applications

The candidate will be expected to manage a team of circa 10 staff members and the salary will depend on the relevant experience and specialist skills of the candidate.

Reporting to: the Head of Risk Analytics

Candidates should have a proven record in developing Credit / Risk Rating Models (Retail and / or Commercial).KEY RESPONSIBILITIES

1. Provide expert input to the development of Application, Ongoing, Loss Given Default models etc for risk and business purposes.

2. Manage and support the development of a team of risk model builders

3. Present models for approval at various governance forums

4. Manage interaction with key stakeholders in the business

5. Deliver models to standard within fixed Regulatory timelines

KEY ATTRIBUTES

§ Strong interpersonal and communication skills

§ Good Knowledge of Statistical modelling techniques and Statistics in general

§ Good Knowledge of Basel II Framework and requirements

§ Good understanding of Data Structures (database systems and datawarehouses) and data requirements for model development

§ Good understanding of credit products and business processes

§ Expertise in one of the modelling tools

(preferably SAS Base and EMiner, however others are also acceptable)

§ Experience in Irish / UK markets would be an advantage

EDUCATIONAL / QUALIFICATIONS

Ideal candidate should have BSc or higher degree in a quantitative discipline