Capital Modelling Manager
- Dublin, Leinster, Ireland
- Permanent, Full time
- Paragon Executive
- 23 Sep 16
An opportunity to joining a banking institution as part of specialist team responsible for developing the bank's capital and regulatory risk models. Leading a small team, this will suit an individual who is looking to step up into a management position whilst having a hands-on role in leading model development.
- Drive and coordinate the ICAAP responsibilities for Group Risk, aggregate economic capital and assess overall capital adequacy of the bank across all risks
- Manage regulatory Pillar 1 capital forecasting and stress testing for both internal and external requirements
- Support the development of the full suite of credit risk models across the full credit risk lifecycle, including IFRS 9 programme
- Support the business in terms of economic value assessment and optimisation across products
- Drive innovation in the bank’s delivery of its business across the full life cycle of credit risk
- A degree in a Mathematical/ Statistical/ Computer Science or associated discipline.
- Have several years’ experience in a risk modelling environment building capital, ideally in economic capital and regulatory capital modelling
- Significant Management experience in a relevant financial services environment with a good understanding of retail credit products
- Experience in SAS essential for directing the team and building best in class data cubes
For further information on this role or to discuss similar opportunities, please contact Paul O’Reilly at Paragon Executive Intelligence on +353 (0)1 874 6770. To apply, please submit your CV through the website.