1 of 1 Quantitative Risk Management Jobs in Central London

Location: London Role Level: Principal Consultant The IRRBB SME will play a critical role in managing interest rate risk within the banking book. This position involves providing expert guidance on IRRBB metrics, developing transfer pricing methodologies, and ensuring compliance with Basel regulations. The role requires strong collaboration with risk, finance, treasury, and technology teams to enhance risk measurement, reporting, and analytics capabilities. Key Responsibilities: Interest Rate Risk Management Analyze interest rate risk exposures using advanced modeling techniques, including balance sheet modeling, Net Interest Income (NII), Economic Value of Equity (EVE), Value at Risk … behavioural modeling of deposits. In-depth understanding of financial instruments such as fixed-income securities, loans, deposits, and derivatives. Proficiency in ALM tools (e.g., QRM, BancWare, RiskPro) and experience with programming languages like SQL, Python, or R for risk analytics. Soft Skills: Strong analytical and problem-solving abilities. Excellent More ❯