John Fitzgerald Email & Phone Number

London, Gb

Defining and delivering a vision for digital, data and technology across the Group that will underpin business operations and change while enabling, innovating and maximising efficiency.

Molesworth Street , Dublin 2, Ie

The twin accountabilities for the Head of Model Enablement are: to be the Business Change Manager for the Capital Model Deployment Programme (CMDP); and to lead a team of analysts with responsibility for the deployment of Risk Analytics models and the maintenance of the Risk production environment. The Enablement team providing Risk Analytics with the tools required to build, validate and track risk models in a complex IT and data infrastructure. The purpose of the CMDP is to enhance the existing risk model deployment approach and reduce complexity in the modeling environment.

Molesworth Street , Dublin 2, Ie

Accountabilities:To influence strategic initiatives by presenting the definitive picture of portfolio performance to the relevant stakeholders: the Leadership Team, the Central Bank of Ireland (CBI) and Troika among them.To direct the development of loss forecasting models and other tools and guidance for use in assessing the viability of strategic initiatives, principal among them at present being the MARS initiative.To direct the development and running of automated credit impairment calculations, incorporating forecast macro-economic scenarios, for all portfolios supported by IRB risk models.To oversee the validation of new risk rating systems prior to their approval, and to monitor and report on their performance over time. This includes the implementation of appropriate controls around these activities, to audit standard. To provide expert judgement and input to reviews of Group Regulatory Capital calculations and methodology.To provide assurance that the Risk Analytics area is compliant with its obligations under the CRD and upcoming legislation where relevant.To provide quantitative and qualitative input to the capital adequacy assessment process and for compulsory market disclosures.To drive the refinement and development of portfolio models, credit risk rating systems, and pricing and profitability models (particularly RAROC) to meet regulatory and best-practice requirements.To lead the review and improvement of current Pillar II stress testing models and methods.To provide support and guidance to other significant projects in relation to the optimal use of risk rating models and scorecards in new market initiatives, and the impact on capital arising from new business, product or service offerings.To provide support and guidance to other significant projects in relation to the optimal use of risk rating models and scorecards in new market initiatives, and the impact on capital arising from new business, product or service offerings.

Dublin, Ie

Manager, Risk Analytics at EBS, a function that should be self-explanatory. It arose out of our Basel 2 programme of work, which I also managed (there's career definition for you) and has developed into being the source of all risk based MI at EBS. Capital, impairment provisioning, asset quality measurement and forecasting all catch a part of the remit.The Risk Analytics team produces all asset quality and risk MI including: risk weights for capital; forecast and stressed capital parameters (PD, LGD); forecast and stressed asset quality measures; forecast and stressed expected loss calcs; credit impairment calcs; all risk model development and validation; risk based regulatory returns.Specialties: Risk, Basel 2, capital, project management, team bonding

West Hartford, Us

Research in representation theory and statistics

Galway, Ie

D.Phil., Mathematics

B.Sc., Mathematics