Dublin | Ireland
Purpose of the Role
This team currently has a vacancy for a senior model analyst. The successful candidate will be responsible for compiling non-retail credit and risk data for analysis, producing quarterly performance monitoring reports, addressing ad hoc analytical requests and interacting with multiple business units. Opportunity to develop and to engage in new model development projects will be provided.
Extracting and manipulating data from multiple sources.
Developing, producing and improving performance monitoring reports for all non-retail credit risk measurement models.
Providing expert analysis of both models and data, through data analysis tools and business acumen.
Contributing to model development projects and on-going maintenance of existing models.
Utilising analytical abilities to identify new opportunities for our customers through data exploration.
Researching best practice risk measurement both in industry and academia.
Ensuring that all work is done in compliance with the Regulator`s requirements.
Third Level qualification in mathematics, statistics, finance, economic or another discipline including a significant numerical element.
Essential Skills & Experience
-Previous experience in credit risk or data analytics.
-Previous experience in statistical modelling is a distinctive advantage.
-Developed presentation skills and ability to work effectively with resources from across the credit, business and risk areas.
-Previous experience with one or more programming languages is a distinctive advantage: SAS, SQL, R, Python, VBA, C++
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