Senior Quantitative Analyst - Credit Model Validation

About this job

Office Centric Hybrid (3 days per week) – Dublin Are you an experienced analyst who is seeking to progress in their career? Do you want to be part of a diverse team of quantitative risk analysts? Do you want to use your experience in credit risk validation or modelling to enhance and assurance the bank’s credit risk models? What is the Role? Reporting to the Credit Model Validation management team in the Risk Assurance & Validation function (RAV), the role holder will be responsible for providing independent and robust challenge of the modelling teams and business areas in the bank to assure and improve the Bank’s models. The risk models in scope are both Pillar 1 and Pillar 2, IFRS9 ECL models, and Economic capital and stress test methodologies in AIB Group to meet internal and external…

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