Job Title:
Quantitative Risk Analyst, Vice President
Team/Role Overview
The Enterprise Risk Analytics (ERA) organisation within risk oversees Stress Testing, scenario development, risk capital modelling and reporting for all risk categories across the enterprise: wholesale credit, retail credit, market risk, treasury risk, and operational risk.
ERA's responsibilities are fundamental to the Risk Management organisation and all risk activities throughout the business.
Key Responsibilities
* Support the ongoing delivery of ICAAP and other regulatory stress testing initiatives working with model developers, validators and the wider risk management group.
* Coordinate with project work streams spanning a wide range of activities 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 Central Bank of Ireland, European Central Bank, External Auditors and Internal Audit.
* Engage in continuous process improvement around existing stress testing capabilities.
Requirements
* Graduate degree in Economics, Finance, or another quantitative field (Mathematics, Physics, Computer Science, Econometrics, Statistics, etc.) is required.
* Master or higher degrees are advantageous, as is exceptional academic record.
* Other qualifications such as Financial Risk Manager (FRM), Chartered Financial Analysts (CFA), Certificate in Quantitative Finance (CQF), etc. are advantageous.
* Demonstrable interest in applying sophisticated mathematical/analytical techniques to solve real-world problems-especially in banking, finance, or risk management is advantageous.
* Extensive experience in financial services sector, in roles requiring superior problem solving analytical capabilities, ideally including experience across multiple risk stripes.
* Fluency in speaking, reading, and writing English is required.
* Highly motivated, with ability to work both independently and collaboratively.