20 часов назад
Senior Quants Analytics Manager (Credit Risk)
99 004 - 148 506GBP
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Senior Quants Analytics Manager (Credit Risk): Leading the development and governance of corporate credit risk models across IRB, IFRS9, stress testing, climate risk, and capital modelling with an accent on regulatory compliance, model performance, and quantitative analytics. Focus on managing complex model development programmes, resolving data quality and implementation challenges, and presenting methodologies and recommendations to regulators, auditors, and senior governance forums.
Location: London, United Kingdom; hybrid working with office attendance required at least 12 days per month. Candidates must have the right to work in the UK.
Salary: £99,004–£148,506 per annum, plus a £6,000 annual car allowance.
Company
is a global banking organisation undergoing a technology-driven, customer-centric transformation across its retail and commercial banking activities.
What you will do
- Lead corporate credit risk model development initiatives covering IRB, IFRS9, stress testing, climate risk, and capital modelling.
- Develop, enhance, monitor, and evaluate models throughout their lifecycle, including challenger models and performance assessments.
- Ensure models are documented, reproducible, fit for purpose, and compliant with internal and regulatory standards.
- Present model assumptions, limitations, methodologies, and recommendations to governance forums and approval committees.
- Manage and develop quantitative managers and analysts through technical leadership, coaching, and oversight.
- Work with model owners, users, validators, auditors, regulators, implementation teams, and senior stakeholders to resolve findings and delivery challenges.
Requirements
- Extensive experience in corporate or wholesale credit risk model development, validation, or model risk management.
- Strong quantitative and analytical skills, including statistical, econometric, and machine learning techniques.
- Advanced programming skills in SAS, Python, SQL, or similar analytical tools.
- Strong understanding of Basel, CRR, PRA, ECB, and IFRS9 requirements and model governance frameworks.
- Experience leading technical teams and communicating complex quantitative concepts through reports, presentations, and stakeholder engagement.
- Right to work in the UK is required to commence employment.
Nice to have
- Experience using AI-enabled tools and large language models such as ChatGPT, Microsoft Copilot, or GitHub Copilot.
- Postgraduate qualification or PhD in a quantitative discipline.
Culture & Benefits
- 30 days of holiday plus bank holidays, increasing to 31 days after five years, with the option to purchase up to five additional contractual days annually.
- Company-funded individual private medical insurance, death-in-service benefit, and income protection insurance.
- Share plans, staff banking products, and discounts on products and services.
- Wellbeing support covering physical, mental, social, and financial wellbeing, including healthcare and mental health resources.
- Enhanced family leave, childcare options, volunteering opportunities, and international career development opportunities.
Hiring process
- Submit an application and contact the recruitment team if accessibility support is required during the process.
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