Senior Quantitative Risk Analyst - IFRS9 Specialist

AIB; Dublin; Hybrid; EUR 90,000 - 120,000; 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 is seeking a Senior Quantitative Risk Analyst to join the IFRS9 team in Risk Analytics. The role focuses on developing and validating credit risk models (PD, LGD, EAD) and supporting regulatory capital strategies.

You will collaborate with stakeholders across the bank to deliver robust analytic solutions within a second line of defence framework. Based in Ireland, the role offers a hybrid work model with time split between Dublin office and remote work, and opportunities to advance in a

Qualifications

• Minimum 3 years’ experience in a model development or model validation role.
• A bachelor’s degree in a quantitative analytical discipline (2.1 or higher).
• Ideally advanced level of SAS or SQL programming; equivalent in R, Python or Matlab also acceptable.
• Familiarity with data visualization tools such as QlikView, Power BI, SAS VA or Tableau.

Responsibilities

• Leading the development of macroeconomic models, or components thereof, for the estimation of credit risk parameters for use in the calculation of ECL (PD, LGD, EAD).
• Engagement with stakeholders across the Bank to ensure models capture risk dynamics within the portfolio.
• Contributing to standards, methodologies and toolsets required for analytic activities.
• Designing model methodology and automating model development processes.
• Extraction and cleansing of data, statistical analysis to support model specification, segmentation, and factor selection, plus back-testing of models.

Skills

Quantitative analysis

Stakeholder communication

Data processing

Education

Bachelor's degree in quantitative analytical discipline

Tools

SAS

SQL

QlikView

Power BI

Tableau

Job description

AIB is seeking a Senior Quantitative Risk Analyst to join the IFRS9 team in Risk Analytics. The role focuses on developing and validating credit risk models (PD, LGD, EAD) and supporting regulatory capital strategies.

You will collaborate with stakeholders across the bank to deliver robust analytic solutions within a second line of defence framework. Based in Ireland, the role offers a hybrid work model with time split between Dublin office and remote work, and opportunities to advance in a