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Credit Strategies Risk Manager

Date: 02-May-2019

Location: Dublin, IE, IE

Company: Allied Irish Bank

Role: Quantitative Risk Manager (Credit Strategies)

Location: Burlington Road, Ballsbridge



Are you an experienced Risk Manager?


Do you have experience in predictive modelling?



We’re looking for someone who:

The Credit Strategies team is responsible for ensuring that the bank makes sound risk-based decisions in its credit origination and management processes. As the majority of retail non-mortgage credit decisions are made on an automated basis this team is key to delivering on AIB’s strategic objective to become a model driven bank. The team’s work includes:

  • Predictive modelling to estimate the likelihood of borrowers meeting their repayment obligations;
  • Using data analytics and pattern recognition techniques to identify potentially fraudulent applications;
  • Implementing optimisation algorithms to determine risk appetite and pricing for our portfolios;
  • Working closely with our colleagues across the Business, the Chief Data Office, Credit Risk and IT to build, implement and monitor automated strategies.


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:

  • A bachelor’s degree in a quantitative analytical discipline (2.1 or higher), e.g. mathematics, applied mathematics, physics, statistics, engineering, econometrics, operations research;
  • 6+ years’ experience working in one of the following areas: predictive modelling, fraud analytics or decision optimisation algorithms;
  • Advanced experience of SAS or other analytics languages (e.g. R, Python, Matlab);
  • Advanced knowledge in extracting, transforming, and cleaning data for modelling purposes
  • Knowledge of banking and in particular risk adjusted return methodologies would be advantageous;
  • Experience mentoring and training junior team members, along with managing their day to day tasks;
  • 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 Rachelle Steen from the Talent Acquisition Team can help. You can contact her on 017721724 or email


Closind Date: Wednesday 24th May, 2019

Job Segment: Credit, Risk Management, Engineer, Bank, Banking, Finance, Engineering

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