Capital Modelling | Banking Senior Risk Analyst | Capital Modelling | Banking …

Paragon Executive
in Dublin, Leinster, Ireland
Permanent, Full time
Last application, 11 Jul 19
Competitive
Paragon Executive
in Dublin, Leinster, Ireland
Permanent, Full time
Last application, 11 Jul 19
Competitive
Senior Risk Analyst with capital and credit modelling skills

Our client, a leading Bank, are looking to further strengthen their risk management team with the addition of a seasoned risk analyst with capital modelling skills.

This is an excellent opportunity for a talented professional with deep knowledge of forecasting, stress testing or modelling within a Credit Risk environment.

Key Responsibilities:

  • Execution of the Pillar 1 and Pillar 2 credit quantification
  • Test existing credit risk models and sub-components and make recommendations for enhancement 
  • Optimise template structures to deliver final stress test results for internal & external requirements e.g. SSM, ICAAP
  • Produce high quality value-added management monitoring information for the group’s credit portfolios covering required regulatory and operational requirements, key performance indicators, risks and trends
  • Build data sets which are robust and efficient for use across Credit Risk, helping to maximise speed of developments through efficient coding
  • Provide a high standard of documentation on all model development projects

Key Requirements:

  • Excellent academic credentials in a highly numerate oriented subject such as mathematics, statistics, actuarial science, econometrics or quantitative discipline
  • Deep knowledge of Microsoft applications and experience in SAS, SQL or VB. SAS in particular would be advantageous
  • Proven experience in a forecasting, stress testing or modelling role in a Credit Risk environment
  • An ability to operate on a flexible basis to cope with demanding delivery timelines
  • An innovative and creative approach to problem solving

Interested parties should click the APPLY button to direct a copy of their CV to John Ennis at Paragon for immediate consideration or call John on 01-874 6770 for further details.

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