Quantitative Analyst, Dublin recruitment
The role of Quantitative Analyst is to support and deliver an enhanced risk management platform through the development and validation of a suite of risk metrics. The Ulster Bank Wholesale Credit Risk Analytics team supports the implementation and use of the RBS Wholesale suite of credit risk models across UB in addition to the development of macro economic Stress Testing models. The successful candidate will be involved in credit risk model validation and calibration in addition to stress testing model development.
The candidates will have an aptitude for logical problem solving, analytical reasoning and strong interpersonal skills.
Responsibilities:
- Assist and support the Development and Validation of Wholesale Credit Risk Models and Risk Reporting measurement tools
- Lead delivery of model based reviews and supporting documentation
- Assist in divisional Stress Testing / Macroeconomic model development
- Provide advice / statistical insight into risk models (PD, LGD, EAD)
- Assist in extraction and analysis of portfolio specific MI
- Assist in Capital Impact assessments for model changes
- Ability to capture process inefficiencies
- Leverage existing knowledge on model methodology and implementation
- Undertake projects from time to time
Essential Criteria
- Quantitative primary degree (e.g Maths, Stats)
- Application of Statistical or Mathematical concepts within a Commercial Environment
- Practical knowledge of Model Calibration, Model Development and Validation
- Ability to communicate quantitative concepts to Senior Management
- Advanced Software skills (R, Matlab, SAS, VBA, etc)
- High volume data analysis and manipulation skills (SQL)
Desirable Experience
- Post Graduate qualification
- Practical Knowledge of Credit Risk Metrics (PD, LGD, EAD)
- Knowledge of Stress Testing, econometric forecasting techniques
- Data management and manipulation skills (SQL)
- Ability to work to tight deadlines and under pressure
- Exposure to statistical and mathematical concepts
- Confident, self motivated and good team worker
May 13, 2012
• Tags: Dublin recruitment, Quantitative Analyst, Risk Management careers in the Ireland • Posted in: Financial