Quantitative Risk Manager
hace 4 semanas
About the job Quantitative Risk Manager
Our client is looking to recruit a Quantitative Risk Manager within their Quantitative Risk Advisory team in Dublin or Madrid, with hybrid working. This is an exciting opportunity for an ambitious and motivated person to join a team working in financial services, with a focus on quantitative models across banking.
You will be a key member of the team developing, leading and overseeing solutions in the areas of risk modelling for our clients, in areas such as quantitative risk advisory, advanced analytics, risk measurement and strategy. Particular focus will be 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.
Applying bespoke quantitative and qualitative frameworks for the implementation of best in class end-to-end independent model validation.
Providing expertise and specialist knowledge input and developing a solid understanding of business strategy, products and markets.
Contributing to the development of the firm and delivering on client facing engagements and assignments.
Taking responsibility to ensure 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.
The successful candidate will have:
Masters degree or equivalent professional qualification in the area of quantitative risk (modelling), business, accounting, finance, economics, maths, risk or any related professional discipline.
5-7 years of experience in relevant financial services roles covering topics such as IRB, IFRS9, Stress Testing, Pillar 2 and Portfolio Management.
Extensive understanding/experience of the banking sector, the practical operation of companies within the industry and quantitative risk management techniques and approaches.
Strong analytical, problem solving, decision making, planning and organisational skills.
Proven ability to critically assess issues and to identify solutions.
Knowledge of the banking regulatory and legal framework.
Excellent verbal and written communication.
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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