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Financial risk model developer, dublin

Dublin
AIB
Developer
Posted: 22 January
Offer description

Location/Office Policy: Molesworth StreetHybrid working - 3 Days onsite per weekDo you want to build and deploy predictive models that turn complex data into actionable insights on market and liquidity risk?Partner closely with stakeholders to shape projects that deliver real business impact?Challenge the status quo to enhance data pipelines, model design, and performance monitoring?What Is The RoleThis role is in theFinancial Risk Model Development Team, who are responsible for the development of models to quantify AIB's exposure to Market Risk and Liquidity Risk. The team build models that seek to capture the behaviour of market parameters like interest rates and credit spreads.Key accountabilities;Use mathematical techniques and data analytics tools to develop predictive models that support the quantification of the bank's exposures to market and liquidity risksEngage with stakeholders to ensure that their project meets business needs and expectationsProvide clear and comprehensive documentation in support of models and model-related processesChallenge existing ways of doing things to improve processes related to data acquisition, model design and the tracking of model-performanceActively seek opportunities to learn from other team members and to grow within the roleWhat you Will Bring ;Relevant third level or postgraduate qualification in an analytical discipline (e.g. mathematics, physics, statistics, engineering, econometrics, actuarial science, computer science);A passion for financial mathematics, data analysis or time-series analysisFamiliarity with R and/or PythonExcellent oral and written communication skills with an ability to convey complex concepts to both technical and non-technical audiencesWhy Work For AIBWe are committed to offering our colleagues choice and flexibility in how we work and live and our hybrid working model enables our people to balance their time between working from home and their designated office, subject to their role, the needs of our customers and business requirements.Some of our benefits include;Market leading Pension SchemeHealthcare SchemeVariable PayEmployee Assistance ProgrammeFamily leave optionsTwo volunteer days per yearPlease clickherefor further information about AIB's PACT – Our Commitment to You.Key CapabilitiesInstils TrustCollaboratesEnsures AccountabilityData AnalysisCommunicationIf you are not sure about your suitability based on any aspects of the role advertised, we encourage you to please contact the Recruiter for this role, Nicole, at for a conversation.AIB is an equal opportunities employer, and we pride ourselves on being the first bank in Ireland to receive the Investors in Diversity Gold Standard accreditation from the Irish Centre for Diversity. We are committed to providing reasonable accommodations for applicants and employees. Should you have a reasonable accommodation request please email the Talent Acquisition team at DisclaimerUnsolicited CV's sent to AIB by Recruitment Agencies will not be accepted for this position. AIB operates a direct sourcing model and where agency assistance is required, the Talent Acquisition team will engage directly with our recruitment partners.This role is part of the Fitness & Probity Regime and Individual Accountability Framework, which set out the specific requirements applicable.Application deadline : 29th January

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