Head of Credit Strategies, Risk Analytics
Salary level: €120k+
Dublin
Background
Risk Analytics (RA) is the division within The Bank that builds maintains and monitors a wide range of analytical models used across the Bank. These include traditional Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD) models for credit portfolios, quantitative credit strategies to automate lending decisions, decision support tools used to assist the management of customers in difficulty, and provisioning and capital models. Within RA, the Credit Strategies team designs, builds and monitors a range of decision models used in the automation of credit decisions across the retail environment. These include application and renewal strategies for loans, mortgages, credit cards and overdrafts. RA is currently recruiting a Head of Credit Strategies to lead this talented team.
The Role
The successful candidate will be expected to:
- Own and manage the development of a capability to deliver all automated decision strategies as requested by the Bank.
- Develop and deliver a road-map to automated decision strategies with a view to achieving up to 90% automation (in line with industry best practice) in the personal, SME and niche sectors for credit decisions by 2015.
- Target, instigate, and maintain relationships with appropriate key influencers at all levels of the Bank. Convey confidence, credibility and expertise in all communications and influence the outcome of deliberations.
- Uphold risk principles while still ensuring successful project completion for business units.
- Create and maintain a motivating, challenging and engaging environment for team members. Demonstrate superior management skills in ensuring that staff turnover is kept to a minimum.
- Keep informed of latest developments in automated decision strategies, including attendance and representing the Bank at conferences, industry forums and external committees.
- Work closely with colleagues within the Risk Analytics team to support the creation of a centre of excellence in analytical capability and effectiveness.
- Analyse current processes for inefficiencies and implement improvements. Ensure standardisation and automation are used to facilitate streamlining and shortening of timeframes in the end to end model lifecycle
The Candidate:
The candidate should satisfy all of the following technical requirements:
- Honours undergraduate degree in Mathematics or a related subject
- Postgraduate qualification in Mathematics / Statistics / Decision Modelling
- Experience of building Basel compliant PD and LGD models
- Experience building automated decision strategies in a banking or insurance environment
- At least five years’ experience in a banking or similar environment
- At least five years’ experience managing a talented diverse team
- Extensive knowledge of the major statistical modelling techniques
- Practical knowledge of SQL, VBA and SAS programming
- Strong leadership and influencing skills
Contact: Eoin Blake 01 6610444 eblake@lincoln.ie
Please submit your CV in Microsoft Word format.
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