Senior Quantitative Risk Analyst, Dublin

Date: 11-Jun-2022

Location: Dublin, IE

Company: Allied Irish Bank

Role: Senior Quantitative Analyst – Model Validation

Location: AIB Group, 10 Molesworth Pl, Dublin D02 (target: Hybrid approach / current: full remote)


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

Are you interested in how data and analytics can help us to back our customers and ensure the success and stability of the bank?


The Model Validation Team is the second line function responsible for the review and challenge related to credit and operational risk models used in the bank. As a senior quantitative analyst on the team you will work with a small team to lead delivery of validations of IRB, IFRS9, Stress Testing, Economic Capital, Operational Risk and Credit Decision models. You will also be responsible for developing and potentially managing more junior members of the team.


We’re looking for someone who:


  • Uses statistical techniques and data analytics tools to review and challenge the models being used within the bank;
  • Challenges the modelling teams and business areas in the bank to assure and improve the bank’s models;
  • Works with business units to promote and deliver a best in class analytics service consistent with their needs;
  • Actively seeks opportunities to learn from other team members and to grow within the role;
  • Leads projects within the Model Validation function and works with and coaches junior team members to deliver projects.


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 have:


  • Relevant third level qualification or Postgraduate qualification in an analytical discipline, e.g. mathematics, applied mathematics, physics, statistics, engineering, econometrics, actuarial science;
  • 4+ years’ experience in a quantitative analytics role, credit risk analytics experience is preferred but other relevant experience (e.g. market risk, fraud analytics, marketing analytics, statistician, economist) will also be considered;
  • A good knowledge of the regulatory environment as it applies to credit risk, including one of the following - IRB or IFRS9;
  • An interest in applying statistical tools and techniques in a practical setting to help the bank in ensuring models and data driven decisions are robust and can be relied upon;
  • A natural inclination to challenge established ways of thinking and an ability to articulate your opinion;
  • Strong knowledge of analytics languages (e.g. SAS, R, SPSS, Matlab or Python) and SQL


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



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