IRB Quantitative Risk Lead

HANDELSBANKEN PLC; Greater London; On-site; GBP 80,000 - 100,000; Full time

Job summary

A leading financial institution in Greater London is seeking a Quantitative Risk Analyst for their Credit Risk division. As part of the role, you will lead IRB model development and implementation while supporting junior team members. Required qualifications include relevant financial services experience and strong analytical skills, as well as proficiency in statistical data programs like SAS, SQL, or R. The position offers a competitive salary, comprehensive benefits, and opportunities for personal development.

Benefits

Private medical insurance

Income protection

Life assurance

15% pension contribution

Qualifications

• Experience in financial services with IRB model development.
• Solid understanding of IRB regulations like CRR, EBA, PRA.
• Ability to present complex issues clearly.

Responsibilities

• Lead model development and implementation.
• Support team with model reviews and recalibration.
• Define data requirements for Loss Given Default models.

Skills

Analytical skills

Statistical modelling

Data analysis

Communication

Attention to detail

Team player

Tools

SAS

SQL

R

Job description

A leading financial institution in Greater London is seeking a Quantitative Risk Analyst for their Credit Risk division. As part of the role, you will lead IRB model development and implementation while supporting junior team members. Required qualifications include relevant financial services experience and strong analytical skills, as well as proficiency in statistical data programs like SAS, SQL, or R. The position offers a competitive salary, comprehensive benefits, and opportunities for personal development.