David Fleming Email and Phone Number
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An analyst with more than ten years’ experience, I am a proven and creative problem solver. My experience has included roles in Model Development as well as Model Validation within Risk, exposing me to a range to concepts and techniques; including, but not limited to; dataset creation and manipulation, grouping analysis, regression analysis and macroeconomic analysis. I have experience in management, currently leading a team tasked with delivering the Bank’s Economic Capital estimates, a key strategic deliverable, as well as presenting to non-technical stakeholders, while delivering to tight deadlines.
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Quantitative Risk ManagerAib Oct 2020 - PresentDublin, County Dublin, Ireland• Led the implementation of the Economic Capital model into the Bank’s RAROC calculation, a risk-based metric used to price future lending across all customer portfolios• Led the development of Climate Change risk models that served as inputs to the Bank’s contribution to the ECB’s 2022 Climate Change Stress Test• Led the development of models using daily transactional data to provide the Bank with a live snapshot of income and expenditure across economic sectors, providing vital information during the lockdown of 2020• Mentored and developed direct reports, providing training and championing their contributions to senior management -
Senior Quantitative AnalystAib Jan 2015 - Oct 2020County Dublin, Ireland● Lead a small team in the building and enablement of eighteen statistical models, including ten ARIMAX “Bayesian Averaged” models (PD, Cures, and Prepayment), four LGD models (using two different methods) and four EAD models, working to a project schedule of just eight weeks. These models contributed to the bank’s 2018 EBA Stress Test obligations.● I developed a segmentation tool, combining Clustering Analysis for single factor grouping, using a rank-ordering statistic that I developed to allow the algorithm to choose the optimal outcome.● I played a key role in the redevelopment of the Bank’s current Economic Capital model
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Quantitative AnalystAib Nov 2013 - Jan 2015Dublin• I worked for the Independent Validation Team, monitoring a wide range of analytical models used across the Bank. These include traditional Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD) models for credit portfolios, as well as other capital models and decision tools.• I managed and reviewed the work of an external consultancy (based in the UK and India), who validated low materiality portfolios on behalf of Model Validation.• I presented final reports to management, with recommendations being made to other analytical units, and other non-analytical business units within the bank, requiring careful management of relationships with teams and individuals.
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Quantitative AnalystPermanent Tsb Aug 2010 - Aug 2012Dublin• Working for the Credit Risk Analysis department I was involved in the continual validation review of the bank’s credit risk strategy through the Internal Ratings Based (IRB) approach to Basel II, analysing large datasets, monitoring data completeness & accuracy, and following up with units to ensure data completeness is maintained.• I reviewed and evaluated credit risk models for the banks product suite by testing rating systems, requiring close liaison with multiple business units and a high level of communication skills.• Final reports would be presented to management, with recommendations being made to other analytical units, and other non-analytical business units within the bank, requiring careful management of relationships with teams and individuals.• In addition to my duties in the Validation Unit I also have experience in model development, developing a PD and LGD model, during a secondment.
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TutorUniversity College Dublin Oct 2009 - Apr 2010DublinI provided small group tutoring in Statistics and Macroeconomics to approximately fifteen students for the School of Economics. I assisted students in improving their academic achievement by holding a class with them on a weekly basis to clarify learning difficulties, presentation of problem sets and reviewing class material.
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Frequently Asked Questions about David Fleming
What company does David Fleming work for?
David Fleming works for Aib
What is David Fleming's role at the current company?
David Fleming's current role is Quantitative Risk Analyst (Manager) | Stress Testing, Economic Capital & Climate Risk.
What is David Fleming's email address?
David Fleming's email address is david.fleming@aib.ie
What schools did David Fleming attend?
David Fleming attended University College Dublin, University College Cork.
What skills is David Fleming known for?
David Fleming has skills like Sql, Vba, Microsoft Excel, Spss, Basel Ii, Irb, Portfolio Reporting Studio, Databases, Credit Risk, Credit Scoring, Sas, Banking.
Who are David Fleming's colleagues?
David Fleming's colleagues are Michelle Harley, Richard Keegan, Kasia Salek, Celine Donovan, José Andrade, Luciana Mcardle, Yogesh Damle.
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