Summary of role:

Financial Risk Quantitative Analysis and Business as Usual team is a 1st line function within the AIB Finance area. The team provide support for all aspects of valuations and sensitivity measurements associated with products on AIB's core risk system Calypso, and other balance sheet products off Calypso. The team works closely with the Calypso development area to continually improve measurements, support Collateral/Clearing management & accounting processes, rates management & rates curve building requirements, and involvement in the Calypso continuous deliver agenda. The team is responsible for production of ICAAAP and EBA market risk stresses and regular engagement with 2nd line functions around validations and other internal policy requirements. New 2022 responsibilities in the regulatory space include management of SACCR and FRTB calculation & reporting, associated monitoring exercises, and support of Un-cleared Margin Rules Initial Margin requirements. The team also work closely with the balance sheet quantitative team in the area of liability/asset behavioural analysis and retail rate modelling.

We’re looking for someone who:

• Has experience in managing a team of analysts and interacting with both junior and senior staff across areas such as finance, risk and treasury.
• Strong analytical and problem solving skills, with the ability to organise and prioritise multiple tasks.
• Committed team player with very good communication, interpersonal and staff management skills.
• Confident, proactive, dependable and organised, with a focused attitude towards work.
• Strong analytical skills, risk management knowledge and expertise.
• Ability to stay composed and resilient under pressure.

• Experience (6+ years) in a quantitative area, ideally within the financial risk area and in a management role. This experience would typically have been gained in a Risk, Risk Reporting, Treasury, Model Development or Finance area.
• At least Numerical Degree in a relevant discipline (e.g. Maths, Physics, Financial Engineering, Quantitative Finance) with a professional qualification such as FRM/CFA or similar desirable.
• Experience in derivatives products and securities pricing, model development & model support, curve building (e.g. OIS discounting, LIBOR discontinuation etc), XVA measurement and ideally experience in a core banking risk system (e.g. Calypso, Murex, Others).
• Advanced excel/VBA, other programming languages desirable (R/Python). Data Analysis/SQL/SAS also desirable.
• Good understanding of European banking regulation/CRR11 articles and their standardised requirements for derivatives & SFTs.
• Experience in managing & delivering internal policy requirements, representing area at committee level, writing clear and detailed documentation, engagement with senior stakeholders and delivering technical topics in a non-technical way when required.