About the job Director - Credit Risk Analytics
Our client is looking to recruit a Director in their Dublin office, with hybrid working.
This is a challenging and fulfilling role, with responsibility for delivering validation solutions in the areas of risk modelling in areas such as quantitative risk advisory, advanced analytics, risk measurement and strategy.
There is a particular focus on second-line credit risk in banking, covering areas such as IRB, IFRS9, Stress Testing, Pillar 2 and Portfolio Management.
Role Responsibilities
Leading assignments and engagements with banking clients in the areas of specialist quantitative and risk expertise
Implementing bespoke quantitative and qualitative frameworks for the implementation of best in class end-to-end independent model validation
Providing expertise and specialist knowledge input
Lead the development of the firm and delivering on client facing engagements and assignments
Ensuring the appropriate outcome of work is communicated clearly and effectively within internal reporting lines and to external stakeholders
Providing on-going training and support to the team and on-boarding of new hires, particularly from a technical perspective
Qualifications and Experience
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 Power Point skills
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