Senior Credit Risk Modeller ( newly created role)

An international banking institution is seeking a Senior Credit Modeller to join its IFRS 9 Credit Modelling team in Dublin. You will collaborate within a global modelling team spanning Ireland, the United Kingdom, and internationally and contribute to Ireland/EU and UK modelling initiatives.

You will engage directly with senior leadership and Board-level stakeholders as you advance credit risk understanding throughout the organisation. As a key member of the global modelling team, your expertise will shape capability-building in a prominent credit function supporting both Ireland/EU and UK activities.

What you'll do:

As Senior Credit Modeller you will:

• Provide leadership in the development and oversight of Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) models for IFRS 9 purposes with particular emphasis on transparency, explainability, and adherence to regulatory standards.

• Supervise the entire model lifecycle from initial methodology design through data assessment, portfolio analysis, implementation, validation support, ongoing monitoring, calibration, remediation activities, and guidance for junior modellers.
• Support modelling efforts across Ireland and the United Kingdom with primary focus on corporate and wholesale portfolios as well as emerging product sets including leveraged finance, direct lending, fund finance, and project finance.
• Serve as a principal contact for regulators, internal audit teams, model risk specialists, and validation groups by facilitating reviews, governance discussions, and constructive challenge processes.
• Prepare exemplary model documentation including governance papers and presentations that comprehensively outline methodology assumptions limitations impacts use cases suitable for regulator submission.
• Present model outputs risk insights key implications to senior management governance forums Board committees translating technical detail into clear business language for non-technical stakeholders.
• Collaborate closely with Credit Finance Risk Business teams ensuring models are appropriately understood utilised aligned with strategic regulatory requirements across all relevant portfolios.

What you bring:

To excel as Senior Credit Modeller, you will

• Hold a degree or Master's qualification in Statistics Mathematics Economics Finance or another relevant STEM discipline or equivalent experience demonstrating analytical rigour.
• Extensive hands-on experience in credit risk modelling within banking environments encompassing PD LGD EAD model development methodologies applications.
• Comprehensive understanding of IFRS 9 modelling frameworks regulatory requirements supervisory expectations essential for effective engagement with regulators governance bodies.
• Familiarity with IRB models highly desirable together with proven ability supporting regulatory governance engagement confidently across multiple portfolios.
• Experience working with wholesale corporate lending portfolios preferred; familiarity with leveraged finance direct lending fund finance project finance advantageous.
• Capacity to elucidate model design assumptions limitations outputs clearly concisely to non-technical stakeholders executives Board-level audiences facilitating informed decision-making.
• Demonstrated experience producing high-quality regulator-ready documentation translating modelling output into practical business risk insight actionable recommendations.

What's next:

Should this opportunity resonate with your aspirations we invite you to submit your application.

Robert Walters Operations Limited is an employment business and employment agency and welcomes applications from all candidates