Junior Quantitative Risk Analyst — Credit Risk & Analytics

Allied Irish Bank; City Of London; Hybrid; GBP 42,000 - 65,000; Full time

Benefits offered by this job

Pension Scheme

Healthcare

Variable Pay

Employee Assistance Programme

Family leave options

Volunteer days

Job summary

Allied Irish Bank in London is seeking a Junior Quantitative Risk Analyst to join the Risk Analytics team. You will help develop and support risk models, decision tools and capital analyses across IFRS 9, IRB and stress testing frameworks.

You will extract and analyse data, calibrate models, and contribute to modelling standards while collaborating with cross-functional teams in a hybrid London office.

Qualifications

• On track to achieve a 2.1 or higher in a quantitative degree.
• Experience with SQL and at least one additional language (R/Python/Matlab).
• Curiosity, inventiveness and strong problem-solving skills.

Responsibilities

• Develop behavioural, portfolio and predictive models aligned with IFRS 9, IRB and stress testing.
• Deliver provisioning analyses and long-term capital analysis.
• Produce macroeconomic scenario forecasting and stress testing.
• Estimate risk-based loan pricing and calibrate models.
• Extract, transform, cleanse and analyse data for insights.
• Support modelling standards and methodologies.

Skills

SQL

Python

Problem solving

Curiosity

Education

Bachelor's degree in quantitative discipline

Tools

R

Matlab

Job description

Allied Irish Bank in London is seeking a Junior Quantitative Risk Analyst to join the Risk Analytics team. You will help develop and support risk models, decision tools and capital analyses across IFRS 9, IRB and stress testing frameworks.

You will extract and analyse data, calibrate models, and contribute to modelling standards while collaborating with cross-functional teams in a hybrid London office.