Senior Manager ,model Development, Icaap Analytics

 

Description:

Risk Strategy develops risk methodologies to support the Group in achieving sustainable profits. We do this through key strategic processes including scenario analysis and stress testing, resolving internal capital adequacy requirements (ICAAP) and producing commercial risk insights for key partners.

We also develop strategies to address emerging risk issues with a current focus on ESG and climate change. Externally, Risk Strategy interacts with regulators, industry bodies, peer banks and consulting firms to ensure alignment with the latest trends in industry practice.

This is an excellent opportunity to join a well-established team and demonstrate your ability to play a leading role in the development of key modelling solutions, as well as the interpersonal skills to help us deliver risk strategies and insights to senior audiences in the bank.

  • Development of modelling solutions for strategic risk analytics and reporting for ICAAP including:
  • Stress Testing and forward-looking Scenario Analysis and capabilities to meet ICAAP, regulatory stress testing exercises (ECB Stress Tests), Reverse Stress Testing and Recovery Planning requirements
  • Economic Capital (ECAP) Modelling across all key risk types for internal assessments of capital adequacy and for use in Capital Allocation
  • Models for generating Forward Looking Information (FLI) Macros Scenarios for use in IFRS9 impairment calculations and stress testing
  • Risk-Based Pricing methodologies
  • Develop new modelling capabilities to address emerging risk drivers and ICAAP requirements such as ESG and Climate Change.

Organization Bank of Ireland
Industry Management
Occupational Category Senior Manager
Job Location Dublin,Ireland
Shift Type Morning
Job Type Full Time
Gender No Preference
Career Level Intermediate
Experience 5 Years
Posted at 2022-11-16 11:30 am
Expires on Expired