Job Title: Quantitative Risk Analyst, Vice President
The Enterprise Risk Analytics (ERA) organisation within risk is seeking a skilled Quantitative Risk Analyst to join the Stress Testing team in Dublin.
ERA oversees stress testing, scenario development, risk capital modelling and reporting for all risk categories across the enterprise. The successful candidate will support the delivery of ICAAP and other regulatory stress testing initiatives, working with model developers, validators and the wider risk management group.
Duties and Responsibilities:
* Support the ongoing delivery of ICAAP and other regulatory stress testing initiatives
* Coordinate with project work streams including scenario design, stress loss calculations, economic capital, and governance
* Provide analytical support to risk specialists in developing stress testing, including further integration of stress testing in Risk Appetite and decision making
* Support the Regional Stress Testing team in evaluating Stress Testing risk controls and frameworks
* Assist with information requests from regulators and internal stakeholders
Requirements:
* Graduate degree in Economics, Finance, or another quantitative field
* Exceptional academic record and relevant professional certifications are advantageous
* Demonstrable interest in applying sophisticated mathematical/analytical techniques to solve real-world problems
* Extensive experience in financial services sector, with superior problem solving analytical capabilities
* Fluency in speaking, reading, and writing English is required
Key Skills:
* Mastery of analytics and explanatory documentation for regulatory capital planning/regulatory risk requirements
* Strong familiarity with regulatory landscape facing EU banks
* Experience in mathematical modelling and understanding of models used across different risk types
* Excellent written and verbal communication skills