Stephen Speight

Experience

Stephen is a Director in the Grant Thornton Quantitative Risk team, with over 20 years experience in analytical roles within financial institutions across Ireland and the UK (Central Bank Ireland, Bank of Scotland Corporate [Edinburgh Scotland], Distinct Business Consulting [Dublin], Anglo Irish Bank, Ulster Bank [Dublin]).  Prior to joining GT, Stephen was a manger in a Risk Analytics team for a multinational bank (Ulster Bank) with responsibility for non-retail modelling activities. 

Sector experience

Stephen has been closely involved (manged, led, supported) in IRB (PD, LGD & EAD), provisioning (IFRS9, CECL), forecasting and stress testing model development and validation across different risk types, jurisdictions (EU, UK & US) and regulatory landscapes. In addition Stephen has led the design and production of model risk management / model validation standards & guidelines for several financial institutions. Stephen has extensive knowledge and experience of the regulatory requirements governing all aspects of the model lifecycle across several asset classes including non-retail (SME, corporate, specialised lending etc.), retail (mortgages), asset finance,

Stephen also provides SME support to and manages  the audit assurance (complex valuations, impairment modelling and other) offering the Quant Risk AI Working Group.