Quantitative Analyst - Credit Model Validation, Dublin

Role: Quantitative Analyst - Credit Model Validation Location/Office Policy: Remote Centric Hybrid (3 days per week in office location) - Dublin Are you an analyst with over 1 years' experience who is seeking to progress in their career? Do you want to be part of a diverse team of quantitative risk analysts? Are you interested in how Data & Analytics can be used 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, the role holder will be responsible for helping to provide 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 (generally regulatory) criteria. The role requires an understanding of statistical techniques and data ...