An opportunity to work as part of a national banks model risk team as the Technical Lead in Dublin has become available

As the Technical Lead in the Dublin office you will:

• Lead the validation of models to quantify credit loss, specifically, ensuring the development of data driven and predictive models across Probability of Default (PD), Loss Given Default (LGD), Exposure of brennanDefault (EAD) and State of the Economy (SOE) models for IFRS 9 and IRB through rigorous challenge and testing of all phases of the model development process, including the development of challenger models.
• Collaborate with internal and external stakeholders to ensure development of best in class models that address stakeholder requirements and business needs.
• Represent Model Risk at relevant governance committees, communicating findings and insights gathered through model development to both the Decision Science management team and internal partners.
  
  

The Technical Lead will have experience working as an analyst, model developer, business analyst, data scientist or data analyst in banking and have knowledge of banking products, and they will have the right to work in Ireland.

For a confidential conversation contact danlel.brennan@robertwalters.com