Model Development Analyst, Credit Risk

Competitive | Dublin | Permanent

Posted 21 days ago


Model Development Analyst, Credit Risk

Retail Banking, Dublin

Are you looking for an opportunity to design and deliver Credit Risk measurement models?

I am looking for a Model Development Analyst to join a customer centric, retail banking client in Dublin to develop decision support and the banks credit risk measurements.

What will make you right for the Model Development Analyst role?

You will join a small team whose remit is to design and deliver credit risk measurement models to drive and support borrower credit grading and the determination of regulatory capital requirements. Ideally you will have a mathematical/statistical degree and programming experience in either SAS, SQL or R.

Your responsibilities as Model Development Analyst are:

* Development, calibration and segmentation analysts of PD, LGD and EAD models to support business decision making for IRB, IFRS9 modelling experience would also be considered
* Definition of standards / methodologies for delivery of models
* Support regulatory review of models through engagement with the regulator
* Experience transforming, extracting and cleaning data

What's next?

If you're interested in the Model Development Analyst position then don't hesitate to send your CV to me directly at

InterQuest Group is acting as an employment agency for this vacancy. InterQuest Group is an equal opportunities employer and we welcome applications from all suitably qualified persons regardless of age, disability, gender, religion/belief, race, marriage, civil partnership, pregnancy, maternity, sex or sexual orientation. Please make us aware if you require any reasonable adjustments throughout the recruitment process.