Quantitative Risk Analyst

We're Hiring! | Quantitative Risk Analyst Up to £85,000 plus benefits and bonus

Hybrid | 3 days in-office, London | Flexible working

Join a Leading Credit Risk Modelling Team!

NO RELOCATION/SPONSORSHIP AVAILABLE - HOWEVER OPEN TO VISA TRANSFER IF ALREADY IN THE UK.

Are you ready to take your quantitative skills to the next level in a high-impact, regulation-driven environment ? We're on the lookout for a passionate Quantitative Risk Analyst to help deliver the Internal Ratings Based (IRB) approach across retail and commercial lending portfolios.

What You’ll Be Doing :

✅ Data analysis & model development for PD, LGD, and EAD

✅ Building scorecards & stress testing models

✅ Supporting IRB regulatory self-assessments

✅ Identifying data gaps & ensuring quality remediation

✅ Producing clear documentation & reporting

✅ Supporting model calibration and ongoing reviews

Your Toolkit :

Background in Stats, Maths, Data Science or Engineering

Strong knowledge of IRB, CRR, EBA & PRA regs

️ Proficiency in SAS / SQL / other data tools

Sharp analytical & problem-solving skills

️ Excellent communication & report-writing abilities

A proactive team player ready to make an impact

Why Join?

• Work at the forefront of regulatory transformation
• Collaborate with experienced risk professionals
• Play a key role in shaping data-driven decision-making
• Hybrid working & supportive environment

Ready to elevate your risk career? Apply now or message us to learn more!

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