Senior Manager IRB Model Development

  • Location:

    Dublin City Centre

  • Contact email:

  • Sector:

    Banking & Finance

  • Contact phone:


  • Job type:

    Full Time

  • Job ref:


  • Salary:


  • Published:

    22 days ago

  • Contact email:

Job description

Senior Manager IRB Model Development
Permanent Role
Negotiable DOE
Dublin City Centre

At Sigmar we are currently working with our client based in Dublin City Centre that has a vacancy for a Senior Manager IRB Model Development. This opportunity will suit experienced risk modelling and data analytical professionals. The successful candidate will be leading a large team and can grow and develop skills within a fast paced, exciting, data-rich environment.


• Lead a team of managers and analysts who are responsible for the delivery of various model development and analytical activities
• Drive innovative approaches to model development or quantitative analytics within the department
• Responsible for stakeholder engagement to provide expert advice or to work directly with areas such as Risk, Finance, Business or Internal Audit and external to the Bank to interact with the CBI, ECB, EBA, BPFI
• Accountable for the scoping, planning and delivery of programmes of work as part of the IRB Model Development schedule to ensure timely deliveries
• Take ownership of training, mentoring and upskilling of team members
• Ownership of the recruitment process for both internal and external candidates
• Responsible for managing and directing any external consultants working alongside the teams


• 8-10 years’ experience in a model development or model validation or data science related role
• A bachelor’s degree in a quantitative analytical discipline (1 or higher), e.g. mathematics, applied mathematics, physics, statistics, engineering, econometrics, data science is a must
• Curiosity and inventiveness
• Technical knowledge might include: logistic regression, time-series analysis and/or other prediction techniques, data extraction and manipulation such as SQL, SAS or Teradata and/or experience of statistical analysis packages such as SAS, R or SPSS
• Good problem-solving skills
• Reasonable knowledge of European regulatory and/or accounting standards in respect of at least one of IRB, IFRS 9
• Significant management and leadership experience

If you have the relevant experience and feel this role is for you, please apply now
T: +353 1 9619721

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