Senior Recruitment Consultant
ESG & Sustainability
Manager - Model validation
Job ref: 47941
LocationDublin City Centre
SectorBanking & Treasury
Job typePermanent
Salary€60,000 - €120,000
Role: Manager – Model Validation
Our Client, An International Bank, is seeking an experienced leader who is interested in how data and analytics can help them to back their customers and ensure the success and stability of the bank?
The Role needs someone who
Our Client, An International Bank, is seeking an experienced leader who is interested in how data and analytics can help them to back their customers and ensure the success and stability of the bank?
The Role needs someone who
- Has a deep understanding of modelling methodologies and the regulatory framework relating to the management of Credit Risk in a bank;
- Is willing to challenge the modelling teams and business areas in the bank to assure and improve the bank’s models;
- Works with business units to promote and deliver a best in class analytics service consistent with their needs;
- Seeks to improve established processes in order to eliminate complexity or increase the added value of the validation team’s analysis;
- Can lead a team of quantitative analysts with different levels of experience.
- Relevant third level qualification or Postgraduate qualification in an analytical discipline, e.g. mathematics, applied mathematics, physics, statistics, engineering, econometrics, actuarial science;
- 5+ years’ experience in a quantitative analytics role, with credit risk analytics experience in a bank being strongly preferred;
- An in-depth knowledge of the regulatory environment as it applies to credit risk, including IRB or IFRS9;
- A deep understanding of modelling methodologies used in banking and the potential weaknesses and limitations of such methodologies and a proven ability to provide strong technical challenges to modelling approached;
- Strong knowledge of analytics languages preferably including SAS and SQL
- Experience in successfully leading a team of quantitative analysts
