Senior Quantitative Risk Analyst, Dublin.

<p><span><span><span><span><span><span>Location/Office Policy:  Molesworth Street, Dublin.</span></span> </span></span></span></span></p> <p><span><span><span><span> </span></span></span></span></p> <ul> <li><span><span><span><span><span><span>Have you 3 years’ experience in a model monitoring, model development or model validation role? </span></span></span></span></span></span></li> <li><span><span><span><span><span><span>Do you enjoy analysing large datasets, complex problem solving and collaborating with multiple stakeholders? </span></span> </span></span></span></span></li> <li><span><span><span><span><span><span>Can you </span></span><span><span>undertake and guide junior data scientists in various complex data analyses, investigations and/or modelling of business issues?</span></span></span></span></span></span></li> </ul> <p> </p> <p><span><span><span><b><u><span>Summary of role:</span></u></b> </span></span></span></p> <p><span><span><span><span>The Risk Function’s is an independent, second line of defence function with the core objective to ensure AIB has a robust risk management framework and culture in place to ensure risks are taken within the risk appetite set by the Board, in support of AIB’s customer franchise and social responsibility.  </span> </span></span></span></p> <p><span><span><span><span>The role is positioned within the<b> Risk Analytics, specifically within the IRB (Internal Rating Based Approach) Model Development Team</b> where we develop<b> </b>and support the deployment of risk models, strategies and decision tools for regulatory capital, internal capital and business decision making.</span> <span>The team is currently undertaking a multi-year redevelopment of all IRB models followed by the rollout of new IRB models, which represents a key strategic objective for the bank. The role involves working closely with our colleagues across the Business, Credit Risk, and the Chief Data Office. </span> </span></span></span></p> <p> </p> <p><span><span><span><span><b><span><span>Key accountabilities:</span></span></b></span></span></span></span></p> <p><span><span><span><span> </span></span></span></span></p> <ul> <li><span><span><span><span><b><span><span>Analysis &amp; investigation</span></span></b><span><span>: Undertake and guide junior data scientists in various complex data analyses, investigations and/or modelling of business issues to improve the management, services, and products of the bank.</span></span> </span></span></span></span></li> <li><span><span><span><span><b><span><span>Predictive model development</span></span></b><span><span>: Take a leading role in building predictive models that are focussed on core business elements, such as automated decisioning, capital requirements and loss expectations.</span></span> </span></span></span></span></li> <li><span><span><span><span><b><span><span>Data insights:</span></span></b><span><span> Perform and guide junior data scientists in exploratory and ad-hoc data analysis with a view to generating insights and using this to deliver actionable recommendations to the Business.</span></span> </span></span></span></span></li> <li><span><span><span><span><b><span><span>Expert advice</span></span></b><span><span>: Provide specialist advice to the business with an emphasis on the impact and application of risk management requirements.</span></span> </span></span></span></span></li> <li><span><span><span><span><b><span><span>Risk segmentation analysis</span></span></b><span><span>: Creating segmentations that allow us to better understand the risks present in our lending portfolio and what we can do to better manage the risks.</span></span> </span></span></span></span></li> <li><span><span><span><span><b><span><span>Leadership</span></span></b><span><span>: Mentoring and guidance for junior data scientists. Also, there will be responsibility for reviewing work carried out by junior team members.</span></span> </span></span></span></span></li> <li><span><span><span><span><b><span><span>Digital protection</span></span></b><span><span>: Access / utilise bank data within the policies and frameworks required by AIB.</span></span> </span></span></span></span></li> <li><span><span><span><span><b><span><span>Relationship building: </span></span></b><span><span>Strong ability to build relationships and communicate with key stakeholders, Curiosity, and inventiveness.<b>  </b></span></span></span></span></span></span></li> </ul> <p><span><span><span><span> </span></span></span></span></p> <p><span><span><span> </span></span></span></p> <p><span><span><span> </span></span></span></p> <p><span><span><span><b><u><span>What you will bring: </span></u></b></span></span></span></p> <p> </p> <ul> <li><span><span><span><span><span><span>Minimum 3 years’ experience in a model monitoring, model development or model validation role. Examples include IRB; IFRS 9; loss forecasting; stress testing or economic capital modelling; propensity modelling; or a combi