2 of 2 Permanent Quantitative Risk Management Jobs in the UK

the Role Seeking a skilled Quantitative Analyst/Model Developer to enhance IRRBB and CSRBB capabilities. Focus on developing, maintaining, and integrating advanced risk measurement models using QRM , aligning them with risk frameworks and governance. Key Responsibilities IRRBB/CSRBB Analytics & Implementation Develop and maintain IRRBB and CSRBB measurements in QRM , covering Economic Value of Equity (EVE … structures, and ICAAP capital discussions. Quantitatively review results (sensitivities, drivers, stability) and validate alignment with the firm’s balance sheet and market expectations. Governance & Oversight Deliverables Document metrics production (QRM) and usage for Risk/Treasury. Prepare materials for model validation, stress tests, audits, and senior management. Resolve oversight challenges in methodology, scenario design, assumptions, and decision linkage. Ensure … quantitative field (Economics, Finance, Mathematics). Experience: 5+ years in banking/financial services with exposure to IRRBB, CSRBB, ALM, Treasury, or Balance Sheet Risk. Technical: Hands-on QRM experience (configuring models, running sensitivities/scenarios, interpreting EVE/NII). Programming: Proficient in Python, R, or similar. Risk Framework: Strong understanding of risk measurement's link More ❯

the Role Seeking a skilled Quantitative Analyst/Model Developer to enhance IRRBB and CSRBB capabilities. Focus on developing, maintaining, and integrating advanced risk measurement models using QRM , aligning them with risk frameworks and governance. Key Responsibilities IRRBB/CSRBB Analytics & Implementation Develop and maintain IRRBB and CSRBB measurements in QRM , covering Economic Value of Equity (EVE … structures, and ICAAP capital discussions. Quantitatively review results (sensitivities, drivers, stability) and validate alignment with the firm’s balance sheet and market expectations. Governance & Oversight Deliverables Document metrics production (QRM) and usage for Risk/Treasury. Prepare materials for model validation, stress tests, audits, and senior management. Resolve oversight challenges in methodology, scenario design, assumptions, and decision linkage. Ensure … quantitative field (Economics, Finance, Mathematics). Experience: 5+ years in banking/financial services with exposure to IRRBB, CSRBB, ALM, Treasury, or Balance Sheet Risk. Technical: Hands-on QRM experience (configuring models, running sensitivities/scenarios, interpreting EVE/NII). Programming: Proficient in Python, R, or similar. Risk Framework: Strong understanding of risk measurement's link More ❯