Job Title
Senior Quantitative Risk Analyst - Model Validation Lead
About the Role
We are seeking an experienced Senior Quantitative Risk Analyst to lead our model validation team and provide independent challenge to the bank's credit risk models.
Key Responsibilities
* Formulate and execute the validation approach for the Group, ensuring alignment with overall strategic objectives.
* Lead the execution of independent validations of risk models in line with methodology, covering Pillar 1 and Pillar 2, IFRS9 ECL models, and Economic capital and stress test methodologies.
* Accountable for the quality of validation outputs and champion a culture of robust independent challenge to risk models.
* Represent AIB at meetings with external parties, including the Central Bank of Ireland (CBI) and Joint Supervisory Team (JST).
* Provide expert leadership to ensure the work of the Validation team is received, understood and approved at senior committees.
Requirements
* At least 8 years' experience in an environment involving Credit risk Models.
* Experience of collating complex information and presenting this to an audience of senior stakeholders.
* Seasoned leadership experience with a track record of managing teams of analysts to deliver projects to tight deadlines.
* A strong quantitative background (masters/doctorate in maths/stats/economics or other numerate discipline) with proven experience of applying this in a risk and modelling environment.
What We Offer
We offer a hybrid working model, variable pay, employee assistance programme, and family leave options. Our colleagues enjoy choice and flexibility in how they work and live.