Bank of Ireland

Senior Manager, Wholesale IFRS 9 & IRB Modelling

23 Apr 2019
02 May 2019
Approved employers
Approved employer
Contract type
Full time

Description of business unit

Decision Science is the analytical centre of excellence within Group Risk. Our responsibilities include:

  • developing all of the Group's credit risk models, both for use in operational decision-making and for IRB regulatory capital calculation and IFRS9 impairment calculation
  • increasing the use of credit risk models to automate decision-making and move away from manual processes
  • maintaining and monitoring these models, and generating appropriate insight
  • maintaining credit risk data and producing regular and ad hoc credit risk reporting and insight
  • implementing and maintaining all of the Group's credit risk models in appropriate technical infrastructures

Purpose of the Role

We are looking for a driven and enthusiastic Senior Manager to join our Wholesale Modelling Team in Dublin, offering an opportunity to lead a team in the development and reporting of Wholesale models under both accounting and regulatory frameworks.

Key Accountabilities

  • Manage a team of risk modelling specialists to deliver on model development/refresh requirements under the IFRS 9 accounting framework for the Group's wholesale portfolios
  • Design, deliver and execute high quality Wholesale quarterly performance monitoring capability under both IFRS & IRB requirements.
  • Ensure appropriate governance is followed for reporting and model developments ensuring they fully comply with external regulation and internal governance requirements.
  • Keep up to date with academic, technical and industry developments in the field of credit risk modelling.
  • Develop strong working relationships with key internal and external stakeholders.

Essential Qualifications

Degree with a statistical, mathematical or numerical element

Essential Skills & Experience

  • Minimum 7 years of credit risk modelling experience in a financial institution, including some or all of the following: IRB; IFRS 9; loss forecasting; stress testing; economic capital modelling etc.
  • Results orientated with demonstrable track record of managing the delivery.
  • Strong analytical and problem solving capability.
  • Strong relationship and networking skills with the ability to influence subject matter experts at all levels.
  • Self-starter with a can do attitude, and a self-motivated advocate for change, with a track record that demonstrates sound judgement, drive, energy and agility.
  • Strong leadership skills, with the ability to engage staff at all levels.

Bank of Ireland Group is an equal opportunities employer and is committed to fostering an inclusive workplace which values and benefits from the diversity of our workforce.

Closing date: May 01, 2019

For further information, and to apply, please visit our website via the “Apply” button below.

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