Michael Freeman Email & Phone Number

County Dublin, Ireland

Liquidity and Collateral Risk Management

County Dublin, Ireland

• I worked on the Model Validation and Tracking team within the Risk Analytics department at AIB. This team is an independent, second line of defence function that validates and monitors credit risk models within the.
• Initial and Periodic Validation of IRB Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD) models used for regulatory capital calculations.
• Initial and Periodic Validation of IFRS 9 PD, LGD, EAD and Prepayment Expected Credit Loss models.
• Validation of Credit Application models used for loan approval decisioning.
• Performing financial analysis to assess impacts of underestimation of model parameters on capital requirements using finance systems.
• Quarterly production and reporting of model performance monitoring reports. This includes providing commentary and hosting meetings with key business stakeholders to discuss model performance for all retail and.

Melbourne, Victoria, Australia

• After moving to Australia for a year, I worked on two review projects in a Big 4 Australian bank for KPMG Australia. I worked as a Workflow Analyst within the bank’s Financial Planning team, and also worked on a review.
• Reviewing documentation on financial advice software (XPLAN) to ensure consistency across client files, reduce workload for paraplanners and ensure appropriate advice was being provided to customers.
• Development and daily update of a visual management dashboard to show high level summary of results from the KPMG team review.
• Review of bank’s responses to regulatory requests through navigation of internal systems to assess appropriateness of response sent to regulators.
• Performed walkthroughs of the review process to senior stakeholders within the bank to show complexities of the regulatory response process.
• Performed walkthroughs with bank’s internal Business Quality Assurance team to show them the review process and then worked alongside this team as the bank attempted to build a quality review team within the.

Master Of Science - Msc, Actuarial Science, 1.1

Bachelor Of Science - Bsc, Economics And Finance, 2.1

Leaving Certificate, 555 Points