Senior Quantatitive Analyst, Decision Analytics & Insights, Dublin

Role: Senior Quantitative Analyst, Decision Analytics & Insights

 

Location: Molesworth Street, Dublin

 

 

This role is being offered on a permanent basis.

 

 

 

• Do you have 3 years’ experience in a model monitoring, model development or model validation role and a bachelor’s degree in a quantitative analytical discipline (2.1 or higher)?
• Do you have a strong ability to build relationships and communicate with key stakeholders?
• Are you familiar with data visualisation tools such as QlikView, Power BI, SAS VA or Tableau

 

 

The Risk Analytics Department is a central function within Risk in AIB, consisting of professional quantitative analysts with the remit to develop strong credit 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.

 

As an advanced analytics team, we are passionate about driving insight and value from data. The team works across a spectrum of activities including data mining, visual analytics, time series modelling, regression modelling, machine learning, and pattern recognition. We value innovation and creativity, and this role presents a great opportunity for any analyst who has the capability to approach a business problem in an innovative way, identify and build a great solution, and communicate the outputs of that work across the business.

 

Risk Analytics operates within the wider Risk function in AIB and provides advanced statistical analysis to help inform the Bank in risk-based decision making, and ensuring that the Bank operates in accordance with European banking regulations. This covers a wide range of asset classes, such as International Corporate, Retail, Commercial Real Estate, SME, Sovereign and inter-bank lending.

 

The role will involve working with the Decision Analytics and Insights team on developing and operating a model monitoring solution that is used to test the performance of a number of the Bank’s IFRS9 and IRB models. 

 

 

About the Role:

 

We’re looking for someone who would be interested in:

• Write code in order to build out the infrastructure that allows monitoring the Bank’s IFRS9 and IRB ongoing predictive performance.
• Building visualisations using various tools to allow easier analysis of drivers of change in model performance.
• Independently perform quarterly model performance testing and work with the customer facing business teams to understand notable changes.
• Lead engagement with the various stakeholders including the customer facing Business and model developers to understand how best we can monitor model performance on an ongoing basis.
• Engaging with regulatory bodies as part of the on-going cycle of regulatory review of our models.