Senior Quantitative Analyst
- Recruiter
- RBS Group
- Location
- Belfast, Northern Ireland, United Kingdom
- Salary
- Competitive salary
- Posted
- 13 Oct 2019
- Closes
- 15 Oct 2019
- Ref
- 6622799
- Approved employers
- Approved employer
- Job role
- Accountant
The Requirements
Join us in Belfast or Dublin as a Senior Quantatitive Analyst
What you'll do
As Senior Quantitative Analyst, you'll support and deliver an enhanced risk management platform through the development and validation of a suite of risk metrics. The Ulster Bank Wholesale Models team supports the development, implementation and use of the RBS suite of wholesale credit risk models across Ulster Bank.
Day to day, you'll:
The skills you'll need
To succeed in this role, you'll have a strong statistical modelling or technology background, and a quantitative degree - or equivalent - such as maths or engineering. You'll have an aptitude for logical problem solving, with excellent analytical reasoning.
We'll also look to you to bring:
How we'll reward you
In return, we offer a competitive salary and you'll also join our retirement savings plan. You can also choose from a selection of protection, healthcare or lifestyle extras from RBSelect, our fully flexible reward programme.
Visit our reward and benefits page for more information on the benefit packages we offer.
Inclusion
At Ulster Bank, we want everyone to feel welcome, regardless of your background or needs. If you need adjustments making to your working environment, we'll do everything we can to support you. As part of this commitment, we offer flexible working options for some of our roles - find out more .
As a Financial Services organisation we comply with and support the requirements set by our Regulator, the Financial Conduct Authority (FCA), which are designed to protect our customers. This role falls under Conduct Rules of the Individual Accountability Regime (IAR) and is subject to pre-employment screening. This means if your application is successful, you'll need to satisfy some important background checks before you can start working with us. These may include a full credit check, a criminal record check (if based in the UK), residency and right to work checks.
Join us in Belfast or Dublin as a Senior Quantatitive Analyst
- You'll join a small team and take on a role that offers the opportunity to work across the full risk spectrum, in particular credit risk
- You'll gain a breadth of exposure as you liaise with the RBS model development teams, the regulator, and the wider business in respect to these models
- This role is offered for a period of 12 months
What you'll do
As Senior Quantitative Analyst, you'll support and deliver an enhanced risk management platform through the development and validation of a suite of risk metrics. The Ulster Bank Wholesale Models team supports the development, implementation and use of the RBS suite of wholesale credit risk models across Ulster Bank.
Day to day, you'll:
- Assist and support the development, calibration and validation of Wholesale Credit Risk models, and risk reporting measurement tools
- Lead the delivery of model based reviews and supporting documentation
- Provide statistical insight into risk models - PD, LGD, and EAD
- Assist in the extraction and analysis of portfolio specific MI
- Assist in capital impact assessments for model changes
- Capture process inefficiencies
- Leverage existing knowledge on model methodology and implementation
- Undertake projects from time to time
The skills you'll need
To succeed in this role, you'll have a strong statistical modelling or technology background, and a quantitative degree - or equivalent - such as maths or engineering. You'll have an aptitude for logical problem solving, with excellent analytical reasoning.
We'll also look to you to bring:
- Strong interpersonal skills, and the ability to work effectively with senior stakeholders
- Project management experience
- Practical knowledge of credit risk metrics, including PD, LGD, and EAD
- Practical knowledge of model development, calibration and validation
- Advanced software and programming skills, including R, Matlab, SAS, Python and VBA
- Experience of high volume data analysis and manipulation skills - SQL
- The ability to work to tight deadlines and under pressure
- The ability to communicate quantitative concepts to senior management confidently
How we'll reward you
In return, we offer a competitive salary and you'll also join our retirement savings plan. You can also choose from a selection of protection, healthcare or lifestyle extras from RBSelect, our fully flexible reward programme.
Visit our reward and benefits page for more information on the benefit packages we offer.
Inclusion
At Ulster Bank, we want everyone to feel welcome, regardless of your background or needs. If you need adjustments making to your working environment, we'll do everything we can to support you. As part of this commitment, we offer flexible working options for some of our roles - find out more .
As a Financial Services organisation we comply with and support the requirements set by our Regulator, the Financial Conduct Authority (FCA), which are designed to protect our customers. This role falls under Conduct Rules of the Individual Accountability Regime (IAR) and is subject to pre-employment screening. This means if your application is successful, you'll need to satisfy some important background checks before you can start working with us. These may include a full credit check, a criminal record check (if based in the UK), residency and right to work checks.