Ireland Job Openings

permanent tsb

Senior Quantitative Risk Analyst

FULL TIME

September 6, 2024

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, our focus is centred on ensuring we deliver what our customers, colleagues and communities need to be successful.

As a Senior Analyst in Regulatory Models, your role is to deliver the banks Credit Risk model development agenda across IRB and IFRS 9. The models underpin the quantification of credit loss for the Balance Sheet and Profit & Loss Statement including regulatory capital requirements and impairment provisions. If you like using programming languages to build and analyse the performance of predictive models, then this is the role for you.

Responsibilities:
  • Develop and analyse models to quantify credit loss.
  • 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 helping to maximise speed of development through efficient coding and automation.
  • Produce high quality `value-add¿ analysis and insights across data mining and trend analysis and develop optimum segmentation strategies.

Requirements:
  • 2+ years experience working as a risk analyst, model developer, business analyst, data scientist or data analyst.
  • A 2:1 Honours Bachelor¿s Degree (NFQ Level 8) in a mathematical/statistical/computer science or associated subject area.
  • Experience and knowledge of programming languages such as SAS (Base, Guide, Miner), SQL or other advanced statistical/econometric analysis software.
  • Knowledge of statistical techniques (such as regression, time series, decision trees, scorecards etc.).
  • Excellent analytical, problem-solving and communication skills with proven skills in summarising and interpreting large volumes of data and translating into meaningful insights.
  • Aspiration to become subject matter expert on credit loss quantification.

This is a permanent role based in PTSB's St Stephens Green Dublin.

Is this you?

Please apply online on our website or via the apply link of this role. Your application will be sent through to our Talent Acquisition team and they will be in touch regarding your application. We reserve the right to draw up a shortlist for interview. The Bank understands the importance of a consistent and relentless focus on championing diversity and inclusion. We aim to attract, recruit, and retain individuals with diverse backgrounds, skills, competencies and abilities to work collaboratively to enhance the service we provide to all of our customers and the communities we serve.
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