Description:
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.
Decision Science is part of the Credit Risk family within the Bank of Ireland Group Risk Division. It is the analytical centre of excellence for the Division and is focused on:
- Developing and maintaining the Group's credit risk models for decision-making, IRB/regulatory capital calculation, IFRS9 impairment calculation and other purposes.
- Designing and delivering credit strategies to support targeted business growth.
- Building automated decision-making models to support enhanced customer experience and increased process efficiency
- Devising and delivering data and analytical insights, intelligence and reporting for a range of business and leadership needs.
- Maintaining and improving the Group analytical, data and decisioning infrastructure.
Decision Science sponsors the Group IRB Model Programme which is a multi-year programme tasked to re-develop, secure regulatory approval and implement the Group IRB model suite to meet revised ECB and EBA IRB Repair Programme requirements. In doing so, the IRB Programme strives to:
- Support targeted business growth through adoption of a single view of customer risk-rating for non-retail borrowers and improved risk measurement precision;
- Increase the pace of customer outcomes by enabling a revised retail / non-retail threshold and higher rate of automated decisioning;
- Simplify future model maintenance/change by re-platforming IRB models and adopting new digital tools for model insights and reporting.
The holder of this role will be a leader in the Decision Science team and, for its duration, will play an integral role in the IRB Programme:
- Driving the development and enhancement of models.
- Supporting engagement on models with the Regulator.
- Lead specific model improvement projects.
- Manage business and other partner interaction.
- Provide input to internal model governance processes.
- Ensure internal and regulatory requirement compliance.
- Assure model documentation quality.
- Support Regulatory model engagement.