Risk Modelling Specialist

  • 36105
  • Life - Actuarial
  • |
  • Ireland - Republic
  • |
  • Oct 23, 2019
  • Have a key role in the design, calibration, implementation and testing of Economic Capital models for use across the company, with focus on asset and credit risk models.
  • Prepare regular risk reporting for the ongoing monitoring or our key exposures.
  • Develop the scenarios for ORSA/CISSA projections for use by all company entities.
  • Support in assessing the appropriateness of regulatory capital for the company.
  • Contribute to the development and production of scenario and sensitivity stress testing analysis
  • Conduct ad-hoc quantitative risk analyses to support pricing and M&A functions.
  • 3+ years’ experience within a risk, investment or actuarial function.
  • MSc in a quantitative discipline is preferred.
  • Familiarity with the mathematical methods used in market and credit risk modelling is a distinct advantage.
  • Good understanding of financial products across fixed income, equity, alternatives and derivatives.
  • Familiarity with the regulatory requirements is strictly preferred.
  • Good knowledge of programming, e.g. R, Python, VBA.
  • Driven to achieve excellent standards of work and accuracy by self and by team.
  • Strong team player with ability to interact with colleagues at all levels.
  • Analytical mindset and good attention to detail.
  • Able to communicate complex topics in a simple way.
  • Good time management and ability to work to tight deadlines.