Our client, an international financial services business with significant European Operations based in Ireland, have an exciting opening for a Portfolio Risk Analyst to join its team. Reporting to the Chief Credit Officer, your key responsibilities will include:
- Support the holistic management of credit risk, balancing risk vs. return, and working closely with lines of business to ensure credit risk strategies are aligned with risk appetite.
- Setting and maintaining KPIs and KRIs against the Board approved risk appetite.
- Developing quantitative credit & predictive models using machine learning and other statistical techniques to originate, monitor, and maintain a prudently balanced portfolio mix, including calculating expected credit loss (IFRS9) provisions.
- Portfolio stress testing from a credit perspective.
- Internal and external stakeholder management, as appropriate.
Requirements for this Role
- You will have 5+ years experience in a related role (financial risk, risk modelling, impairment modelling, etc.)
- Relevant experience performing data analysis and data modelling (Credit/Banking specific experience would be a benefit).
- A bachelor's degree in Mathematics/Statistics/Computer Science/Engineering etc.
- Strong experience in SAS and SQL programming (Python or R is beneficial).
- Familiarity with IFRS 9 and banking regulation in general would be a benefit.
About Our Client
Our client is an international financial services business
Attractive, commensurate with experience.