Quant Analyst – Group Risk

Our client is a leading bank with operations in Ireland and overseas. They now wish to hire a Quantitative Analyst within their Group Risk area which has functional responsibility for credit risk. The team's role is to influence and support the management of credit across the group by promoting high standards of credit professionalism and best in class market practice. They ensure robust credit structures, processes and policies underpin credit activities across the organisation. This new position is with the Group Risk Models Validation Team.

The Role:
- Development and validation of credit risk models
- Ongoing assessment and improvement of existing models
- Undertaking complex problem solving of rating methodologies
- Supporting the general business
- Provision of efficient and timely results

The Candidate:
- Graduate in a numerical discipline
- Post grad qualification essential
- Minimum 2 years direct quantitative work experience
- Knowledge of statistical modelling techniques (regression, prediction, etc)
- Data management, analytical and reporting skills
- Ability to interpret and writ technical documentation
- Strong IT skills (ideally also programming skills)

The role will pay a strong basic salary, annual bonus and generous benefits package. Interested and suitably qualified candidates should contact Alan Bluett at the enclosed address.