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Our client, a leading Bank, are looking to further strengthen their risk management team with the addition of a seasoned risk analyst with capital modelling skills.
This is an excellent opportunity for a talented professional with deep knowledge of forecasting, stress testing or modelling within a Credit Risk environment.
Execution of the Pillar 1 and Pillar 2 credit quantification
Test existing credit risk models and sub-components and make recommendations for enhancement
Optimise template structures to deliver final stress test results for internal & external requirements e.g. SSM, ICAAP
Produce high quality value-added management monitoring information for the group's credit portfolios covering required regulatory and operational requirements, key performance indicators, risks and trends
Build data sets which are robust and efficient for use across Credit Risk, helping to maximise speed of developments through efficient coding
Provide a high standard of documentation on all model development projects
Excellent academic credentials in a highly numerate oriented subject such as mathematics, statistics, actuarial science, econometrics or quantitative discipline
Deep knowledge of Microsoft applications and experience in SAS, SQL or VB. SAS in particular would be advantageous
Proven experience in a forecasting, stress testing or modelling role in a Credit Risk environment
An ability to operate on a flexible basis to cope with demanding delivery timelines
An innovative and creative approach to problem solving
Interested parties should click the APPLY button to direct a copy of their CV to John Ennis at Paragon for immediate consideration or call John on 01-874 6770 for further details.
Internal Number: 4953552
About Paragon Executive
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