Senior IFRS9 Risk Modeling Specialist

AIB Group; Dublin; Hybrid; EUR 80,000 - 110,000; Full time

Benefits offered by this job

Pension scheme

Healthcare scheme

Variable pay

Employee assistance programme

Family leave

Volunteer days

Job summary

AIB Group is seeking a Senior Quantitative Risk Analyst in Risk Analytics to lead the development of macroeconomic models for IFRS9 ECL components. You will work with stakeholders across the bank to ensure models capture risk dynamics and support regulatory and internal capital decisions.

The role offers hybrid work across Dublin and other offices, with opportunities to grow expertise in data science and risk modelling within a supportive team.

Qualifications

• Bachelor's degree in a quantitative discipline (2.1 or higher).
• 3+ years in model development or validation, IFRS9 preferred.
• Experience with IFRS9 and regulatory models is highly valued.
• Advanced SAS or SQL programming; other languages acceptable.
• Data extraction, cleaning and transformation for modelling tasks.
• Familiarity with data visualization tools (Power BI, Tableau, QlikView).

Responsibilities

• Lead development of macroeconomic models for ECL parameters (PD, LGD, EAD).
• Engage with stakeholders to ensure models capture risk dynamics.
• Design methodologies and automate model development processes.
• Extract, cleanse, and prepare data for modelling and back-testing.
• Collaborate with business teams to translate analytics into decisions.

Skills

Model development

IFRS9

SAS

SQL

Python

Data extraction

Data cleaning

Data visualization

Education

Bachelor's degree in quantitative discipline (2.1+)

Tools

SAS

SQL

Python

R

Matlab

Job description

AIB Group is seeking a Senior Quantitative Risk Analyst in Risk Analytics to lead the development of macroeconomic models for IFRS9 ECL components. You will work with stakeholders across the bank to ensure models capture risk dynamics and support regulatory and internal capital decisions.

The role offers hybrid work across Dublin and other offices, with opportunities to grow expertise in data science and risk modelling within a supportive team.