AIB Jobs – Analyst

Job Responsibilities:

• Development of behavioural and portfolio models to support business decision making and estimation of expected credit loss (ECL) in line with IFRS9 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
• 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.
• 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

Job Details:

Company: AIB

Vacancy Type:  Full Time

Job Location: Derry, Ulster, IR

Application Deadline: N/A

Apply Here

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