Senior Quantitative Analyst
London Area, United Kingdom
Hybrid/Remote Options
Hybrid/Remote Options
Randstad Digital
Quantitative Analyst/Model Developer – IRRBB & CSRBB Strategic Enhancement Initiative 📍 Location: London, Canary Wharf (Hybrid – 3 days in office) 🕒 Duration: 9 months (Full-time Contract) 🏢 Department: Enterprise Risk Management – Centralised Modelling, Analytics & Operations (CMAO) About the Role Seeking a skilled Quantitative Analyst/Model Developer to enhance IRRBB and CSRBB capabilities. Focus on developing … 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 complete CSRBB and IRRBB coverage and capture all risk drivers. Qualifications & Experience Education: Master's or PhD in a 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 More ❯
Posted: