Senior Credit Risk Analyst- Capital Modelling

Technojobs

Europe , Ireland

IT

Ending On: 10 Jul 2019 Closed

Keyskills

Job Description

We are looking for Senior Credit Risk Analyst- Capital Modelling

Education:

Employment: Full-Time

Requirements: Salary: Competitive
Location: Dublin,
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Job Description
Role & Responsibilities

  • Execution of the Pillar 1 and Pillar 2 credit quantification
  • Test and monitor existing credit risk models and sub-components and make recommendations for enhancement
  • Support and optimise template structures to deliver final stress test results for internal and external requirements e.g. SSM, ICAAP.
Skills & Qualifications
  • 2+ years' experience in a forecasting, stress testing or modelling role in Retail Credit Risk
  • Minimum Bachelor's Degree in a highly numerate oriented subject like mathematics, statistics, actuarial science, econometrics or quantitative finance/science.
  • Highly PC literate with a good knowledge of Microsoft applications and experience in SAS, SQL or VB. SAS in particular would be advantageous


Key Responsibility

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