Wholesale Models & Analytics Manager – Dublin recruitment
We’re working together to become one of the world’s most admired, valuable and stable banks. To do that we need good people. People who are passionate about delivering great service for our customers and working hard for each other. We’re starting an exciting new chapter in our history – it’s a big challenge, but it’s also a great opportunity.
The Ulster Bank Credit Risk Analytics team supports the implementation and use of the RBS suite of credit risk models across UB in addition to the development of Macro Economic Stress Testing models for the Ulster Bank Wholesale portfolio.
The role of the Wholesale Models Analytics Manager is to support and deliver an enhanced risk management platform through the development and validation of a suite of risk metrics. In this role you will be involved in credit risk model validation and calibration in addition to stress testing model development.
To succeed, you will need to demonstrate a strong aptitude for logical problem solving and analytical reasoning as well as people management experience and strong interpersonal skills, together with the following:
- Quantitative primary degree (e.g. Maths, Stats, Engineering)
- Knowledge of Credit Risk Management and Basel II.
- Practical knowledge of Credit Risk Metrics (PD, LGD, EAD)
- Practical Knowledge of Model Calibration, Development Validation
- Knowledge of Stress Testing, econometric forecasting techniques
- Analytical skills required to interpret complex credit risk issues and propose solutions
- Proven ability to demonstrate decisiveness and sound judgement on a consistent
In return, we offer an excellent employee salary and benefit programme which can be tailored to suit your individual needs. In addition to financial benefits, we offer a wide selection of exclusive lifestyle offers, development and learning programmes, services and support designed to help you manage and balance your own work-life priorities.
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