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About Rory Roberts

I have spent more than twenty years in risk at banks and insurers. At Credit Suisse I was Global Head of Risk Identification, and at Standard Chartered I led risk identification in enterprise risk management.

I wrote down the bank method as Bank Risk Identification: The Complete Methodology. Organisations are now putting AI into credit decisions, claims, customer service and code, often through vendors and often without an inventory of what they run. The bank method transfers to that problem: a taxonomy, two tracks of identification, reconciliation, scoring with evidence, and a register that is kept current. AI Risk Identification: The Complete Methodology is that method rebuilt for AI.

I am FRM-certified and hold a B.Sc. in Mathematical Physics from University College Dublin. EON Risk Services is based in Wexford, Ireland.

To talk about the method, write to rory@eonriskservices.com or use the contact form.

Credentials

  • FRM (GARP)
  • B.Sc. Mathematical Physics, University College Dublin
  • ACI Dealing Certificate
  • COSO ERM, ISO 31000 and ISO 31010
  • Solvency II, SST, Basel II and III

Career

  1. 2020 to now
    Founder, EON Risk Services Ltd

    Author of Bank Risk Identification: The Complete Methodology and AI Risk Identification: The Complete Methodology.

  2. 2023 to 2024
    Risk Identification Lead, Enterprise Risk Management, Standard Chartered

    Designed and implemented a risk identification framework based on COSO and ISO 31000; ran the pilot and integrated ICAAP and ILAAP into strategic risk.

  3. 2020
    Senior Risk Manager, AIB

    Cash-flow forecasting, FX hedging and enterprise risk support.

  4. 2016 to 2017
    VP, Global Head of Risk Identification (Group and Divisional), Credit Suisse

    Created, designed and ran the group and divisional risk identification and assessment framework, with a team of seven senior risk analysts in London, Zurich and India.

  5. 2011 to 2016
    Solvency II Project Manager, Economic Capital Models, Zurich Insurance

    Central risk modelling and reporting for Zurich and its European subsidiaries under Solvency II, SST and the Zurich internal economic capital model.

  6. 2008 to 2010
    Front Office Dealer, Zurich Insurance (Dublin)

    Money markets, FX, options, futures and OTC derivatives; daily management of credit, interest-rate and FX exposures.

  7. 2007 to 2008
    Financial Risk Manager, Hypo Real Estate Bank International

    Pricing of real-estate bond instruments and automation of reporting.

  8. 2004 to 2007
    Quantitative Risk Analyst, Derivatives Pricing Lead, AIB

    Led the derivatives-pricing team for Basel II.

  9. 1998 to 2003
    Analytical Programmer and Market Risk Analyst, Cognotec and ACC Bank

    Financial-instrument programming, mark-to-market methodology and daily VaR.