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Senior Risk Analyst (Statistical Modeling)

Location:
Arlington Heights, IL, 60005
Salary:
65000
Posted:
August 31, 2010

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Resume:

Paul J. O’ Donovan

*** ***** ******* ****, ********* Heights, Illinois 60005

847-***-****, *********@*******.***

Work Experience:

August 2007 – March 2010:

Employer: Irish Life and Permanent plc

Position: Senior Credit Risk Analyst

As a senior credit analyst in the model validation unit my tasks include:

Planning, monitoring and completion of comprehensive validations of all probability, exposure, and loss models used in Basel II Regulatory Capital calculation. This covers all key facets of the model from the statistical grounding to the implementation and use on internal systems.

Medium term Regulatory Capital forecasting.

Liaising with various business lines and senior management to enhance existing risk models.

Using data mining techniques (MS Access, SQL, Excel, SAS, SPSS) to analyze credit portfolio behavior.

Presentation of report findings and recommendations to senior departmental management and senior management across business lines.

Ensuring all models comply with Basel II regulations as set out in the Capital Requirements Directive.

Enhancing the skill sets of junior level staff by providing theoretical and technical training and support (including Microsoft Office, SQL, SAS, SPSS, and VBA).

Any ad-hoc analysis as required.

August 2006 – July 2007:

Employer: BNY Mellon

Position: Senior Fund Administrator

As a senior fund administrator my tasks included:

Completion of daily fund NAVs.

Reconciliation of equity, derivative, and interest rate swap trades.

Timely completion of weekly and monthly team tasks.

Providing support and training to new team members and helping in the development of the skill sets of existing team members.

Education:

October 2002 to May 2006 - University College Cork

I graduated with a first class BSc. Honors degree in Mathematics and Financial Mathematics in 2006.

My subjects included mathematics, financial mathematics, applied mathematics, statistics, accounting, finance, and economics.

After second level, I was awarded the Dick Lehane Scholarship for Third Level Studies based on results achieved and overall conduct.

Hobbies, Interests and Sporting Achievements:

I enjoy soccer and try to play at least twice weekly.

In my free time, I volunteer with Chicago a Capella and Belmont Village groups.

Recently completed a trek on Mount Kilimanjaro in March 2008 raising over €6,500 for charity in the process.

Actively involved with both the school and university table tennis clubs and was a member of my school team that won a record 7 straight All-Ireland schools titles.



Contact this candidate