Senior Quantitative Risk Analyst

Location/Office Policy: Dublin, Belfast, London, Northampton (Hybrid - 3 days per week in the office) What Is The Role The role is part of the Stress Testing Models team within Risk Analytics as a Senior Quantitative Risk Analyst. The Stress Testing Models team is responsible for assessing the impact of credit and operational risk on the bank's balance sheet under a range of macroeconomic forecasts to support the ICAAP and quarterly stress tests. In this role you will be primarily responsible for the Group Operational Risk ICAAP model including execution, monitoring and remediation activities. You will also support with the continuous improvement of the Credit Stress Testing (CST) PD and LGD models and forecasting engine and will play a lead role in any model redevelopment or remediation work as well as any projects to enhance the efficiency of the end-to-end CST process. The Stress Testing Models team is a core part of the Risk Analytics function, which develops and supports the deplo...