Quantitative Risk Manager, IRB, Dublin, Belfast, London, Northampton

Location/Office Policy: Dublin, London, Northampton, Belfast (Hybrid - moving to 3 days in the office in January 2026) What is the role This role is positioned within the IRB Team in Risk Analytics as a Quantitative Risk Manager. In Risk Analytics, we developand support the deployment of risk models, strategies and decision tools for regulatory capital, internal capital and business decision making. Risk Analytics is part of the Risk Function, this is an independent, second line of defence function that monitors, controls, and supports risk-taking activities across AIB. The purpose of the Risk Function is to provide advice and guidance in relation to risk while providing independent oversight and reporting on AIBs risk profile. The Risk Functions main objective is to ensure AIB has a robust risk management framework and culture in place to ensure risks are taken within the risk appetite set by the Board, in support of AIBs customer franchise and social responsibility. This role is in the IRB (Internal Rating Based Approach) Model Development Team. We are responsible for the design and delivery of predictive credit risk measurement models relating to the Banks Pillar 1 capital PD, LGD and EAD models. Key Accountabilities 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. Credit risk is a dynamic, ever-evolving field and working for Risk Analytics will place you at the vanguard of quantitative risk analysis, regularly implementing the latest published methodologies and creating bespoke in-house solutions to challenging problems, as part of an experienced team where you will receive support and training to help you reach your potential. What you will bring At least 5 years experience encompassing model development/validation and decision support model relates roles. Examples include IRB; IFRS 9; loss forecasting; stress testing or economic capital modelling; propensity modelling; or a combination thereof. A bachelors degree in a quantitative analytical discipline (2.1 or higher), e.g. mathematics, applied mathematics, physics, statistics, engineering, econometrics. (Confirmation will be sought if successful for the role). Ideally have Advanced level of SAS or SQL programming - an equivalent level in an alternate programming language would be consider (e.g. R, Python, Matlab). Advanced experience in extracting, transforming, and cleaning data for modelling purposes. Experience writing technical documents that meet internal and regulatory standards. Experience in engagement with regulatory or audit bodies. Experience training and managing the day to day tasks of junior team members. Strong ability to build relationships and communicate with key stakeholders. Curiosity and inventiveness. Good problem solving skills with capability to defend their decisions from challenge both on a technical and business front. A Reminder of What We Offer 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; Market leading Pension Scheme Healthcare Scheme Variable Pay Employee Assistance Programme Family leave options Two volunteer days per year Please click here for further information about AIBs PACT - Our Commitment to You. As part of the selection process, the successful applicant will be expected to demonstrate the AIB Behaviours and ability in the Behavioural and Technical Capabilities reflected below Please note that the capabilities will only be asked at interview stage. Develops and Empowers Collaborates Enterprise Leadership Risk Modelling & Scenario Analysis Technical Leadership Risk Technology & Tools 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. Disclaimer: Unsolicited CVs 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. Application deadline: 19th January 2026 To be considered for this role you will be redirected to and must complete the application process on our careers page. To start the process click the Apply button below to Login/Register.