IT Search have been retained by one of Ireland’s leading financial services groups to grow their risk function through the appointment of a number of risk analysts and senior risk analysts who’ll demonstrate excellence and innovation in their risk analytics operations.
€50k(neg. DOE) - on application
I am currently working to enlarge existing IRB model development (PDG, LGD, EAD) & Stress Testing (EBA, IFRS9, Loss forecasting) teams.
These are permanent roles. We have opportunities at Data Scientist (Risk Analyst) and Senior Data Scientist (Senior Risk Analyst) levels.
Scope
This group are undergoing significant change – with a refreshing perspective and interest in attracting a wide variety of data professionals displaying strong capabilities in data analytics/data science from a mathematical modelling or algorithmically led approach.
Requirements
- 2-4/5 years’ experience developing (PD), (LGD), or EAD) models for IRB
- Similar experience in macroeconomic forecast modelling or IFRS9 models will also be considered
- Intermediate to advanced SAS / SQL programming skills
- Python/R/Matlab – equally considered – provided a strong modelling background is evidenced
- Data cleansing expertise to ensure excellent validity in data
- Superb documentation and regulatory awareness
- Knowledge of regulatory standards across IRB, Stress, Economics capital modelling or IFRS9 (ideally more than one) – would be preferred
The role
- Delivery of risk measurement models across credit risk
- Development of behavioural models
- Getting stuck in to the data – driving best in class data models across Credit Risk lines
- Classification / segmentation & calibration of models
- Engaging and consulting with business units to drive data drive decisioning
- Compliance with regulatory model evaluations
You are:
- Detail orientated & considered
- A team player
- An excellent communicator
- Qualified in or capable of proving capabilities in quantitative analytics i.e. mathematical modelling, statistics, economics, stochastics, discrete engineering etc.
- Interested in being part of a contemporary FS group – driving best in class Risk Analytics capabilities for the world to see!
- Keen to build a career…
Contact: Adrian Clarke | Head of Analytics Recruitment
Specialist in Data Technology, RiskTech, Data Science, Data Analytics, Blockchain, Data Engineering, Data Insights & Data Innovation.
If above might be of interest, please contact Adrian Clarke on
Ph.: 01 5079283 / 087 1146347 or
E.: adrian.clarke@itsearch.ie for an informal chat in strictest confidence
