Financial Risk Model Development Manager, Risk Analytics, Dublin

Date: 13-Sep-2021

Location: Dublin, IE

Company: Allied Irish Bank

Role: Financial Risk Model Development Manager


Location: Molesworth Street, Dublin 2


This role is being offered on a full-time, permanent basis.


Are you an experienced quantitative analyst who is seeking to progress in their career?

Are you interested in developing mathematical tools to help us to back our customers and ensure the success and stability of the bank?


We’re looking for someone who:

  • Uses mathematics and data analysis to develop models that support the quantification of the bank’s exposure to market and liquidity risks;
  • Engages with stakeholders to ensure that model developments meet business needs while complying with internal controls and regulatory requirements;
  • Provides clear, comprehensive documentation in support of models and model-related processes;
  • Challenges existing ways of doing things to improve processes related to data-acquisition, model design and the tracking of model-performance;
  • Actively seeks opportunities to learn from other team members and to grow within the role;


Who are we?

We’re AIB. A strong Irish bank packed with purpose - to back our customers to achieve their dreams and ambitions. That goes for our employees too. We’re made of small teams where you have the chance to shine.


Why join us?

We are excited about how we have changed our focus. We want to be at the heart of our customers’ financial lives by giving them an exceptional experience. We are building a culture that breaks the conventions of what our customer and employees expect of a bank.


Does this sound like something that you want to be part of?


You will need to show us that you can/have:


  • Relevant third level or postgraduate qualification in an analytical discipline (e.g. mathematics, physics, statistics, engineering, econometrics, actuarial science, computer science);
  • Practical coding experience (R or Python an advantage);
  • At least 5 years’ experience within the Financial Services industry in a quantitative role in which you have demonstrated excellent analytic and problem-solving skills (market risk, liquidity risk and/or derivative pricing experience is preferred. Candidates with fewer years’ experience will be considered if they have advanced degrees);
  • Excellent oral and written communication skills with an ability to convey complex concepts to both technical and non-technical audiences;
  • An ability to work both independently and collaboratively;
  • A focus on growth and improvement combined with a desire to learn, share and contribute



If you feel you have what it takes, click apply and fill in the online application form. If you would like more information Kate Slattery from the Talent Acquisition Team can help. You can contact her at


By when?  Closing date is Friday 24th September

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