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Senior Consultant - Quantitative Risk Modelling - Job Opportunity at Finalyse

Dublin, Ireland
Full-time
Senior
Posted: March 12, 2025
Hybrid
EUR 80,000 - 120,000 annually based on Dublin market rates for senior risk modeling roles

Benefits

Flexible working arrangements with remote/hybrid options and adjustable schedules (9/10 or 4/5)
Comprehensive health insurance package positioning competitively in financial sector
Strong pension benefits aligned with industry standards
Progressive sustainable mobility package showing environmental commitment
Extensive professional development program with personalized training paths
International travel opportunities within Europe enhancing career exposure
Structured mentoring program with senior professionals

Key Responsibilities

Lead quantitative risk advisory engagements for banking clients with focus on regulatory compliance and innovation
Design and implement advanced credit risk models (PD, LGD, EAD/CCF, ECL) using cutting-edge technologies
Conduct comprehensive model validation assessments and provide strategic recommendations
Drive non-regulatory modeling initiatives in Machine Learning and AI applications
Develop and maintain strategic client relationships at senior levels
Contribute to business development and market positioning through thought leadership
Mentor junior team members and coordinate complex project workstreams

Requirements

Education

Master Degree in econometrics, physics, mathematics, or applied economics with an academic track record in a quantitative field

Experience

At least 4-5 years of experience in Financial Services in the banking sector

Required Skills

Risk management framework expertise Model development and validation experience Regulatory knowledge (CRR, CRD, IRB, IFRS9) SAS, Python or R programming Autonomous work capability Strong communication and presentation skills in English

Certifications

FRM or PRM certification preferred but not required
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Sauge AI Market Intelligence

Industry Trends

Financial institutions are increasingly investing in advanced risk modeling capabilities due to evolving regulatory requirements and market complexities Integration of AI and machine learning in traditional risk models is becoming a key differentiator Growing emphasis on stress testing and scenario analysis capabilities following recent market volatility Rising demand for professionals who can bridge quantitative expertise with business understanding

Role Significance

Typically part of a specialized team of 5-8 quantitative professionals, with direct mentoring responsibilities for 2-3 junior team members
Senior position with significant influence on risk methodology and regulatory compliance strategy

Key Projects

Basel framework implementation and IRB model development IFRS 9 compliance and ECL modeling Stress testing framework enhancement AI/ML integration in risk modeling Regulatory validation and documentation

Success Factors

Deep understanding of regulatory requirements and ability to translate into practical solutions Strong balance of technical expertise and business acumen Ability to communicate complex concepts to various stakeholders Project management skills with focus on regulatory deadlines Continuous learning mindset to keep pace with evolving methodologies

Market Demand

High demand with growing market needs for quantitative risk expertise, particularly in regulatory compliance and advanced modeling

Important Skills

Critical Skills

Quantitative modeling expertise essential for regulatory compliance and risk assessment Programming skills crucial for implementing complex risk models Regulatory knowledge fundamental for ensuring compliance and providing strategic guidance

Beneficial Skills

Machine learning and AI knowledge for future model enhancement Business communication skills for client interaction Project management capabilities for complex implementations

Unique Aspects

Combination of traditional risk modeling with emerging technologies
Strong focus on sustainable finance and environmental considerations
Balanced approach to technical expertise and business advisory
Established presence in European financial markets with growing influence

Career Growth

Typical progression to next level within 2-3 years based on project success and business impact

Potential Next Roles

Head of Risk Modeling Director of Quantitative Analytics Chief Risk Officer Independent Risk Consultant

Company Overview

Finalyse

Specialized financial risk management consultancy with over 35 years of market presence

Mid-sized player with strong reputation in European financial markets
Well-established in key European financial centers with growing Dublin operations
Professional yet flexible environment with strong emphasis on technical excellence and professional development
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