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CCP IRB Senior Analyst

Dublin

CCP IRB Senior Analyst

Dublin | Ireland

Description of business unit

The purpose of the Capital Change Programme (CCP) is to deliver effective and sustainable solutions to meet identified EBA, ECB and Basel regulatory capital requirements and guidelines, cognisant of the need to manage business, operational, capital and other impacts.

The Programme is sponsored by Group Risk, commenced in early 2018 and is a multi-year programme that will run until at least 2021.

The Capital Change Programme is a key strategic initiative for the Group. It focuses on capital - the life-blood of any bank - and the changes it delivers will impact a wide range of areas and activities in the Group from customer interaction to core financial reporting. While primarily a programme to deliver significant Regulatory change, CCP provides the opportunity to significantly enhance a range of integral 'mechanics' of the Group around capital efficiency (including Risk-Weighted Assets), cost management and, ultimately, strategic advantage through an agile capital management capability.

The Programme includes the following core pillars:

  • Definition of Default:Responsible for the design and implementation of revised and Group wide Definition of Default in line with new Regulatory requirements and guidance.
  • Non-Performing Loans (NPL):Responsible for the interpretation, design and implementation of certain ECB and EBA guidelines s relating to Non-Performing Loans/Exposures.
  • IRB Models:Responsible for the development of new risk rating models to underpin the Group regulatory capital calculation and to accommodate new and changing regulatory requirements.
  • Basel IV / CRR II:Responsible for coordinating the regulatory interpretation, requirements gathering, and delivery design of changes due to forthcoming capital-related changes to the Basel III regime.

In addition there are number of end-to-end work-streams that work to support and enable the above areas:

  • End to End Solution Architecture:Responsible for the overall CCP solution blueprint to ensure alignment between designs across work streams.
  • Programme Delivery:delivering the data solutions required to support regulatory change and enable work-stream delivery as well as the design of an operating model for capital calculation and reporting as a result of changes under CCP. Focused on governance, policy, process and organisational design to drive a smooth transition to a 'Day 2' operating environment.

Purpose of the Role

We are looking for driven and enthusiastic individuals to join ourNon-Retail/Wholesale IRB development team to support the delivery of IRB model developments in line with emerging regulatory requirements

Key Accountabilities

  • Production of accurate, timely and relevant statistical analysis to support IRB model development.
  • Ensure that all relevant policies, procedures and standards are adhered to throughout model development, including compliance with regulatory requirements.
  • Prepare high quality modelling presentations and documentation to meet internal and external requirements.
  • Implement version control of model development code.
  • Implement effective data management and analysis practices.
  • Engage with key stakeholders throughout the model development process.

What is the opportunity

We value diversity in a programme in which strength comes from varied experience and backgrounds.

This role offers the opportunity to work within the analytical centre of excellence within Group Risk delivering real risk, capital and regulatory outcomes for the Group.

We would love the chance to meet with you to chat about the role.

Essential Qualifications

Third Level Qualification in a quantitative discipline

Essential Skills & Experience

  • 1-2 years' experience working within a Credit Risk modelling environment.
  • Good knowledge of credit risk model development techniques.
  • Strong interpersonal skills.
  • Ability to demonstrate a structured approach to work and attention to detail in carrying out tasks.
  • Experience in data analysis techniques and software (in particular SAS).

Desirable Qualifications, Skills & Experience

  • Knowledge of European regulatory guidelines and standards in the context of IRB modelling

Key Competencies

  • One Group, one team - Self
  • Accountable - Self
  • Champion Transformation - Self
  • Manage Risk - Self
  • Amplify Capability - Self

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.

Where Agency assistance is required Bank of Ireland Recruitment Team will engage directly with suppliers. Unsolicited CVs / profiles will not be accepted for this role.

Closing date: Sep 20, 2019
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