People, Person

Model Analyst


Model Analyst

Dublin | Ireland

Description of business unit

Non Retail Model Development (NRMD) is part of the IRB Modelling Team in Decision Science, Group Risk. This model development team is responsible for ensuring the technical excellence and regulatory compliance of all non-retail credit risk models within the bank. It achieves this through timely, complete and accurate reporting of non-retail model performance MI, periodic developments of new models and maintenance of existing models.

Purpose of the Role

This team currently has a vacancy for a model analyst. The successful candidate will take a supporting role in model development analytics, partake in the annual model calibration exercise, produce and present model monitoring reports, address ad hoc analytical requests as they arise and interact with multiple internal stakeholders.

Key Accountabilities

As a model analyst within Decision Science a typical day may include;

  • Extracting and manipulating data from multiple sources
  • Developing, producing and improving performance monitoring reports for all credit risk measurement models.
  • Providing expert analysis of both models and data, through data analysis tools and business acumen.
  • Contributing to model development projects and on-going maintenance of existing models.
  • Utilising analytical abilities to identify new opportunities for our customers through data exploration.
  • Researching best practice risk measurement both in industry and academia.
  • Ensuring that all work is done in compliance with the Regulator's requirements.

Essential Qualifications

  • Third Level qualification in mathematics, statistics, finance, economic or another discipline including a significant numerical element.

Essential Skills & Experience

  • Excellent written and verbal communication skills.
  • Ability to deliver and achieve results within demanding timescales.
  • Ability to work on own initiative or as part of a team.
  • Excellent computer skills: MS Office package, at least one programming language and experience of, or willingness to learn, SAS and Tableau.

Desirable Qualifications, Skills & Experience

  • Previous experience in statistical modelling is a distinctive advantage.
  • Previous experience in financial analysis is a distinctive advantage.
  • The ability to translate business issues into the appropriate analysis and then communicate the results of that analysis back to the business.
  • Developed presentation skills and ability to work effectively with resources from across the credit, business and risk areas.
  • Previous experience with one or more programming languages is a distinctive advantage: SQL, R, Python, VBA, C++...
  • Previous experience in credit risk or data analytics.

Key Competencies

Competency 1: Communicating - 1. Core / Developed

Competency 2: Delivering Quality - 1. Core / Developed

Competency 3: Achieving Results - 1. Core / Developed

Competency 4: Solving Problems - 1. Core / Developed

Competency 5: Working Together - 1. Core / Developed

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

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.

Closing date: Jan 23, 2019
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