Select how often (in days) to receive an alert: Create AlertQuantitative Analyst- Financial Risk Model Validation, DublinAt AIB, our values guide how we work and how we support each other. We’re looking for someone who puts Customer First, takes initiative and Owns the Outcome, and is always looking for ways to Eliminate Complexity. You’ll treat colleagues and customers with fairness and Show Respect, and you’ll thrive in a culture built on collaboration where we Be One Team to deliver meaningful impact.Location/Office Policy: Molesworth St, Dublin 2. Hybrid (3 days per week in the office)Are you interested in applying your quantitative skills to solve financial problems?Are you interested in developing your skills and getting exposure to a range of financial risk models including derivative pricing models, risk measurement models and behavioural models?Are you comfortable working as part of a small collaborative team to complete model validation projects and to prepare and present reports on these projects?What is the Role:Quantitative analyst for the Financial Risk Model Validation Team. The focus of this role is on validating financial risk models. Key requirements are a familiarity with mathematical modelling and financial risk software, and knowledge of the different types of financial products and risks in the banking industry.Key Accountabilities;Preparing, documenting and presenting validation reports for financial risk models including derivative valuation models, risk measurement models and behavioural models.Working with model developers and other key stakeholders to track validation actions to completion.Providing quantitative support to the wider Financial Risk team.What you Will Bring;Relevant third-level qualification or postgraduate qualification in an analytical discipline, e.g., chemistry, engineering, mathematics, physics.Completion, or progression towards completion, of a relevant professional qualification, e.g. PRM, FRM or CFA.Work experience in the financial industry, with a strong focus on financial risk models, e.g., derivatives valuation, VaR and xVA models.Coding experience in Python or R. Knowledge of Calypso, FINCAD or QRM will be an advantage.Why Work for AIB:We 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;Variable PayEmployee Assistance ProgrammeFamily leave optionsPlease click here for further information about AIB’s PACT – Our Commitment to You.Key CapabilitiesBehavioural Capabilities:Eliminates ComplexityEnsures AccountabilityTechnical Capabilities:Risk Modelling and Scenario AnalysisIf you are not sure about your suitability based on any aspects of the role advertised, we encourage you to please contact the Nicole Pasquetti for this role, at careers@aib.ie 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 careers@aib.ieDisclaimer:Unsolicited CVs 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.
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