Senior Quantitative Manager, Customer Behaviour, / Hybrid

Senior Quantitative Manager - Customer Behaviour , Dublin/Hybrid

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Date: 9 Apr 2025

Location: Dublin, IE, IE

Company: Allied Irish Bank

Location/Office Policy: Molesworth Street, Hybrid 2 days in office (normally Thurs & Fri).

• Are you comfortable with large data sets and the application of statistical/quantitative analysis and models to data?
• Have you experience in developing/measuring IRRBB risk metrics for retail bank balance sheets?
• Have you worked with a core balance sheet management system?
• Development of Customer Behavioural models to capture the dynamics of product level liabilities and assets, whilst adhering to the model risk management policy

What is the Role:

The role is for a senior quantitative manager in the Capital Management and Financial Modelling (CMFM) area, part of the Finance function. Within CMFM the quantitative team are responsible for the maintenance and development of the banks core balance sheet system, QRM. This includes development of customer behavioural models associated with assets (Mortgages/Loans) and Liabilities (Current Accounts/Deposit types), for use in Interest Rate Risk in the Banking Book (IRRBB), and Liquidity measurement methodologies. The team develop and manage production of various IRRBB balance sheet risk metrics e.g. Net Interest Income (NII) sensitivity, Capital at Risk, Earnings at Risk, Standard Outlier Tests (SOTs). And ensure the banks IRRBB/Behavioural methodologies are in line with regulator expectations and European banking peers.

Key accountabilities;

• Development of Customer Behavioural models to capture the dynamics of product level liabilities and asset, whilst adhering to the model risk management policy.
• Transfer of new behavioural models into a business-as-usual environment allowing straightforward & regular updating.
• Specification, implementation and support of IRRBB measurements and the QRM system.
• Engagement with various stakeholders across finance, risk and treasury areas, and external parties.

What you Will Bring ;

• At least 5 years experience in data analysis and data modelling, ideally in the area of retail banking products (loans & deposits etc), to extract their behavioural characteristics.
• Experience of IRRBB measurements, regulatory requirements in this area and understanding of retail banks balance sheets products and their contribution to IRRBB.
• Experience of quantitative modelling using coding languages such as Python or R, and SQL for data mining.
• Ideally experience of a core balance sheet management system or treasury system.
• Highly motivated, with a proven ability to work on own initiative within a challenging and dynamic work environment, with excellent communication skills (both spoken and written), interpersonal skills and people skills.

Why Work for AIB:

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
• Hybrid working arrangements

Please click here for further information about AIB’s PACT – Our Commitment to You.

Key Capabilities

• Data Analysis
• Statistical Modelling
• Financial Market and Product Knowledge
• Collaborates
• Customer First
• Ensures Accountability

If you are not sure about your suitability based on any aspects of the role advertised, we encourage you to please contact Tim Stokes at careers@aib.ie for a conversation.

Disclaimer: 

Unsolicited CV’s 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 : Thursday the 24th of April 2025

Job Segment: Quantitative Analyst, Recruiting, Risk Management, SQL, Database, Data, Human Resources, Finance, Technology

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