Quantitative Risk Analyst

Allied Irish Bank; Dublin; Híbrido; EUR 60.000 - 100.000; Jornada completa

Ventajas ofrecidas por este puesto de trabajo

Variable Pay

Employee Assistance Programme

Family leave options

Descripción de la vacante

AIB in Ireland is seeking a Quantitative Risk Analyst to join Risk Analytics. You will develop and support risk models for regulatory and internal capital, including IRB, IFRS9, and credit decisioning models.

The role sits in Risk Analytics, a second line of defence unit that provides oversight and data governance. 1.5+ years in quantitative risk and SAS/SQL programming are preferred; a quantitative degree is required. Hybrid work: 3 days in office, 2 at home.

Formación

• 1.5+ years' direct experience in a quantitative risk or similar discipline is preferred
• SAS or SQL programming – experience in an alternative programming language would be considered (e.g. R, Python, Matlab)
• Demonstrable problem-solving skills with capability to defend your decisions from challenge
• A bachelor’s degree in a quantitative analytical discipline e.g. mathematics, applied mathematics, physics, statistics, engineering, econometrics. (Confirmation will be sought if successful for the role.)
• Ability to perform exploratory and ad‑hoc data analysis with a view to generating insights.

Responsabilidades

• Conduct quantitative analyses, data investigations, and model-based assessments to support better management of credit risk, portfolio performance, and business decision-making across the bank.
• Access, handle, and analyse bank data in line with AIB’s data governance standards, ensuring compliance with all security, privacy, and control frameworks, including when using coding tools to extract or prepare data.
• Contribute to the development, enhancement, and testing of predictive models, such as capital, impairment, and credit decisioning models, ensuring they are robust, explainable, and aligned to regulatory expectations.
• Perform exploratory and ad-hoc data analysis to uncover trends, identify emerging risks, and generate insights that translate into clear, actionable recommendations for business partners.
• Develop risk segmentations and analytical profiles of customer and portfolio behaviour to help the business understand underlying risk drivers and to support more effective risk management strategies.

Conocimientos

SAS/SQL

Data analysis

Problem solving

Educación

Bachelor's degree in a quantitative discipline

Herramientas

R/Python/ Matlab

Descripción del empleo

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At AIB, our values guide how we work and how we support each other. We’re looking for someone who puts Customer First, takes initiative and Owns the Outcome, and is always looking for ways to Eliminate Complexity. You’ll treat colleagues and customers with fairness and Show Respect, and you’ll thrive in a culture built on collaboration where we Be One Team to deliver meaningful impact.

Location/Office Policy:Dublin / London / Belfast / Northampton – Hybrid (3 days in office, 2 days at home)

What is the Role:

This role is positioned within the Risk Analytics Team as a Quantitative Risk Analyst.

In Risk Analytics, we developand support the deployment of risk models, strategies and decision tools for regulatory capital, internal capital and business decision making. We develop, maintain and support models such as IRB Models, IFRS9 Models, Credit Decisioning Models and Pillar 2 credit models.

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 AIB’s risk profile. The Risk Function’s 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 AIB’s customer franchise and social responsibility.

Key Accountabilities

• Analysis and Investigation: Conduct detailed quantitative analyses, data investigations, and model‑based assessments to support better management of credit risk, portfolio performance, and business decision‑making across the bank.
• Digital Protection & Data Governance: Access, handle, and analyse bank data in line with AIB’s data governance standards, ensuring compliance with all security, privacy, and control frameworks, including when using coding tools to extract or prepare data.
• Predictive Model Development: Contribute to the development, enhancement, and testing of predictive models, such as capital, impairment, and credit decisioning models, ensuring they are robust, explainable, and aligned to regulatory expectations. This includes supporting model coding, data preparation, and execution.
• Data Insights & Business Recommendations: Perform exploratory and ad‑hoc data analysis to uncover trends, identify emerging risks, and generate insights that translate into clear, actionable recommendations for business partners.
• Risk Segmentation & Portfolio Understanding: Develop risk segmentations and analytical profiles of customer and portfolio behaviour to help the business understand underlying risk drivers and to support more effective risk management strategies.

What You Will Bring.

• 1.5+ years' direct experience in a quantitative risk or similar discipline is preferred
• Demonstrable experience with SAS or SQL programming – experience in an alternative programming language would be considered (e.g. R, Python, Matlab).
• Demonstrable problem-solving skills with capability to defend your decisions from challenge.
• A bachelor’s degree in a quantitative analytical discipline e.g. mathematics, applied mathematics, physics, statistics, engineering, econometrics. (Confirmation will be sought if successful for the role.).
• Ability to perform exploratory and ad‑hoc data analysis with a view to generating insights.

Why Work for AIB:

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.

Some of our benefits include;

• Variable Pay
• Employee Assistance Programme
• Family leave options

Key Capabilities

• Data Analysis
• Ensures Accountability
• Eliminates Complexity

AIB is an equal opportunities employer, and we pride ourselves on being the first bank in Ireland to receive the Investors in Diversity Gold Standard accreditation from the Irish Centre for Diversity. We are committed to providing reasonable accommodations for applicants and employees. Should you have a reasonable accommodation request please email the Talent Acquisition team at [e-mail]

Unsolicited CV’s sent to AIB by Recruitment Agencies will not be accepted for this position. AIB operates a direct sourcing model and where agency assistance is required, the Talent Acquisition team will engage directly with our recruitment partners.