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Senior IFRS9 Model Development Manager

Job Category:
Job Type:
Level of IT Experience:
5-10 Years
Central Dublin
Dublin City Centre
€95,000 to €110,000 per annum
realTime Recruitment Ltd.
Job Ref:

reaITime recruitment is currently searching for a Senior IFRS9 Model Development Manager in the banking sector on a permanent basis based in Dublin 4.

Your Responsibilities:
• Leading a team of managers and analysts who are responsible for the delivery of various IFRS9-related model development or analytical activities, including goal and objective setting for team members as well as performance appraisal
• Driving innovative approaches to model development or quantitative analytics within the department leveraging from detailed knowledge and experience gained in previous roles
• Responsibility for stakeholder engagement within the Bank to provide expert advice or to work directly with areas such as Risk, Finance, Business or Internal Audit and external to the Bank to interact with the CBI, ECB, EBA, BPFI or auditors in relation to specific model developments or evolving technical standards, requirements and practices
• Accountability for the scoping, planning and delivery of programmes of work as part of the IFRS9 Model Development schedule to ensure timely deliveries, including managing the models through the validation and governance process to a successful conclusion
• Taking ownership of training, mentoring and upskilling of team members regarding technical, statistical, mathematical and quantitative techniques
• Ownership of the recruitment process for both internal and external candidates
• Responsibility for managing and directing any external consultants working alongside the teams

What you’ll need:
• 5+ years experience in a model development or model validation or data science related role. Examples include: IRB; IFRS 9; loss forecasting; stress testing or economic capital modelling; propensity modelling; data management and governance; or a combination thereof. This should include a demonstrable track record of managing the delivery of credit risk models to regulatory and/or externally-audited accounting standards; This should also include significant management and leadership experience;
• Curiosity and inventiveness;
• Technical knowledge might include: logistic regression, time-series analysis and/or other prediction techniques, data extraction and manipulation such as SQL, SAS or Teradata and/or experience of statistical analysis packages such as SAS, R or SPSS. A bachelor’s degree in a quantitative analytical discipline (2.1 or higher), e.g. mathematics, applied mathematics, physics, statistics, engineering, econometrics, data science is required (Confirmation will be sought if successful for the role.);
• Good problem solving skills with capability to defend their decisions from challenge both on a technical and business front;
• Detailed knowledge of European regulatory and/or accounting standards in respect of IFRS 9 would be advantageous. In the absence of this good knowledge of at least one of IRB, loss forecasting, stress testing and/or economic capital modelling or BCBS239 would be required

If the role interests you, please send your C.V to or give us a call on 01-6520652

Contact Details:
realTime Recruitment Ltd.
Tel: 01 6520652
Contact: Gary Seery

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