Director - Credit Risk Analytics
On-siteDublin, Leinster, Ireland
Job Summary
Lead assignments and engagements with banking clients in specialist quantitative and risk expertise areas. Implement bespoke quantitative and qualitative frameworks for best-in-class end-to-end independent model validation, focusing on second-line credit risk including IRB, IFRS9, Stress Testing, Pillar 2, and Portfolio Management. Provide expert knowledge input, lead firm development, and ensure clear communication of outcomes to internal and external stakeholders. Deliver ongoing technical training and support for the team and new hires. This role requires a Masters degree, ten plus years of financial services experience, and proficiency in SAS, R, Python, and VBA. Based in Dublin with hybrid working options, the position offers a competitive salary and comprehensive benefits.
Required Qualifications
- Masters degree or equivalent professional qualification in either quantitative risk (modelling) business, accounting, finance, economics, maths, risk or any related professional discipline
- Ten plus years experience in relevant financial services roles
- Extensive experience of the banking sector, the practical operation of companies within that industry and quantitative risk management techniques and approaches
- Strong analytical, problem solving, decision making, planning and organisational skills
- Proven ability to critically assess complex issues and problems and identify solutions for root causes of issues
- Knowledge of the banking regulatory and legal framework and a deep understanding of the following: retail or wholesale business models, key risk drivers and supervisory approaches
- Excellent verbal and written communication
- Excellent capability in managing and delivering under tight timeframes
- Strong ability to utilise statistical/ coding packages such as (SAS, R, Python,VBA, C++)
- Excellent MS Word, Excel and PowerPoint skills
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