Decision Science Analyst - Modelling

Competitive
Permanent
Dublin City Centre
18 Jun 2019
BBBH733716

Financial modelling position available in Dublin City Centre.

Our client are a leading player in the banking /financial services industry in Dublin - they are currently looking to recruit for a Decision Science Analyst - Modelling to join their team on a 2 year contract.

The Decision Science team is responsible for the development and maintenance of the credit risk strategy through the delivery of the full suite of credit risk models together with the s upply of other relevant information regarding the performance of credit portfolios to key stakeholders.

This role will involve building datasets, providing a high standard of documentation on all projects, fulfilling regulatory informational queries and producing and analysing credit portfolios.

Main Duties:

  • Assist in the delivery of capital model development
  • Carry out ad-hoc requests including fulfilling regulatory informational queries
  • Build datasets which are robust and efficient for use - helping to maximise speed of devleopment through efficient coding.
  • Provide a high standard of documentation on al model development projects
  • Produce and analyse high quality value-add management information for the group's credit portfolio's covering required regulatory and operational requirements, KPIs and risks & trends.

Requirements:

  • Third level Degree in Computer Science / Mathematics / Statistics or relevant discipline
  • 2-3 years experience in statistical techniques such as regression, WOE, cluster analysis, Decision Tree's, experimental design etc
  • Knowledge of the regulatory/compliance landscape - a broad understanding of emerging regulations relating to IRB modelling.
  • Previous experience in SAS (Base, Guide, Miner) is essential
  • Additional experience in PD, LGD, and EAD model development or RWA forecasting is a bonus - as is any experience in programming languages.
  • Very strong report writing and presentation skills with a high level of organisation
  • Proven team player

If you would like to learn more about this exciting new role, please get in touch with Geraldine in Morgan McKinley with a copy of your most recent Cv.

Morgan McKinley is acting as an Employment Agency in relation to this vacancy.

Please note that any references to salary or pay rates in this advertisement and in the salary refinement section are indicative only and should only be used as a guide.

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Geraldine Butler's picture
Manager - Managed Services
Cork 01 432 1580 | gbutler@morganmckinley.ie