Senior Credit Risk Analyst
Ireland's leading retail and SME banks. With an innovative range of products and services powered through an evolving digital landscape, our focus is centred on ensuring we deliver what our customers, colleagues and communities need to be successful.
You are analytical with modelling or reporting experience. You have a demonstrated ability in preparing technical documentation. You are a proactive team player with the ability to work under minimal supervision. With the ability to ensure training and support to junior analysts is provided. You are technically minded with expertise in statistical techniques (such as SAS, SQL or VB etc.) and have a working knowledge of IRB regulation. You are a dynamic individual with the ability to communicate and negotiate successfully with colleagues and build effective working relationships both internally and externally.
About the role:
- Develop and test a suite of IRB and other related models and their sub-components. Make recommendations for enhancement.
- Support the delivery of relevant model remediation actions originated from internal and external stakeholders i.e. Model Validation, Audit and Regulator.
- Build models to best practice internal standards and support the monitoring thereof through backtesting to ensure they remain fit for purpose.
- Liaise with colleagues to ensure consistency and veracity of results and process handovers.
- Build data sets that are robust and efficient for use across Risk helping to maximise speed of developments through efficient coding.
- Provide a high standard of documentation on all model development projects.
- Carry out ad hoc requests including fulfilling internal stakeholder or regulatory informational queries.
- Ensure training and support to junior analysts where required
- 2+ years' experience in a modelling role in Retail Credit Risk
- Minimum Bachelor's Degree in a highly numerate-oriented subject like mathematics, statistics, actuarial science, econometrics or quantitative finance/science.
- Highly PC literate with a good knowledge of Microsoft applications
- Experience in SAS, SQL or VB. SAS in particular would be advantageous.
- An ability to operate on a flexible basis to cope with demanding delivery timetables.
- An innovative, creative approach to problem solving.
- An ability to assess the facts to make good decisions, often under time pressure.
- Experience of training and supporting junior team members.
If this sounds like you, get in touch today for a confidential discussion.
Morgan McKinley is acting as an Employment Agency and references to pay rates are indicative.
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