Job Summary:
This role is a key position within the UK Stress Testing Team in Risk Analytics, part of the Risk Function. The primary goal of the Risk Function is to provide expert advice and guidance on risk while providing independent oversight and reporting on AIB's risk profile.
Main Responsibilities:
* Analyse and quantify the impacts of transition risk on credit portfolios using statistical and financial analysis techniques.
* Predictive model development: Build forecasting models to assess and stress the impact of Climate risk on credit portfolios.
* Data insights: Perform exploratory and ad hoc analysis, coach junior quantitative analysts and inform front-line users in managing their exposures.
* Expert advice: Provide informed and expert advice to the business on the impact and application of risk model outputs.
* Leadership: Mentor and guide junior data scientists and review their work.
Requirements:
* A minimum of 3 years' experience in a quantitative financial or risk modelling role.
* Bachelor's degree in a quantitative analytical discipline such as econometrics, quantitative finance, mathematics, physics, statistics, engineering.
* CFA/FRM or equivalent will be considered an advantage.
* Solid working knowledge of SAS or SQL programming for financial analysis and modelling.
* Strong track record of delivery and experience writing technical documents that meet internal and regulatory standards.