Credit Risk Modelling Manager

at  Bank of Ireland

WHAT IS THE OPPORTUNITY?

This is an exciting opportunity for a driven and enthusiastic individual to work as a Manager within the Credit Risk Modelling team at Bank of Ireland. Within this role you will be responsible for leading the development, management and maintenance of IFRS9 models.

WHAT WILL MAKE YOU STAND OUT?

We are looking for motivated analytics professionals with experience in Credit Risk and/or Predictive Modelling. We require individuals with good coding experience of SAS or a similar programming language and practical experience of data risk management.
You will need be an excellent communicator and influencer who is able to interpret information and relay what is required to your colleagues. Critical thinking and goal focus will be key to individual success.
Finally you will be comfortable facilitating and navigating high pressure situations with strong relationship management skills.
Knowledge of IFRS9 models would bring a distinct advantage.

ESSENTIAL QUALIFICATIONS

A relevant academic qualification in a numerical discipline and/or business experience

IN THIS ROLE, YOU WILL:

• Lead specific model development / remediation projects
• Lead regular model insights as well as out of course analytical analysis and investigations
• Follow diligent analytical solution and documentation processes and quality standards
• Ensure compliance with internal and regulatory requirements
• Engage effectively with key stakeholders (e.g. business model owners, model validation teams, model risk teams etc)
• Support internal and external model governance processes

Credit Risk Modelling is the analytical centre of excellence within Group Risk. Our responsibilities include:

• Developing all of the Group’s credit risk models, both for use in IFRS9 impairment calculation, operational decision-making and for IRB regulatory capital calculation
• Increasing the use of credit risk models to automate decision-making and move away from manual processes
• Maintaining and monitoring these models, and generating appropriate insight
• Maintaining credit risk data and producing regular and ad hoc credit risk reporting and insights
• Support the Operational Risk management initiatives across Credit Risk Modellin