Credit Risk Modellers / Dublin

B C T Resourcing
€40,000 - €75,000 per annum
15 Apr 2017
15 May 2017
Contract Type
Full Time
Credit Risk Analysts

We are seeking to speak to highly quantitative individuals with at least 2 years' experience in credit risk modelling. This role will involve working on a variety of projects ranging from model reviews to development.

Our client requires experienced credit risk modellers who have either developed or validated IRB or provision models.

Key responsibilities

* Provide quantitative support to Risk related projects including model development and/or validation.
* Provide insights into model methodologies and approaches.
* Support the Dublin office and throughout the EMEIA network.
* Review, analyse and assess model inputs and results.

Qualifications and experience

* At least a Master's degree in a quantitative discipline (e.g. Physics, Maths)
* Experience in the development or validation of IRB and/or provision models.
* Working knowledge of SAS/SQL.

Other significant role requirements

* Interpersonal skills with an ability to develop strong working relationships (internal and external).
* Proven time-management skills.
* Excellent report writing skills is essential.
* Excellent communication skills with a proven ability to influence others and convey complex, technical ideas.

If the role is of interest, please submit CV.