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model validation regulatory reporting icaap eve alm📋 Description
- Lead 2LoD validation of financial risk models focusing on IRRBB.
- Provide independent technical challenge to first-line model development.
- Oversee model governance, validation cycles, documentation, and controls.
- Develop and enhance IRRBB measurement methodologies (EVE, NII).
- Lead ICAAP, capital adequacy, and stress testing oversight.
- Oversee liquidity risk/ALM, ILAAP, LCR/NSFR.
🎯 Requirements
- IRRBB modelling/measurement; capital adequacy; ICAAP; ALM.
- Model validation, quantitative analysis, or risk methodology development.
- Deep understanding of CRR/CRD, EBA guidelines, ICAAP/ILAAP.
- Strong analytical, problem-solving, and attention to detail.
- Ability to challenge effectively and communicate to senior stakeholders.
- Experience with Treasury, Finance, or Risk teams in banking.
🎁 Benefits
- Hybrid Dublin role; 2-3 days in office.
- 34 days annual leave including public holidays.
- €1,200 learning budget per year.
- Private healthcare and pension contributions.
- Wellbeing benefits: coaching and mental health support.
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