Quantitative Risk Advisory Director

Republic of Ireland, Dublin
£83940 - £109122 per annum + Negotiable
08 Jun 2018
08 Jul 2018
Jack Lynch
Experience Level
Contract Type

Quantitative Risk Advisory Director

Oliver James Associates Dublin are currently representing a Global Advisory firm in their focus to appoint a Quantitative Risk Advisory Director.

Key Responsibilities include:

  • Provide support to clients with their quantitative risk management to support internal risk management
  • Interpret new regulatory requirements that impact internal modelling of risk
  • Advising clients on their approach to market and/or credit risk
  • Support testing of new and existing risk models to assess robustness and stability of calibrations, ongoing performance factor and portfolio back testing
  • Document models, methodologies, analyses, and findings
  • Hold internal, and support external, briefings on new developments

The successful candidate will work alongside other subject matter experts in the banking team and contribute directly to the continued growth of the business.

You will have the following…

  • 8+ years' experience working within a quantitative risk management role
  • MSc / PhD in a quantitative field
  • Excellent mathematical skills, including solid understanding of stochastic calculus, probability and statistics/econometrics, numerical methods, and optimisation techniques
  • Good knowledge of programming
  • Experience reviewing and interpreting Regulatory requirements
  • Excellent communication skills (written and oral)
  • A broad range of general knowledge on wider banking and economic issues

For more information on the above role, please forward your CV and salary details to jack.lynch@ojassociates.com

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