Group Credit Risk As part of one of the largest banks in Europe, our clients employs some 1,700 people out of its Head Office in Dublin, its Regional Offices in Belfast, Cork, Galway, Limerick and Waterford as well as a growing number of business banking centres around the Country.
Providers of services such as business and property loans, business current accounts, integrated and acquisition finance, asset finance, treasury and other financial products. Overview: The purpose of this role is to deliver enhanced Risk Measurement through the management and oversight of the development of Basel II compliant credit models to deliver a transparent and consistent approach to the measurement of credit risk within the business and across the Group network to meet regulatory and best-practice requirements.
Provide technical guidance in delivering a Basel II compliant credit risk environment to meet both the business and Group objectives. Key responsibilities: - To execute all aspects of the group wide model and build a validation process to the highest standard. Responsibility for the sourcing of reliable portfolio specific data to support effective ENA Basel II Credit model Builds.
- Act as consultant and provide expert advice into the development of the ENA analytical environment and architecture to support delivery of an appropriate infrastructure for model development, testing and implementation.
- Lead the delivery of Basel II compliant models and accompanying documentation, within agreedn timescales.
- Execute the agreed approach for ensuring the effective re-calibration and re-validation of all ENA Basel models.
- Lead and manage research with the objective of enhancing and improving the use of all ENA Basel models.
- Manage and coordinate activities with more junior members within the team to deliver business objectives.
Requirements: - You will be highly numerate with a degree in a mathematical/statistical discipline.
- Advanced specialist skills in analytical software (e.g. SAS/SQL/SPSS, Excel/VBA) Significant experience in leading the development of Corporate/Retail Credit risk rating models, or similar statistical models.
- Demonstrate a proven ability to work effectively in a team environment with well developed coaching skills and previous experience in leading a team of analysts. Significant experience working in a project driven environment, with proven ability to get things done under pressure.
For further information please contact Hazel O'Reilly on 01 5225 400 |
