Junior Quantitative Risk Analyst

About the role

AIB is seeking a Junior Quantitative Risk Analyst to join its Risk Analytics team. This graduate position will support the development and deployment of risk models, decision tools and regulatory capital strategies across the bank.

Key responsibilities

• Develop behavioural, portfolio and predictive models aligned with IFRS 9, IRB and stress‑testing standards (PD, LGD, EAD).
• Deliver point‑in‑time loss provisioning analysis and long‑term economic capital studies.
• Produce macro‑economic scenario forecasts, stress‑testing runs and climate‑change impact analyses.
• Estimate risk‑based loan pricing and perform risk segmentation and model calibration.
• Contribute to modelling standards, methodologies and documentation.
• Extract, transform, cleanse and analyse complex data sets for ad‑hoc business insights.

Required profile

• On track to achieve a 2.1 or higher in a bachelor’s or master’s degree in a quantitative discipline (e.g., mathematics, statistics, physics, engineering, actuarial science).
• Expected graduation in 2026.
• Strong analytical curiosity and inventiveness.

Required skills

• SQL programming.
• Familiarity with at least one additional language such as R, Python or Matlab.

What we offer

• Hybrid working model (3 days on‑site per week) across Dublin, Belfast, Northampton or London.
• Opportunity to work within a collaborative, second‑line risk function.
• Professional development within a leading Irish bank.