Quantitative Risk Lead (Banking) & Model Validation

Grant Thornton Ireland; Dublin; On-site; EUR 80,000 - 110,000; Full time

Job summary

Grant Thornton Ireland seeks a Quantitative Risk Assistant Manager to join the Quantitative Risk Advisory Services team in Dublin. You will lead engagements focusing on second-line credit risk in banking, including IRB, IFRS9, Stress Testing, Pillar 2 and Portfolio Management, delivering validation solutions for clients.

You will independently lead engagements, identify issues, and provide updates to Directors or Partners while developing expertise across risk modelling, analytics, and strategy

Qualifications

• Master’s degree or equivalent in quantitative risk, finance, accounting, economics or related field.
• 3-6 years of relevant financial services experience; model validation is a plus.
• Strong understanding of banking, risk management and regulatory frameworks.

Responsibilities

• Lead assignments and engagements with banking clients in quantitative risk and model validation.
• Develop and implement end-to-end validation frameworks for risk models.
• Provide expertise and develop understanding of business strategy, markets and products.
• Contribute to business development and create client-focused proposals.
• Communicate outcomes clearly to internal and external stakeholders.
• Train and onboard junior team members and oversee project delivery.

Skills

SAS

R

Python

VBA

C++

Education

Master’s degree or equivalent professional qualification (quantitative risk/finance/economics)

Tools

SAS

R

Python

VBA

C++

Job description

Grant Thornton Ireland seeks a Quantitative Risk Assistant Manager to join the Quantitative Risk Advisory Services team in Dublin. You will lead engagements focusing on second-line credit risk in banking, including IRB, IFRS9, Stress Testing, Pillar 2 and Portfolio Management, delivering validation solutions for clients.

You will independently lead engagements, identify issues, and provide updates to Directors or Partners while developing expertise across risk modelling, analytics, and strategy