Senior Asset Modelling, Forecasting Specialist

This is a fully remote position, open to applicants in Ireland.

📋 Description

• Take charge of forecasting models: You will have full ownership of the forecasting for our unsecured consumer loan portfolios, continuously building and enhancing models.

• Monitor and enhance performance: You will track portfolio performance against forecasts, identifying drift, instability, and early warning signals, delving deeper than dashboards into a thorough diagnosis of changes and their causes.

• Conduct attribution analysis: You will break down actual-versus-forecast variances into their contributing factors, including mix and volume, cohort composition, credit policy, product changes, macroeconomic influences, and collections performance, translating these into actionable narratives for stakeholders.

• Develop stress-testing scenarios: You will convert macroeconomic and business assumptions into portfolio-level results that assist in planning and strategic decision-making.

• Ensure governance and reproducibility: You will be responsible for model documentation, including assumptions, limitations, validation checks, change logs, and reproducible runs, maintaining high standards in a growing environment.

• Enhance data and pipelines: You will collaborate with reporting to improve data quality, robust features, automation, and alerting systems.

⛳️ Requirements

• Strong modeling expertise: You possess substantial experience in developing credit portfolio or asset performance models in banking, fintech, or consumer finance, with proven abilities in forecasting, monitoring, and attribution.

• Technical proficiency: You are skilled in Python and SQL, comfortable with statistical, econometric, and, when appropriate, machine-learning methodologies, exercising the judgment to keep models straightforward yet effective.

• Knowledge of IFRS 9: You have a solid understanding of IFRS 9 / ECL concepts (such as staging, lifetime versus 12-month horizons, and scenario analysis) sufficient to work effectively with specialists and ensure your models remain compliant.

• Familiarity with real-world data: You understand how to define defaults, create cohorts, manage backfills, and remain pragmatic when data is not perfect.

• Effective communicator: You can articulate modeling decisions to non-modelers clearly and calmly, avoiding jargon, and transforming analysis into actionable insights.

• Driven by fintech and innovation: You thrive in a tech-focused, entrepreneurial environment and are dedicated to continuous improvement.

🏝️ Benefits

• Flexibility for Your Lifestyle: Enjoy family-friendly working hours and a generous home office policy, allowing you to remain agile and adaptable in any situation.

• Ergonomic Work Environment: For in-office days, we provide ergonomic workstations designed to ensure a comfortable and healthy workspace.

• Independent Work: With streamlined decision-making processes, we empower you to work autonomously and contribute your ideas, providing space for you to take on responsibility.

• Grow with Us: Unlock your potential through numerous growth and development opportunities, along with an annual development budget to help you achieve your professional and personal aspirations.

• Team Spirit: We value team spirit, regularly hosting events and parties where enjoyment is guaranteed.

• Mobility Your Way: Whether you prefer a train ticket or parking, we support your preferred mode of transportation.

• Stay Active: Maintain your fitness with a discounted membership at Fitness First or Urban Sports Club, or utilize our in-house fitness room to stay active after work and enhance your work-life balance.

• Secure Your Future: Plan for your future with our subsidies for company pension plans, allowing you to think long-term with us.

• Tailored Benefits: We take your personal circumstances into account—whether you are a parent or enjoy traveling, we offer customized benefits to suit your lifestyle.