Senior Risk Analyst - IRB Modelling

Competitive
Permanent
Dublin City Centre
17 Oct 2019
BBBH744463

Senior Risk Analyst - IRB Modelling

There is a new Senior Risk Analyst - IRB Modelling role, in an exciting financial services company based in Dublin City Centre.

Company leader in the financial services industry with market presence for over a century. Working as part of a team, you will be reporting to the Decision Science Manager. This will allow you to support the IRB Modelling Team through Customer Focus, High performance, Risk Management and Accountability decisions making.

RESPONSIBILITIES:

  • Modelling Development and testing of IRB and other related models.
  • Be involved in the support and deliver of model remediation actions and recommendations for enhancement.
  • Work in models for best practices, standards and support the monitoring
  • Work as a team to ensure consistency and veracity of results and process.
  • Develop robust data sets to reduce Risk to maximise speed of developments through efficient coding.
  • High standard of documentation on all model development projects.
  • Support ad hoc requests including fulfilling internal stakeholder or regulatory informational queries.
  • Training and assistance to junior analysts where required.

REQUIREMENTS:

  • Minimum two years' experience in a modelling role in Retail Credit Risk
  • Bachelor's Degree in mathematics, econometrics, statistics or quantitative finance/science.
  • Good knowledge of Microsoft applications and experience in SAS, SQL or VB.
  • Working knowledge of IRB regulation - an advantage.
  • The ability to recognise when to raise issues through appropriate channels.
  • Able to work in a fast-paced environment on a flexible basis to cope with demanding delivery timetables, often under time pressure.
  • Strong communication skills able to communicate successfully with colleagues at all levels and build effective working relationships.

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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