Senior Quantitative Analyst, Model Data Team, Model Solutions

Role Title :
Senior Quantitative Analyst Model Data Team

Location :
Dublin London Northampton or Belfast

Office Policy :
Hybrid

This role is positioned within the Model Data Team in Risk Analytics as a Senior Quantitative Analyst.

In Risk Analytics we develop and support the deployment of risk models strategies and decision tools for regulatory capital internal capital and business decision making.

Risk Analytics is part of the Risk Function this is an independent second line of defence function that monitors controls and supports risk-taking activities across AIB. The purpose of the Risk Function is to provide advice and guidance in relation to risk while providing independent oversight and reporting on AIBs risk profile. The Risk Functions main objective is to ensure AIB has a robust risk management framework and culture in place to ensure risks are taken within the risk appetite set by the Board in support of AIBs customer franchise and social responsibility.

• Source extract and integrate large datasets from internal and external systems for use in credit risk models (e.g. PD LGD EAD) and stress‑testing frameworks. Ensure data quality through rigorous validation cleansing and reconciliation processes to ensure accuracy and reliability.
• Continuously review and update data models to reflect changes in Risk Analytics processes new model solutions and evolving business requirements. Recommend and implement process improvements to enhance the efficiency and reliability of data workflows.
• Proactively identify and elevate data issues. Contribute to the continuous improvement of the banks data.
• Operate as a data subject matter expert collaborating with the Model Development Validation and Monitoring teams; as well as IT and business stakeholders to align data solutions with strategic objectives. Ensure data requirements are clearly communicated and understood.
• Design and implement automated processes to streamline data preparation and reporting. Maintain comprehensive data documentation and lineage to support transparency and auditability.
• Clearly communicate data‑driven findings risks and recommendations to both technical and non‑technical stakeholders.

Credit risk is a dynamic ever‑evolving field and working for Risk Analytics will place you at the vanguard of quantitative risk analysis regularly implementing the latest published methodologies and creating bespoke in‑house solutions to challenging problems as part of an experienced team where you will receive support and training to help you reach your potential.

As an analyst working in Risk Analytics for a pillar bank in Ireland your work will make a tangible impact on the stability and performance of AIB and the wider financial system.

• 3 years experience in either a model development validation or monitoring role; or in a data role with exposure to models. Examples include : IRB IFRS9 loss forecasting stress testing or economic capital modelling propensity modelling or a combination thereof.
• A bachelors degree in a quantitative analytical discipline (2.1 or higher) e.g. mathematics applied mathematics physics statistics engineering econometrics. (Confirmation will be sought if successful for the role.).
• Ideally have advanced level of SAS or SQL programming an equivalent level in an alternate programming language would be considered (e.g. R Python Matlab). Advanced experience in extracting transforming and cleaning data for modelling purposes.
• Familiarity with data visualisation tools such as Qlik View Power BI SAS VA or Tableau.
• Strong ability to build relationships and communicate with key stakeholders;
  Curiosity and inventiveness. Good problem‑solving skills with capability to defend their decisions from challenge both on a technical and business front.

We are committed to offering our colleagues choice and flexibility in how we work and live and our hybrid working model enables our people to balance their time between working from home and their designated office subject to their role the needs of our customers and business requirements.

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