About PTSB
PTSB is one of Ireland's leading retail and SME banks, with an innovative range of products and services powered through an evolving digital landscape.
The bank focuses on delivering what customers, colleagues, and communities need to be successful.
Job Opportunity
An opportunity has arisen for a talented Junior/Senior Quantitative Risk Analyst to join the bank's Regulatory Models team.
Your role will be to support the delivery of the bank's Credit Risk model development agenda across IRB and IFRS 9.
Key Responsibilities
* Design, develop, and analyse models to quantify credit risk.
* Develop data-driven and predictive models across Probability of Default (PD), Loss Given Default (LGD), Exposure of Default (EAD), and State of the Economy (SOE) models.
* Utilise traditional statistical techniques and apply mathematical theory/concepts.
* Build large datasets that are robust and efficient for use across Regulatory Models.
* Mentor and guide junior analysts to deliver the bank's model development agenda.
* Produce high-quality value-add analysis and insights across data mining and trend analysis and develop optimum segmentation strategies.
Requirements
* 2:1 Honours bachelors degree (NFQ Level 8) in a STEM subject area.
* Experience and knowledge of programming languages such as SAS, SQL, or other advanced statistical/econometric analysis software (e.g., Python, R etc.).
* Knowledge of statistical or modelling techniques (e.g., regression, time series modelling, hypothesis testing etc.).
* Excellent analytical, problem-solving, and communication skills with demonstrated skills in summarising and interpreting large volumes of data and translating into meaningful insights.
* Aspiration to become a subject matter expert on credit loss quantification.
About the Role
This is a permanent role based in PTSB's St Stephens Green.