Senior Model Development Manager

  • €75-85,000
  • Dublin, Leinster, Ireland
  • Permanent, Full time
  • Elevate Partners
  • 12 Feb 19

A leading banking group is hiring a Senior Manager for its Model Development team. You will be part of the function responsible for IFRS9 credit modelling as well as the provision of management information relating to the model outputs.

Key responsibilities:

  • Leading a team of managers and analysts who are responsible for the delivery of various IFRS9-related model development or analytical activities
  • Driving innovative approaches to model development or quantitative analytics within the department
  • Stakeholder engagement within the bank to provide expert advice or to work directly with areas such as Risk, Finance, Business or Internal Audit, and external bodies such as regulators
  • Accountability for the scoping, planning and delivery of programmes of work as part of the IFRS9 Model Development schedule
  • Taking ownership of training, mentoring and upskilling of team members regarding technical, statistical, mathematical and quantitative techniques

 

Profile:

  • Degree/Masters/PhD in a mathematical or quantitative discipline
  • Possess 5+ years’ experience in a model development or model validation or data science related role e.g. IRB; IFRS 9; loss forecasting; stress testing or economic capital modelling;
  • A proven record in managing the delivery of credit risk models to regulatory and/or externally-audited accounting standards
  • Strong team leadership and mentoring capability
  • Detailed knowledge of European regulatory and/or accounting standards in respect of IFRS 9 would be advantageous