Portfolio Risk Analyst

Competitive
Permanent
Dublin South
28 Apr 2020
BBBH758727

Portfolio Risk Analyst

Permanent Role

Dublin South

This is an exclusive role with an exciting financial services company based in Dublin south.

This role sits in the Risk and Compliance function within the Credit Risk team. This team is responsible for promoting a strong risk and asset quality management culture. The successful candidate will be reporting into the Credit Portfolio Manager supporting the management of credit risk, balancing risk vs. return, and working closely with lines of business to ensure credit risk strategies are aligned with risk appetite.

Key Responsibilities:

  • Involved on the end to end model development from origination to monitoring and maintaining
  • Develop predictive models using machine learning and other statistical techniques
  • Have previous experience calculating expected credit loss (IFRS9) provisions in the portfolio using established modelling techniques and methodologies
  • Liaise with internal model management teams regarding model governance requirements
  • Involved in stress testing with the credit portfolio

Key Requirements:

  • A degree in Mathematics/Statistics/Computer Science/Engineering etc or a related principle
  • 5 years plus experience working in Financial Services
  • Quantitative background with previous experience across financial risk, impairment modelling or Risk Modelling
  • Strong SGL and SAS experience a must
  • Previous exposure to tools (PowerBI, Tableau or Qlik)
  • Analytical mindset with strong reporting writing capabilities
  • Ability to work autonomously
  • Critical and creative mindset

Morgan McKinley is acting as an Employment Agency and references to pay rates are indicative.

BY APPLYING FOR THIS ROLE YOU ARE AGREEING TO OUR TERMS OF SERVICE WHICH TOGETHER WITH OUR PRIVACY STATEMENT GOVERN YOUR USE OF MORGAN MCKINLEY SERVICES.

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