Senior Quantitative Risk Analyst

Senior Quantitative Risk Analyst - UK Stress Testing, Dublin

Location/Office Policy: Dublin, London, Belfast, Northampton (Hybrid: 2 days a week in the office, moving to 3 days in office from Jan 2026)

This role is positioned within the UK Stress Testing Team in Risk Analytics. In Risk Analytics, we develop and 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, an independent second line of defence that monitors, controls, and supports risk-taking activities across AIB. The Risk Function provides advice and guidance related to risk and independent oversight and reporting on AIB's risk profile. Its main objective is to ensure AIB has a robust risk management framework and culture to ensure risks are taken within the risk appetite set by the Board, supporting AIB's customer franchise and social responsibility.

This role is in the Stress Testing, ECAP & Climate Team in Risk Analytics. The Stress Testing & Economic Capital team assesses the impact of credit risk on the bank's balance sheet under macroeconomic forecasts to support the ICAAP. Credit Risk is a key risk for AIB, and its forward-looking models play a critical role in a range of strategic initiatives.

Key Accountabilities

• Analysis & investigation: Investigate and quantify the impacts of transition risk on the credit portfolio using statistical and financial analysis. Integrate these risks into the credit risk ICAAP assessment.
• Predictive model development: Lead in building forecasting models to assess and stress the impact of Climate risk on credit portfolios. Support the wider ST & ECAP team in the execution of stress testing for ICAAP.
• Data insights: Perform exploratory and ad hoc analysis and coach junior quantitative analysts to inform front-line users in managing exposures.
• Expert advice: Provide informed and expert advice to the business on the impact and application of risk model outputs.
• Leadership: Mentoring and guidance for junior data scientists, including review of work carried out by more junior team members.
• Digital protection: Access/use bank data within the policies and frameworks required by AIB.

What You Will Bring

• 3 years' experience in a quantitative financial or risk modelling role. Examples include financial modelling, pricing, loss forecasting, stress testing or economic capital modelling, IRB, IFRS 9, propensity modelling, or a combination thereof.
• A bachelor's degree in a quantitative analytical discipline (2.1 or higher), e.g. econometrics, quantitative finance, mathematics, physics, statistics, engineering. CFA/FRM or equivalent will be considered an advantage.
• Solid working knowledge of SAS or SQL programming for financial analysis and modelling; equivalent experience in an alternative language (e.g. R, Python, MatLab) is acceptable.
• Strong track record of delivering technical documents that meet internal and regulatory standards. Experience engaging with internal and external stakeholders in front line and review/audit contexts.
• Ability to build relationships and communicate complex outcomes to technical and business stakeholders clearly. Experience training and managing day-to-day tasks of junior team members.
• Curiosity and inventiveness with good problem-solving skills; able to challenge outcomes and defend decisions from both technical and business perspectives.

Why Work for AIB

We are committed to offering our colleagues choice and flexibility in how we work. Our hybrid model enables balance between working from home and designated office time, subject to role, customer needs and business requirements.

Benefits include:

• Market leading Pension Scheme
• Healthcare Scheme
• Variable Pay
• Employee Assistance Programme
• Family leave options
• Two volunteer days per year

Click here for further information about AIB's PACT – Our Commitment to You.

Key Capabilities

• Ensures Accountability
• Collaborates
• Develops & Empowers
• Data Analysis
• Risk Modelling & Scenario Analysis
• Statistical Modelling

AIB is an equal opportunities employer. We are committed to providing reasonable accommodations for applicants and employees. If you have a reasonable accommodation request, please email the Talent Acquisition team at

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: September 1, 2025

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