Quantitative Risk Analyst - Stress Testing

Competitive
Permanent
Dublin City Centre
25 Sep 2019
BBBH742624

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.

RESPONSIBILITIES:

  • Project work - involved in the development of new models and the maintenance and enhancement of existing models where appropriate
  • Carry out analysis and estimation of the impact of tail risk events such as interest rate shock and/or trade war escalation
  • Market and macros imbalances - develop specific tools to help identify and measure risks and to create scenarios to design inputs for testing
  • Variety of exposures to analytical problems that are decided upon by senior management and regulatory management
  • Regular liaison with counterparts across the globe and internally here in Dublin providing a huge amount of exposure and in-depth knowledge across the firm

REQUIREMENTS:

  • Masters' degree in Finance, Mathematics, Economic or Science field
  • Minimum 5 years' experience working in an analytical based role/environment with excellent problem solving skills
  • Impeccable writing skills with the ability to simplify complex issues for presentation to senior management
  • Previous experience working in a highly pressurised environment with the ability to multitask
  • Knowledge and/or ability to code in R or Python would be a distinct advantage

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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