Quantitative Analyst Financial Risk Model Validation, Dublin
- Dublin
- Permanent
- Full-time
- Are you interested in applying your quantitative skills to solve financial problems?
- Are you interested in developing your skills and getting exposure to a range of financial risk models including derivative pricing models, risk measurement models and behavioural models?
- Are you comfortable working as part of a small collaborative team to complete model validation projects and to prepare and present reports on these projects?
- Preparing, documenting and presenting validation reports for financial risk models including derivative valuation models, risk measurement models and behavioural models.
- Working with model developers and other key stakeholders to track validation actions to completion.
- Providing quantitative support to the wider Financial Risk team.
- Relevant third-level qualification or postgraduate qualification in an analytical discipline, e.g., chemistry, engineering, mathematics, physics.
- Completion, or progression towards completion, of a relevant professional qualification, e.g. PRM, FRM or CFA.
- Work experience in the financial industry, with a strong focus on financial risk models, e.g., derivatives valuation, VaR and xVA models.
- Coding experience in Python or R. Knowledge of Calypso, FINCAD or QRM will be an advantage.
- Market leading Pension Scheme
- Healthcare Scheme
- Variable Pay
- Employee Assistance Programme
- Family leave options
- Two volunteer days per year
- Collaborates
- Eliminates Complexity
- Ensures Accountability
- Risk Analysis
- Financial Modelling