Quantitative Risk Analyst - Stress testing | Dublin Centre
The Quantitative Risk Analyst will work within the Stress Testing and Risk Appetite team of a global financial services institution. This particular risk group are responsible for the building and designing methods and models used by the company to accurately identify risk exposures.
The areas covered include Counterparty Credit, Market Risk, Wholesale retail loan loss and capital and Risk Capital Models. The Quantitative Analyst will gain exposure across a variety of geographies whilst gaining a huge amount of exposure to a variety of projects all at once.
This exciting team hold responsibility for the overall framework and principles which makes it an exciting time to join this growing company. The Quantitative Analyst can benefit from a distinct career progression path and the ability to grow long term with a reputable company.
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.