Job Opportunity for Business Analyst- IRB @ Dublin, Ireland


Dublin, DUBLIN
Ireland

Manages Others
Yes
Experience Required
Yes
Degree Required
Yes
Security Clearance Required
Yes
Pay
To €0.00
Per Hour
Employment Type
Contractor

Job Description

 

Keywords:- model validation, IRB / IFRS9, SAS, market/industry insights covering credit risk and model validation.

Accountabilities:

  • To be the analyst in the validation of allocated models working with the team to ensure their adherence to internal Group Standards and regulatory requirements.
  • Data management and analysis of information from various sources.
  • Undertake statistical analysis and critical review of same. This includes discrimination, calibration, population stability & sensitivity measures; interpret and report on the results of this analysis.
  • As part of the validation activities, ensure active and positive communication exists with the team and with relevant stakeholders involved in the model validation process.
  • Produce validation reports for all model validations to a standard appropriate for reporting to internal and external stakeholders.
  • Explore new approaches to model validation assessment and experiment with new techniques that could enhance the validation process.

Essential Skills & Experience:

  • Experience in a quantitative discipline and ability to work with large and varied datasets.
  • Previous IRB modelling experience, preferably in a model validation capacity
  • Strong excel skills and knowledge of statistical analysis packages, e.g. SAS
  • Excellent team player with enthusiasm and energy, able to deliver under tight deadlines.
  • Good written and verbal communication skills
  • Commercial awareness - to recognise and analyse issues/consider alternative approaches to achieve appropriate outcomes.
Employer

Sriram T

Dublin , Ireland DUBLIN
Ireland