Stephen Speight

Experience

Stephen is a Director in the Grant Thornton Quantitative Risk team, with over 20 years' experience in analytical roles in financial institutions across Ireland and the UK.  Prior to joining Grant Thornton, Stephen was a manager in a Risk Analytics team for a multinational bank with responsibility for non-retail modelling activities.

Sector Experience

Stephen has been closely involved in IRB (PD, LGD & EAD), provisioning (IFRS9, CECL), forecasting and stress testing model development and validation engagements across multiple risk areas, 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 technical knowledge and practical experience of the regulatory requirements governing all aspects of the model lifecycle for different model types across several asset classes including non-retail (SME, corporate, specialised lending etc.), retail (mortgages), asset finance, and equity.

Stephen also provides technical support and guidance across several Quantitative Risk offerings including complex valuations and audit assurance.