Senior QRM Specialist - IRRBB/CSRBB Risk Modelling

Randstad Technologies; City Of London; Hybrid; GBP 70,000 - 90,000; Full time

Job summary

A leading employment agency in London seeks a Quantitative Analyst for a hybrid role, focusing on IRRBB and CSRBB. The role involves building analytics in the QRM system and producing technical documentation for model validation. Candidates should have over 5 years of banking experience and strong technical skills in Python or R. Excellent communication skills are essential.

Qualifications

• 5+ years in banking with direct IRRBB, CSRBB, ALM or balance sheet risk experience.
• Proven, hands-on QRM experience, configuring calculations and interpreting EVE/NII results.
• Exceptional technical writing skills for validation and regulatory standards.

Responsibilities

• Build and enhance analytics (EVE/NII) in the QRM system.
• Produce robust technical documentation for model validation and oversight.
• Connect quantitative analysis to stress testing and key risk frameworks.

Skills

QRM Expertise

Technical Skills in Python or R

Analytical Thinking

Communication Skills

Education

Advanced degree (Master's/PhD) in a quantitative discipline

Job description

Job Title: Quantitative Analyst / Model Developer (IRRBB, QRM) Location: London (Hybrid)

The Role

We are seeking a Quantitative Analyst for a high-visibility, hybrid role in London. This position is a unique blend of technical modeling and senior-level governance, focusing on IRRBB and CSRBB.

You will be responsible for building and enhancing analytics (EVE/NII) in the QRM system while also producing robust technical documentation for senior management, model validation, and oversight functions.

This role connects deep quantitative analysis to key risk frameworks like stress testing and risk appetite.

Key Requirements

• QRM Expertise: Proven, hands-on QRM experience (configuring calculations, interpreting EVE/NII results).
• Subject Matter Expertise: 5+ years in banking with direct IRRBB, CSRBB, ALM, or balance sheet risk experience.
• Education: Advanced degree (Master's/PhD) in a quantitative discipline.
• Technical Skills: Strong proficiency in Python, R, or similar tools.
• Communication: Exceptional technical writing skills for validation and regulatory standards.
• Regulatory Knowledge: Familiarity with European IRRBB / CSRBB expectations (EBA/ECB).

Randstad Technologies is acting as an Employment Business in relation to this vacancy.