Job Descriptions

We’re looking for someone who would be interested in:

• Development of behavioral and portfolio models to support business decision making and estimation of credit movements in line with IFRS9, IRB and stress testing standards and internal development policies. This includes but is not limited to: Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD) models.
• Performing segmentation analysis and calibration of models
• Contributing to the standards and methodologies required to deliver these models
• Extracting, transforming, and cleaning the data required for modelling
• Engaging with customer facing Business to understand how our models can support their decision making
• Engaging with regulatory bodies as part of the on-going cycle of regulatory review of our models

The key accountabilities/responsibilities are as follows:

• Analysis and Investigation: Undertake 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.
• Predictive Model Development: Take a role in building predictive models that are focussed on impacting core business elements, such as capital requirements and loss expectations.
• Data insights: Perform in exploratory and ad-hoc data analysis with a view to generating insights and using this to deliver actionable recommendations to the Business.
• 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.

Why join us?

We are excited about how we have changed our focus. We want to be at the heart of our customers’ financial lives by giving them an exceptional experience. We are building a culture that breaks the conventions of what our customers and employees expect of a bank.

As an advanced analytics team, we are passionate about driving insight and value from data. The team works across a spectrum of activities including data mining, visual analytics, time series modelling, regression modelling, machine learning, and pattern recognition. We value innovation and creativity and this role presents a great opportunity for any analyst who has the capability to approach a business problem in an innovative way, identify and build a great solution, and communicate the outputs of that work across the business.

You will need to show us that you can/have:

• A bachelor’s 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.);
• Have experience with SAS or SQL programming – experience in an alternate programming language would be consider (e.g. R, Python, Matlab);
• Curiosity and inventiveness;
• Can show problem solving skills with capability to defend their decisions from challenge;

Skills

• Communication Skills
• Problem Solving Skills

Experience

• 1+ year