Financial Risk Modeller

1 day ago


Dublin, Dublin City, Ireland beBeeQuantitative Full time €100,000 - €120,000
Quantitative Analyst Role

The Financial Risk Model Validation Team is seeking a skilled quantitative analyst to support our model validation projects.

About the Position

This role involves validating financial risk models, including derivative valuation models, risk measurement models and behavioural models. You will work collaboratively to complete model validation projects and prepare reports on these projects.

Key Responsibilities
  • Prepare, document and present validation reports for financial risk models.
  • Work with model developers and other stakeholders to track validation actions.
  • Provide quantitative support to the wider Financial Risk team.
Requirements
  • Familiarity with mathematical modelling and financial risk software.
  • Knowledge of different types of financial products and risks in the banking industry.
Desired Skills
  • Coding experience in Python or R.
  • Knowledge of Calypso, FINCAD or QRM.


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