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Senior Analyst, Credit Risk Modelling

  • Job
    Full-time
    Senior Level
  • Data
    Banking & Finance
  • Dublin

AI generated summary

  • You need advanced SAS or similar experience, strong communication, critical thinking skills, and data risk management expertise. IRB/IFRS 9 knowledge is a plus.
  • You will develop models, ensure compliance, document processes, engage with stakeholders, and support internal governance for credit risk modeling projects.

Requirements

  • advanced experience of SAS or a similar programming language who has tried and tested experience of data risk management as well as previous Credit Risk/IRB/IFRS9/Stress Testing Modelling expertise
  • good communication and influencing skills as well as excellent facilitation skills, high energy and resilience with a focus on relationship management skills
  • Strong critical thinking and interpretation skills are a must
  • Experience of IRB, IFRS 9 and/or Decision-Making models will help you to stand out but is not necessary in order to apply
  • There are no specific qualifications or minimum educational requirements needed for this role

Responsibilities

  • Contribute to specific model development/remediation projects;
  • Follow thorough analytical solution and documentation processes and quality standards;
  • Ensure output compliance with internal and Regulatory requirements;
  • Support engagement with key stakeholders (e.g. Business Model Owners, Model Validation teams, Model Risk teams etc); and
  • Support internal model governance processes;

FAQs

What is the primary focus of the Senior Analyst role in Credit Risk Modelling?

The primary focus is to support the development, management, and maintenance of Credit Risk models, including Decision-Making, IRB, and IFRS 9.

What qualifications are required for this position?

There are no specific qualifications or minimum educational requirements needed for this role.

What programming language is preferred for this role?

Advanced experience in SAS or a similar programming language is preferred.

Is experience in Credit Risk or modelling required for applying?

Experience in Credit Risk, IRB, IFRS 9, and Stress Testing Modelling is beneficial but not necessary to apply.

Will the role require interaction with other teams?

Yes, the role involves engaging with key stakeholders, including Business Model Owners, Model Validation teams, and Model Risk teams.

Where is the primary office location for this role?

The primary office locations are either Dublin or Bristol.

What benefits does the Bank of Ireland offer related to work-life balance?

The Bank of Ireland prioritizes work-life balance with flexible working options, 24 days annual leave, and excellent pension contributions.

Are there any supports for family-related matters offered by the Bank of Ireland?

Yes, the Bank of Ireland offers 6 months paid maternity leave, an innovative fertility and surrogacy policy, and working parent supports.

Is travel required for this job?

Yes, travel will be required for in-person collaboration, with the exact frequency to be agreed upon with the manager.

What kind of professional development support does the Bank of Ireland provide?

The Bank of Ireland encourages and supports staff to pursue educational and professional qualifications to enhance their careers.

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