Capital Modelling Manager

  • €60,000-70,000
  • Dublin, Leinster, Irland
  • Festanstellung, Vollzeit
  • Paragon Executive
  • 24 Feb 17

An opportunity to joining a banking institution as part of specialist team responsible for developing the bank's capital and regulatory risk models. Leading a small team, this will suit an individual who is looking to step up into a management role while having a hands-on role in leading model development.

Your role:

  • Drive and coordinate the ICAAP responsibilities for Group Risk, aggregate economic capital and assess overall capital adequacy of the bank across all risks
  • Manage regulatory Pillar 1 capital forecasting and stress testing for both internal and external requirements
  • Support the development of the full suite of credit risk models across the full credit risk lifecycle, including IFRS 9 programme
  • Support the business in terms of economic value assessment and optimisation across products
  • Drive innovation in the bank’s delivery of its business across the full life cycle of credit risk 

Your profile:

  • A degree in a Mathematical/ Statistical/ Computer Science or associated discipline.
  • Have several years’ experience in a risk modelling environment building capital, ideally in economic capital and regulatory capital modelling
  • Significant Management experience in a relevant financial services environment with a good understanding of retail credit products 
  • Experience in SAS essential for directing the team and building best in class data cubes


Salary:  €60,000-70,000    

For further information on this role or to discuss similar opportunities, please contact Paul O’Reilly at Paragon Executive Intelligence on +353 (0)1 874 6770.  To apply, please submit your CV through the website.