Location/Office Policy: Remote Centric Hybrid (Monday and Tuesday) : Molesworth Street, Dublin : Do you want to use your experience in credit risk validation or modelling to enhance and assurance the bank's credit risk models? : Do you want to lead a diverse team of quantitative risk analysts? : Are you interested in improving processes and automating analytical workflows? What is the Role: Reporting to the Head of Model Validation in the Second Line Assurance function, the role holder will be responsible for providing independent and robust challenge of the model development practices within the Group and will help lead the function in the performance of validation duties. This role will be a key influence on the AIB Group Strategy, both directly for Model Risk but also supporting the Group's ambition to be among the best banks from an automation and digital perspective by taking responsibility for the validity of the risk models used in the Bank. In this role, you be accountable for formulating and executing the validation approach of the Group, to ensure alignment with this overall strategic objective. The role is a highly visible one, involving frequent interaction with technical areas of the Central Bank of Ireland and the ECB Joint Supervisory Team (JST), as well as internally up to Leadership Team level. Key accountabilities; : Help set the validation methodology for the Group and lead the execution of independent validations of risk models in line with the methodology. The risk models in scope are both Pillar 1 and Pillar 2, IFRS9 ECL models, and Economic capital and stress test methodologies in AIB Group to meet internal and external (generally regulatory) criteria. : You will be accountable for the quality of validation outputs and will champion a culture of robust independent challenge to risk models. You will be able to clearly and succinctly explain complex validation findings to senior management committees, making clear the areas of identified weakness or limitations within the model. : You will be accountable for providing robust challenge to the Model Development teams, forming an independent opinion of the appropriateness of the model. You will be able to lead and negotiate at the most senior level internally and externally to define and influence the strategic direction of risk culture within the organisation. : Support the Head of Validation when representing AIB at meetings with external parties, principally the Central Bank of Ireland (CBI) and Joint Supervisory Team (JST). : Confidently lead their team and manage people and develops others to achieve results and ensure internal talent pipeline/succession. Provide strategic leadership and guidance, feedback, mentoring, and work oversight for an expert analytical team of researchers / validators. : Provide expert leadership to ensure the work of the Validation team is received, understood and approved at senior committees including the Model Risk Committee (MRC) and Group Risk Committee (GRC) where required. : Work through complex business obstacles, ensuring solutions are delivered taking into account operational, financial and human impacts whilst minimising risk. : Be proactive and take accountability for identifying and responding to regulatory changes, so that they are understood, communicated and prepared for as appropriate. Employ and develop existing network of industry leaders to extend understanding of industry trends and approaches and key issues facing the modelling field, and in particular, model validation techniques. What you Will Bring; : At least 8 years' experience in an environment involving Credit risk Models is expected. : Experience of collating complex information and presenting this to an audience of senior stakeholders. : Seasoned leadership experience with a track record of managing teams of analysts to deliver projects to tig