Credit Risk Portfolio Modeller recruitment
The principle role for this individual will be to take full responsibility for all internal and external reporting regarding Credit Portfolio Risk Modelling.
The roles and responsibilities of this position are as follows:
- Ensuring that the current approach to Credit Risk modelling is in line and up to date with Credit Concentration Risk regulatory requirements.
- Act as a subject matter expert for colleagues and engage with external regulators regarding Risk Management practises.
- Facilitate workshops for employees from all echelons of the business to help broaden the understanding of Credit Risk Portfolio Modelling and stress testing of Credit Concentration Risk.
- Take responsibility for the maintenance, revision and distribution of regulatory requirements and industry best practise.
- Formulate a clear and strong reporting process surrounding Credit Portfolio Modelling to assist senior management with decision making.
The ideal candidate should have the following skills and experience:
- Previous experience of credit modelling, credit reporting and portfolio credit management.
- Strong comprehension of the Credit Portfolio Models utilised in the Banking industry as a whole.
- Thorough command of the regulatory rules and requirements imposed on the Capital Requirements Directive (CRB) and Basle II frameworks.
- Exceptional numerical, analytical, and reporting skills and proven experience of using these within a similar role.
- Distinct understanding of the regulatory requirements surrounding Stress Testing portfolios.
- Proficiency in Excel, VBA and SQL. Experience of SAS is desired but not a prerequisite.
If you are interested and have the relevant skills and experience for this interim Credit Risk Portfolio Modeller vacancy then please submit your CV for consideration.
March 7, 2012
• Tags: Credit Risk Portfolio Modeller recruitment, Risk Management careers in the Ireland • Posted in: Financial