Hybrid Junior Quantitative Risk Analyst – Credit Risk & Data

AIB Group; Dublin; Hybrid; EUR 52,000 - 76,000; Full time

Benefits offered by this job

Market leading Pension Scheme

Healthcare Scheme

Variable Pay

Employee Assistance Programme

Family leave options

Two volunteer days per year

Job summary

AIB Group in Dublin is seeking a quantitative analyst graduate to develop and validate credit risk models within IFRS 9 and IRB frameworks. The role focuses on data-driven insights, scenario analysis and model calibration.

Hybrid work arrangement with three days in the office and opportunities to work across locations including Belfast, London, and Northampton. Due to graduate in 2026, you will join a program that supports career development and collaboration with risk and control functions.

Qualifications

• On track for a 2.1+ in a quantitative discipline (e.g., mathematics, statistics, engineering).
• Experience with SQL programming; knowledge of R, Python or MATLAB is beneficial.
• Due to graduate in 2026; strong problem solving and curiosity.

Responsibilities

• Develop behavioural, portfolio and predictive models aligned with IFRS 9, IRB and stress testing standards.
• Deliver point-in-time loss provisioning analysis and long-term through-the-cycle economic capital analysis.
• Produce macroeconomic scenario forecasting, stress testing and long-term studies on Climate Change impacts on credit risk and sustainability.
• Estimate risk-based loan pricing.
• Perform segmentation, risk segmentation and model calibration activities.
• Contribute to the definition and maintenance of modelling standards and methodologies.
• Extract, transform, cleanse and analyse data, including complex, exploratory and ad-hoc analysis to generate business insights and recommendations.

Skills

SQL programming

Problem solving

Curiosity

Education

Bachelor's/Master's in quantitative discipline

Tools

R

Python

MATLAB

Job description

AIB Group in Dublin is seeking a quantitative analyst graduate to develop and validate credit risk models within IFRS 9 and IRB frameworks. The role focuses on data-driven insights, scenario analysis and model calibration.

Hybrid work arrangement with three days in the office and opportunities to work across locations including Belfast, London, and Northampton. Due to graduate in 2026, you will join a program that supports career development and collaboration with risk and control functions.