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Quantitative Capital Analyst

We are looking to recruit a self-motivated and creative Quantitative Analyst. Based in our Dublin office, this position is a challenging one. The successful candidate will be working closely with our underwriting, reserving and risk analysis teams in Dublin & London on the execution, analysis and enhancement of our internal capital models. They will be required to develop an understanding of the risk management domain, the broad spectrum of regulatory reporting requirements and to build significant expertise in aspects of capital modelling. This is an excellent opportunity for a flexible individual with an energetic and enthusiastic approach who wishes to work in a fast-paced and rapidly changing business environment.

Responsibilities

Including but not limited to:

  • Ensuring the correct parameterisation & execution of risk capital models, and diagnose & work with relevant stakeholders to ensure a timely resolution of any issues in the modelling.
  • Improving efficiency and stability of the model framework.
  • Implementing new features and enhancements in the internal model as and when they become required.
  • Assisting the validation team through provision of timely and accurate data.
  • Building new and execute existing portfolio optimisation tools.
  • Assisting in the evaluation of hedging opportunities within the internal model.
  • Working with stakeholders in the risk group to on current and new reporting and model testing requirements, and tune model parameters and develop reports to meet these requirements.

 

 The successful candidate will have:

  • A strong maths background (a degree in a mathematical discipline, or previous experience in a Quantitative Analysis role).
  • Strong proficiency in Excel & SQL. Experience in VBA would be beneficial.
  • A high level of proficiency in numerical computing. Programming experience in Python is desirable, although strong relevant experience in other languages would be considered.
  • General problem solving mentality, with the ability to pick up new technologies and approaches to modelling.
  • Strong written & verbal communication skills, with the ability to collaborate with different teams on solutions to a variety of different analysis & data related problems.

 

 

What to Expect

In our city centre office, dress code is business casual, we pride ourselves our daily free breakfast and lunch offerings and have plenty of office outings. We also have:

  • A flat team structure and a highly collaborative culture that values progress and encourages creativity, innovation and diversity.
  • A highly motivated global team of colleagues
  • A flexible working style
  • A meritocratic environment where contributions are both recognised and rewarded
  • Training and development opportunities to enable you to stay at the forefront of your professional field.

Remember to mention gradireland when contacting employers!