Quantitative Officer

Competitive
Permanent
Dublin City Centre
02 Dec 2019
BBBH748203

Quantitative Officer | Dublin City Centre

There is an exciting Quantitative Officer role, in a global bank, present among the best banking and financial companies in the world from investors and client's point of view, based in Dublin City Centre.

This company is a leader in the financial services and baking industry with market presence around the world. This company can be described as innovative, trusting and open to different perspectives targeting future needs for the industry.

You will be working as part of a large team, providing quantitative and analytical advice, supporting the business on regulatory capital proposes, risk models and risk management. This team also have a heavy focus on conduct model documentation, monitoring, investigation, validation, Risk architecture and risk technology to improve or solving issues regards to capital purpose.

RESPONSIBILITIES:

  • Support the risk management team with standard documentations as an MDDT Conduct Model, analysis, CCR models, calculations, risk architecture, testing and risk technology across the market or asset products
  • Responsible for identifying issues on the model systems, assisting diagnosis, solving problems and improving the process for the capital markets calculations supporting the Production Trade Team
  • Accountable for monitoring current models and new models regards to performance according to regulations and conduct model investigating model issues
  • Conduct with IT team analysis and calculations of impact, building the risk architecture and regulatory capital risk managers, conducting the analysis for new model implementation, model enhancement to ensuring capital impact for the capital plans, and communications to regulators
  • Participation in projects, advising and giving analysis to the business regards to risk management and capital risk
  • Responsible for Conduct model documentation and coordination implementations with risk architecture, risk technology to test and implement CCR model

REQUIREMENTS:

  • Minimum 2 years' experience working in Quantitative role with strong knowledge in Modelling, Risk and pricing
  • Third level qualification necessary
  • Strong knowledge in global markets, products asset, Credit risk management, frameworks and regulations
  • Good knowledge of Microsoft applications, database as Oracle, Sybase or Similar; and in programming languages: Python, C++, Matlab and in the database as Oracle, Sybase or similar
  • Interested in the Banking and Financial industry, in a very analytical field as a Quantitative Risk Modelling
  • Innovative, creative and focus on problem-solving with the ability to assess the facts to make informed decisions and ability to work in a fast-paced environment
  • Strong communication skills with the ability to communicate successfully with colleagues at all levels and build effective working relationships

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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