Alan Dunmur Email & Phone Number

Dublin

Providing Credit Risk consultancy to Bank of IrelandCovering IFRS 9 and IRB modelsDeveloping model monitoringLiaising with Regulators

Edinburgh, United Kingdom

Edinburgh, United Kingdom

• Responsible for directing a team of 30.
• Lead the development and maintenance of the risk management framework to identify, measure, monitor and report the risk profile across Tesco Bank for Retail and Wholesale Credit, Market, Liquidity, Financial and.
• Directed the development and delivery of the Bank’s Recovery and Resolution plans, stress testing of Business and Capital plans and the ICAAP to… Show more
• Directed the development and delivery of the Bank’s Recovery and Resolution plans, stress testing of Business and Capital plans and the ICAAP to the Board and Regulator.
• Developed and maintained the Banks credit risk policies.
• Directed the credit loss provisioning activities including methodology, assumptions, reporting and forecasting as well as leading the IFRS 9 programme.

Edinburgh, United Kingdom

- Designed the separation of 1st and 2nd line credit risk teams; led and developed 2nd line Provisioning and Credit Assurance teams alongside Financial Risk team; accountable for delivering ICAAP, RRP and stress testing.- Led implementation of improved Credit Risk Appetite tracking that made it more directly relevant to Commercial and Risk colleagues.

Edinburgh, United Kingdom

- Ultimately responsible for leading and setting direction for a team of 35.- Delivered and maintained credit risk policies. Implemented enhanced 2nd line credit risk controls and assurance framework.- Improved credit risk reporting to include robust regular MI for governance committees as well as providing credit risk reporting up to and including board.

Edinburgh, United Kingdom

- Built up team of c20 to develop and maintain risk models for the Corporate Banking Division of RBS covering assets from sole traders to large corporates.- Remit covered PD, EAD and LGD models for capital measurement; forecasting models used for budgeting and stress testing as well as risk models and strategies used for credit risk decisioning..

Edinburgh, United Kingdom

- Responsible for team developing strategic approach to impairment and capital management across the Retail Bank credit assets of £100bn.- Delivered enhanced provision methodology and calculators across all retail lending products.- Led the approach to Asset Protection Scheme selection and the modelling for assessing impacts liaised with Retail Bank CFO.

Edinburgh, United Kingdom

- Led team responsible for reporting and managing impairment and capital metrics for RBS, UK businesses across £200bn of Retail and Corporate portfolios.- Reported month end provision and RWA numbers, provided base and stress forecasts for provision and RWAs. Presented results to divisional Chief Risk Officer and Finance Director for sign off..

Edinburgh, United Kingdom

- Responsible for team providing credit assurance across RBS’s UK Retail Markets portfolios of over £100bn of assets including unsecured lending and mortgages for personal and SME customers.- Provided independent oversight of key credit risk proposals including policy and scorecard strategy changes to Executive members of Risk Management Committee..

Edinburgh, United Kingdom

- Led team delivering Retail Bank Basel 2 programme and other Credit Risk developments.- Developed full suite of PD, EAD and LGD models covering unsecured loans, current accounts and mortgages for personal and small business portfolios ensuring Group and FSA standards met.- Led Retail Bank response to FSA thematic reviews of mortgage and small business.

Edinburgh, United Kingdom

- Managed team responsible for all Credit and Fraud scorecard developments for Retail Bank including Loans, Current Accounts and mortgages for Personal and Small Business segments. - Successfully delivered project to redevelop all Credit scorecards across Retail Bank using revised credit reference agency data in order to achieve Data Protection Act (DPA).

Edinburgh, United Kingdom

- Responsible for the management of small team developing predictive models for Retail Bank portfolios including developing behavioural scorecards and marketing response models. - Project managed the analysis for the integration of NatWest onto Royal Bank scorecards and strategies. - Developed cost benefit cases for Group wide project to design change.

Edinburgh, United Kingdom

- Built credit risk scorecards across a range of products, both application and behavioural

Glasgow, United Kingdom

- Designed and ran own research projects. Performed calculations to develop algorithms for solving pattern recognition problems. Implemented and validated models. 6 papers published in journals. - Research topics included: Bayesian inference, EM algorithm, Hidden Markov models, Latent structure models, Markov Chain Monte Carlo.

Doctor Of Philosophy (Phd), Theoretical And Mathematical Physics

PhD title: “Statistical Mechanics, Generalisation and Regularisation of Neural Network Models"

Bachelor Of Science (Bsc), Maths And Physics