Ian Mitchell
Quantitative Market Risk Manager Allied Irish Banks @AIB
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WORK HISTORY
Quantitative Market Risk Manager Allied Irish Banks @AIB
Own quantitative risk modelling across trading and treasury portfolios, covering Value-at-Risk and counterparty credit exposure for the bank’s full derivatives book.Designed and delivered a Monte Carlo simulation PFE model, replacing a legacy approach and significantly improving the bank’s counterparty risk measurement - expanding the business the bank can offer to clients.Led methodology development for an upgraded VaR model (historical simulation to exponentially weighted filtered historical simulation), improving backtesting robustness and regulatory standing.Regular presenter to Model Risk Committees and Executive-level forums. Models ratified at executive committee level.
EDUCATION
Dublin City University
1.1, BSc. in Quantitative Finance
SKILLS
ABOUT IAN MITCHELL
Product-minded delivery leader with 15 years of experience across capital markets, fintech and enterprise technology.Specialise in translating complex quantitative and technical environments into structured, outcome-driven programmes.Track record of leading large, cross-functional teams, owning end-to-end delivery of multi-million euro platform implementations, and building quantitative risk models adopted at executive committee level. Proven ability to define KPIs, manage distributed teams across time zones, and drive measurable growth. Seeking product management and ownership roles where deep domain expertise, delivery discipline and strategic thinking create real impact.Core strengths: Product & delivery management | Quantitative risk modelling | Cross-functional team leadership | Stakeholder engagement | Growth strategy & community building | Agile/hybrid delivery | Blockchain, DeFi & digital assets
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