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Quantitative analyst financial risk model validation, dublin

Dublin
Allied Irish Banks
Quantitative analyst
€80,000 - €100,000 a year
Posted: 5 September
Offer description

Overview

Location/Office Policy: Molesworth, Dublin 2. Hybrid (2 days per week in the office, moving to 3 days per week from Jan 2026)

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.


Responsibilities

* 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.


Qualifications

* 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 Pay
* Employee Assistance Programme
* Family leave options

Please click here for further information about AIB’s PACT – Our Commitment to You.


Key Capabilities

Behavioural Capabilities:

* Eliminates Complexity
* Ensures Accountability

Technical Capabilities:

External

If 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, Aisling Fitzpatrick, 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.ie

Disclaimer:

Unsolicited 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.

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