Senior Quantitative Risk Modeler - Hybrid

Us Bank is seeking a Senior Quantitative Specialist in Dublin to join their quantitative team responsible for credit risk modeling. This role involves developing and managing quantitative risk techniques, leading model outputs, and ensuring compliance with regulatory standards. The ideal candidate will have 8+ years of relevant experience, a Bachelor's degree, and proficiency in programming languages such as SAS, SQL, Python, or R. The position requires collaboration with various teams and oversight of the IFRS 9 provisioning process.