Job Description
📋 Description Lead and scale the MBEU Model Risk Management as 2LOD. Ensure models across credit, fraud, stress testing and AI use cases are sound and compliant. Head the Model Risk Oversight Committee and report to ERC/BRC. Maintain a central MRM framework and validation standards; manage model inventory. Provide 2LOD validation across risk domains: Credit, Fraud, Financial Risk. Drive advanced ML/AI governance and EU AI Act compliance. 🎯 Requirements Post-graduate degree in quantitative discipline (MSc/PhD) in Statistics, Mathematics, Financial Eng, Data Science or Physics. Extensive experience in quantitative Model Risk Management in a tier-1 bank or regulatory practice. Advanced knowledge across PD, LGD, IFRS9, ICAAP/ILAAP, macro stress testing, fraud modeling. Deep understanding of ECB guidelines, EBA standards, GDPR, CCD2 and the EU AI Act. Tech-fluent with SQL and Python; eager to deploy Generative AI tools to risk workflows. Proven ability to deliver clear, structured technical challenge to 1LOD analytics, data science and engineering squads. 🎁 Benefits Hybrid working model, based in Dublin office 2-3 days a week; travel to London occasionally. 34 days annual leave (including public holidays). €1,200 learning budget per year for books, training, conferences. Private healthcare scheme. Pension with 4% minimum contribution; Monzo matches up to 6%. Wellbeing benefits: financial education, health support, mental health coaching/counselling.
