Mark joined Grant Thornton in 2018 having previously held a Senior Management role in Risk Strategy at Bank of Ireland Group where he worked in Credit Risk Measurement. Mark is a Director in the Quantitative Risk service line and provides advisory services across Quantitative Risk Model Development, Validation and Assurance, Portfolio Analysis, Credit Management Frameworks, Complex Pricing, Data Analytics and Asset Valuations.
Mark has most recently lead client engagements across a broad range of areas in quantitative risk model development, validation and oversight, including:
- Development of a Covid-19 highly impact sector credit management strategy framework for an EU significant Institution
- Independent IFRS9 ECL model validation for large corporate portfolio for a global bank;
- Internal audit technical co-source for various quantitative risk applications in Irish pillar banks, including: IRB model validation, Operational Risk, ECL models under IFRS9 and complex derivative valuations;
- Internal validation co-source for IRB PD & LGD mortgage models under the ECB TRIM exercise for an EU significant institution;
- Economic Capital and RAROC model development for an Irish Merchant Service provider;
- Development of DCF models for NPE mortgage portfolio valuations;
- Pricing model development for valuation of structured notes with complex embedded derivatives; and
- Credit Risk Policy and Framework review for a startup bank in the UK.
- PhD in Numerical Methods from the University of Cambridge
- Degree in Electrical Engineering & Mathematics from Trinity College