Senior Quantitative Specialist
Loughlinstown, Ireland
EUR 50K-73K (estimate) Senior-level Full Time
Tasks
- Align methodologies with regulatory requirements
- Build model monitoring pipeline
- Collaborate with finance and business lines
- Conduct credit portfolio stress testing
- Define model assumptions
- Develop risk models
- Ensure model governance compliance
- Execute IFRS 9 provisioning process
- Maintain risk models
- Manage expert judgment overlays
- Monitor model performance
- Perform post model adjustments
- Provide technical guidance to developers
- Resolve audit queries
Perks/Benefits
- Career growth opportunities
- Employee recognition programs
- Flexible work location expectations
- Inclusive culture
- Training and education support
Skills/Tech-stack
Capital planning | Credit Risk | Data Analysis | Data Transformation | EBA Capital Requirements Regulation | Foreign Exchange | Foreign exchange risk | IFRS 9 | Liquidity Risk | Loss forecasting | Machine Learning | Model Governance | Model Monitoring | Operational Risk | Python | R | Risk Modeling | SAS | SQL | Statistical Analysis | Stress Testing
Education
Bachelor of Arts | Bachelor of Engineering | Bachelor of Science | PhD
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