Financial Risk Modeller

9 hours ago


Dublin, Dublin City, Ireland beBeeValidation Full time €90,000 - €120,000
Quantitative Analyst - Financial Risk Model Validation

This role focuses on validating financial risk models, requiring expertise in mathematical modelling and software relevant to the banking industry.


The successful candidate will be part of a collaborative team responsible for model validation projects, presenting reports, and providing quantitative support to the wider Financial Risk team.


  • Key Responsibilities:
  • Developing and implementing validation methodologies for financial risk models, including derivative valuation, risk measurement, and behavioural models.
  • Collaborating with model developers and stakeholders to track validation actions and ensure timely completion.
  • Providing quantitative support and contributing to the development of financial risk models.

Requirements:

To be considered for this position, you will need:


  • A relevant third-level qualification or postgraduate degree in an analytical field, such as mathematics, engineering, or physics.
  • Professional experience in the financial industry, particularly in financial risk models, derivatives valuation, VaR, and xVA models.
  • Coding skills in Python or R, with knowledge of Calypso, FINCAD, or QRM being advantageous.

Why Join Our Team?


We offer a hybrid working model that allows our employees to balance their time between home and office, subject to business requirements. Our benefits include:


  • Variable pay
  • Employee assistance programme
  • Family leave options

For more information about our commitment to our employees, please click here.


Key Capabilities:
  • Behavioural Capabilities:
  • Eliminates complexity
  • Ensures accountability

  • Technical Capabilities:
  • Derivatives valuation
  • Risk measurement
  • Model validation

About Us:


We are committed to equality and diversity, and we welcome applications from talented individuals who share our values.


Please contact us if you have any questions or require further information.



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