12 of 12 Basel III Jobs in London

VaR), sensitivity analysis, and portfolio stress tests, with minimal guidance from the organization. Design and execute backtesting models to validate VaR and other model outputs, ensuring regulatory compliance with Basel backtesting standards and regulatory requirements Ensure risk reporting supports regulatory capital computation and attribution, aligned with Basel II and Basel III FRTB standards Design and implement … severe but plausible market risk scenarios, aligned with regulatory expectations under CBO Circular BM-1200, and integrate these into capital and risk reporting Develop capital allocation models compliant with Basel II and Central Bank regulations for market risk capital and Basel III FRTB standards, including standardised and internal models approaches as appropriate. Lead the design and integration More ❯

Job Tittle: Business Analyst/Product Analyst - VP (Credit, Market Risk, Basel III) Location: London (2 to 3 days a week on-site) Contract Length: Until 30 April 2026 (possibility for extension) Rate: Highly competitive rate available for suitable candidates Working Pattern: Full Time Are you ready to take your career to the next level? Our client, a … and reporting capabilities for counterparty credit and market risk, including MPE, CVA, VaR, sensitivities, and stress testing is essential. Ensure Compliance: Align solutions with ECB regulatory frameworks (CRR, CRD, Basel III/IV, EMIR) and uphold internal risk policies. Collaborate: Work closely with stakeholders across risk, modelling, compliance, and technology to gather requirements and validate solutions. Contribute to More ❯

analysis. Attention to detail, to pick up on errors and produce accurate work, grasping of the reasons for a strong control environment and operating with this mentality. Knowledge of Basel II, Basel III, Risk and Capital requirements. Knowledge of Regulatory practices within Risk and Finance in financial services. Positive and approachable team player, effective and supportive in More ❯

analysis. Attention to detail, to pick up on errors and produce accurate work, grasping of the reasons for a strong control environment and operating with this mentality. Knowledge of Basel II, Basel III, Risk and Capital requirements. Knowledge of Regulatory practices within Risk and Finance in financial services. Positive and approachable team player, effective and supportive in More ❯

skills. SKILLS AND EXPERIENCE Bachelor's degree in Finance, Business Administration, Project Management, or a related field. Project management certification (PMP, PRINCE2, or equivalent) is highly desirable. Knowledge of Basel III, IFRS 9, CCAR, DORA and other risk regulatory frameworks. Familiarity with Agile and Waterfall project management methodologies. Experience in working with risk analytics, data governance, risk technology More ❯

solving skills. SKILLS AND EXPERIENCE Bachelor's degreein Finance, Business Administration, Project Management, or a related field. Project management certification(PMP, PRINCE2, or equivalent) is highly desirable. Knowledge of Basel III, IFRS 9, CCAR, DORA and other risk regulatory frameworks. Familiarity with Agile and Waterfall project management methodologies. Experience in working with risk analytics, data governance, risk technology More ❯

on solution design, data architecture, and systems integration (e.g., with core banking, payment gateways, or third-party platforms). Ensure compliance with data privacy and banking regulations such as Basel III, GDPR, or local regulatory requirements. Required Skills & Experience: 5+ years of experience as a Business Analyst or Data Analyst in the banking or financial services sector. Strong More ❯

evaluation, or deploying models in production environments. Understanding of financial risk modeling, model validation, or operational risk frameworks. Knowledge of regulatory frameworks such as DORA, SR 11-7, or Basel III as they relate to AI. Bachelor’s or Master’s in Computer Science, Finance, Engineering, or related fields; MBA or other advanced degree a plus. Key Attributes More ❯

evaluation, or deploying models in production environments. Understanding of financial risk modeling, model validation, or operational risk frameworks. Knowledge of regulatory frameworks such as DORA, SR 11-7, or Basel III as they relate to AI. Bachelor’s or Master’s in Computer Science, Finance, Engineering, or related fields; MBA or other advanced degree a plus. Key Attributes More ❯

responsibilities will include: Preparing and submitting reports in compliance with IFRS and JGAAP. Preparing consolidation packages per head office requirements. Transforming trial balance data when JGAAP is applicable. Generating Basel III reports and documenting self-assessment reports. Implementing new requested reports and collaborating with IT experts for data delivery and automation. Maintaining finance-related procedures and manuals. Acting More ❯

corporate credit risk models, working at the intersection of front office, risk, and quantitative modelling functions. You will lead initiatives that ensure models are not only regulatory compliant (IRB, Basel 3.1, IFRS 9) but also operationally embedded into decision-making, capital planning, and risk management frameworks. Key Responsibilities: Lead the end-to-end implementation of corporate credit risk and … initiatives around model deployment and regulatory compliance. Work cross-functionally to deliver limit management tools, early warning indicators and risk reporting solutions. Act as a subject matter expert on Basel frameworks, credit risk modelling, and regulatory expectations. Explore and promote automation, AI, and advanced analytics in model execution and monitoring. Liaise with validation, audit, compliance and regulatory teams to … ensure robust oversight. Key Requirements: Demonstrable experience in credit risk, model implementation, or quantitative risk management within wholesale banking. Strong understanding of Basel regulatory frameworks (IRB, Basel 3.1), IFRS 9 and capital modelling. Ability to bridge technical and business teams, translating models into meaningful outcomes. Skilled in working with large datasets, model tooling, and governance infrastructure. Excellent stakeholder More ❯

with our consultants and colleagues which stems from our core values: Confident, Dedicated, Responsible, Genuine. Join a leading organization in the finance sector, focusing on model risk management under Basel 3.1 regulations. We are seeking a Model Validator with a strong foundation in regulatory compliance and validation processes, ideally suited for experienced Quant Analysts who wish to transition from … assessments. Main Responsibilities This role will focus on ensuring the integrity of model validation practices. Conduct independent reviews and validations of models created by quant teams. Ensure compliance with Basel regulations and local supervisory standards. Assess and challenge governance frameworks related to risk models. Evaluate assumptions, data quality, and methodologies of risk models. Collaborate with various stakeholders to validate … self-assessments before submission to regulators. Key Requirements Strong regulatory experience within banking, specifically with Basel 3.1 and PRA expectations. Background as a Quant Analyst or a similar role, with expertise in model development principles. Proven experience in model validation as opposed to model development. In-depth knowledge of IRB (Internal Ratings-Based) models and credit risk regulatory capital More ❯