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.
- 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
- 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.