Senior Quantitative Risk Analyst - IRB
guildford, south east england, united kingdom
Hybrid / WFH Options
Hybrid / WFH Options
AIB NI
Board, in support of AIB's customer franchise and social responsibility. The IRB Model Development Team are responsible for the design and delivery of predictive credit risk measurement models relating to the Bank's Pillar 1 capital PD, LGD and EAD models. These models are used to determine the … and the Chief Data Office. Key accountabilities. Analysis & investigation: Undertake and guide junior data scientists in various complex data analyses, investigations and/or modelling of business issues to improve the management, services, and products of the bank. Predictive model development: Take a leading role in building predictive … years' experience in a model monitoring, model development or model validation role. Examples include IRB; IFRS 9; loss forecasting; stress testing or economic capital modelling; propensity modelling; or a combination thereof. A bachelor's degree in a quantitative analytical discipline (2.1 or higher), e.g., mathematics, applied mathematics, physics More ❯
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