Lead Quantitative Risk Modeler - Credit & IFRS9

Us Bank is seeking a Senior Quantitative Specialist in Dublin to lead the development and management of quantitative risk models. Responsibilities include overseeing model outputs, managing risk models related to credit provisions and stress testing, and providing technical guidance to a team. The ideal candidate will have over 8 years of relevant experience and strong skills in risk modeling and data analysis, alongside a bachelor's degree in a related field. The role necessitates presence in the office three or more days weekly.