Senior Quantitative Analyst recruitment
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.
In this role you will be involved in credit risk model validation and calibration in addition to stress testing model development. You will need to have an aptitude for logical problem solving, analytical reasoning and strong interpersonal skills.
Other responsibilities include:
- 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
To succeed in this role, you will need to demonstrate:
- Quantitative primary degree essential (e.g. Maths, Stats, Engineering)
- Practical knowledge of Credit Risk Metrics (PD, LGD, EAD)
- Practical Knowledge of Model Calibration
- Practical knowledge of Model Development and Validation
- Advanced software skills (R, Matlab, SAS, VBA, etc)
- High volume data analysis and manipulation skills (SQL)
Ulster Bank is recognised as having one of the most innovative and flexible reward programmes in the financial services sector, and all employees have access to a great range of discounted financial services products including mortgages, loans, savings and insurance as well as discounts on other products and services from a number of well-known retailers and manufacturers. You are also able to use your benefit funding to elect for benefits through our flexible RBSSelect program.
The package we are offering further includes an additional 25% pension and benefit funding on top of base salary, plus 37 days holiday entitlement.
For more information or to make an application, click here http://www.jobs.rbs.com/ie/job/00058665-quantitative-analyst