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Job Description
Summary: Data-driven Model Risk Analyst for Ireland's leading retail and SME bank, responsible for validating and managing models to ensure accuracy and predictive power.
PTSB is a leading retail and SME bank in Ireland, with a focus on delivering innovative products and services through an evolving digital landscape. The company's core objective is to ensure the success of its customers, colleagues, and communities.
Job Responsibilities:
- Perform 2nd line validations of models as part of the Model Risk Team.
- Manage the model risk of the bank, including assessing the effectiveness and predictive power of risk models.
- Manage the Group's model inventory, issues logs, and support model governance activities.
Key Responsibilities:
- Manage and complete assigned reviews of IRB and non-IRB models, ensuring accuracy and efficiency.
- Contribute to the ongoing development and enhancement of validation methodologies.
- Support peer reviews to develop and challenge team members.
Requirements:
- High level of quantitative ability, up to at least undergraduate degree level in a numerically oriented subject.
- Proven ability to analyse and manipulate data.
- Experience with general programming languages, such as R, Python, Java, or Matlab.
- Proficiency in Word, Excel, and Power Point, with knowledge of Excel macros.
Desirable Qualifications:
- Experience with SAS and SQL programming or statistical software packages.
- Previous experience in a risk modelling/validation environment.
- Understanding of key components affecting risk model performance.
- Ability to communicate quantitative analysis in a concise and clear manner.
About the Role:
This is a permanent position based in Dublin, requiring a highly numerically oriented individual with a passion for data and a strong attention to detail.