All Jobs in dublin

As a Decision Science Analyst, your role is to support the delivery of the bank¿s Credit Risk model development agenda across IRB and IFRS 9. The models underpin the quantification of credit loss for the Balance Sheet and Profit & Loss Statement including regulatory capital requirements and impairment provisions.

Responsibilities:

Design, develop and analyse models to quantify credit loss.
Develop data-driven and predictive models across Probability of Default (PD), Loss Given Default (LGD), Exposure of Default (EAD) and State of the Economy (SOE) models.
Utilise traditional statistical techniques and apply mathematical theory/concepts .
Build large datasets that are robust and efficient for use across Decision Science helping to maximise speed of development through efficient coding and automation.
Produce high quality `value-add¿ analysis and insights across data mining and trend analysis and develop optimum segmentation strategies.

Requirements:

2:1 Honours Bachelor¿s Degree (NFQ Level 8) in a mathematical/statistical/computer science or associated subject area.
Experience and knowledge of programming languages such as SAS (Base, Guide, Miner), SQL or other advanced statistical/econometric analysis software. ¿ Knowledge of statistical techniques (such as regression, time series, decision trees, scorecards, experimental design etc.).
Excellent analytical, problem-solving and communication skills with demonstrated skills in summarising and interpreting large volumes of data and translating into meaningful insights.
Aspiration to become subject matter expert on credit loss quantification

Qualifications

NFQ Level 8

Skills

Analytical Skills
Problem Solving Skills

Experience

1 year

1925