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Senior Analyst, Dublin

Location Dublin City Centre, Dublin
Sector
Job Type Contract
Salary €300 - €350 per day
Published 22 days ago
Start Date ASAPA
Contact Amanda McKnight
Job Ref AMKSA1

Job Description

Senior Analyst - Wholesale Risk Analytics - Dublin City Centre

My client, a leading Financial Institute in Dublin City Centre, is currently looking for a Senior Analyst for a contract period around RISK and Wholesale Risk Analytics.

Purpose of the role

The primary focus is to provide analytical support for developing, validating and reviewing portfolio management and decision strategies as well as oversight of capital and operational (application / behavioural) models for the Commercial SME (BAPS) portfolio. The successful candidate will work to establish a sound, compliant and effective portfolio monitoring and analytics framework.

Deliverables:

Activities and Responsibilities

Quantitative / Credit Risk Modelling

  • Work closely with modelling teams to optimise the use of the current suite of statistical models in credit decisions for new business and existing customers.
  • Monitor the business impacts of the implementation of new operational models as well as strategic changes to existing models.
  • Work alongside Centre of Excellence to oversee the existing suite of capital models, periodically assessing performance and fitness for purpose.
  • Document and present key findings from the exercises above to divisional and group models committees and governance forums.

Strategic

  • Appraise current strategies with a view to proposing and implementing positive change to decision models, policy rules and overall portfolio management. Explain the impacts of these changes to key stakeholders and justify their necessity.
  • Provide data driven insight to support strategic reviews and paper submissions for internal committees etc. as required by the team.
  • Support the development and monitoring of a robust credit risk appetite framework for the Commercial portfolio.
  • Actively consider the inherent, material risks of the business / organisation. Analyse the risk profile and seek confirmation that the risks are being appropriately identified, assessed and mitigated to the desired level (i.e. within risk appetite).
  • Provide analysis regarding strategies for optimising the credit quality of the portfolio in the context of the economic outlook and consistent with the agreed risk appetite framework.

Management Information

  • Collaborate with peers and the Commercial business to establish and maintain an insightful analytics framework to track the credit risk of the portfolio.
  • Produce and maintain a detailed and effective MI pack to monitor the efficacy of the decision models used for the BAPS portfolio and use this as a tool to promote change where appropriate.
  • Work with Centre of Excellence to improve existing capital models monitoring packs and processes and use these to provide supporting data for periodic model reviews

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