Lead Risk Data Scientist, Decision Analytics & Insights, Risk Analytics, Dublin

Date: 14-Jan-2022

Location: Dublin, IE

Company: Allied Irish Bank

Role: Lead Risk Data Scientist, Decision Analytics & Insights

 

Location: Molesworth Street/ Remote Working

 

This role is being offered on a Permanent basis.

 

The Risk Analytics Department is a central function within AIB with the remit to develop strong credit and financial risk measurement and decision-support throughout every aspect of our businesses and control functions. The outputs from Risk Analytics deliver optimal pricing for our customers, quick and convenient credit decisions, a safe lending and borrowing environment, and efficient use of our shareholders’ capital with sustainable returns. In addition, the teams regularly carry out ad-hoc analysis and assessments to support the business and any regulatory considerations of the ongoing appropriateness of the models and their outputs.

 

This role is in the Decision Analytics & Insights Team in Risk Analytics. They are responsible for development predictive models and credit strategies to determine customer risk profiles, which are then used to automate credit decisions for the Bank’s customers. The team also provide management information to inform customer engagement strategies and track the performance of credit models to ensure they continue to operate as expected.

 

We’re looking for someone who:

  • Development of application and behavioural models to support business decision making and estimation of expected credit loss in line with internal development standards and policies. This includes but is not limited to: Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD) models;
  • Develop credit decisioning strategies to support the automation of Retail and non-Retail credit decisions throughout the credit lifecycle;
  • Performing exploratory and ad-hoc data analysis to generating meaningful customer or portfolio insights;
  • Contributing to the standards, methodologies and toolsets required to perform analytic activities;
  • Extracting, transforming, and cleaning the data required for modelling and analysis purposes;
  • Engaging with customer facing Business teams to understand how our analytic outputs can support their decision making.

 

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:

 

  • 5 years’ experience in a model development or model validation role. Examples include: IRB; IFRS 9; loss forecasting; stress testing or economic capital modelling; propensity modelling; or a combination thereof. A bachelor’s degree in a quantitative analytical discipline (2.1 or higher), e.g. mathematics, applied mathematics, physics, statistics, engineering, econometrics.  (Confirmation will be sought if successful for the role.);
  • Ideally have Advanced level of SAS or SQL programming – an equivalent level in an alternate programming language would be consider (e.g. R, Python, Matlab). Advanced experience in extracting, transforming, and cleaning data for modelling purposes;
  • Experience writing technical documents that meet internal and regulatory standards. Experience in engagement with regulatory or audit bodies;
  • Experience training and managing the day to day tasks of junior team members;
  • Curiosity and inventiveness. Good problem solving skills with capability to defend their decisions from challenge both on a technical and business front. Strong ability to build relationships and communicate with key stakeholders;

 

 

If you feel you have what it takes, click apply and fill in the online application form. If you would like more information the Talent Acquisition Team can help. You can contact careers@aib.ie.

 

By when?  Closing date is Friday 28th January

 

 


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