This role reports into the Head of Specialised Lending IRB Model Development, and will play a leading role in the re-development of existing and new IRB models for specialised lending under the banks’ IRB rollout plan. You will work alongside teams based in the UK and in Dublin.
Summary of role:
We’re looking for someone who would be interested in:
- Development of models to support business decision making, risk management and estimation of regulatory capital requirements in line with internal development standards and policies. This includes Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD) models;
- Managing a team of quantitative analysts
- Engaging with customer facing Business teams and leading workshops to understand how our analytic outputs can support their decision making.
- Extracting, transforming, and cleaning the data required for modelling and analysis purposes;
- Engaging with regulatory bodies as part of the on-going cycle of regulatory review of our models
- Contributing to the standards, methodologies and toolsets required to perform analytic activities;
- Predictive model development: Take a leading role in building predictive models that are focussed on impacting core business elements, such as automated decisions, capital requirements and loss expectations;
- Leadership: Manage a team of quantitative analysts, coaching them in the development of technical skills as well as demonstration of core behavioural competencies;
- Analysis & investigation: Undertake and guide junior quantitative analysts in various complex data analyses, investigations and/or modelling of business issues to improve the management, services and products of the bank;
- Digital protection: Access / utilise bank data within the policies and frameworks required by AIB;
- Expert advice: Provide specialist advice to the business with an emphasis on the impact and application of risk management requirements;
- Risk segmentation analysis: Creating segmentations that allow us to better understand the risks present in our lending portfolio and what we can do to better manage the risks;
- Stakeholder engagement: Work with stakeholders across the Business, Finance and Risk and act as a conduit for delivering solutions to business problems.