Senior Quants Analytics Manager | S4 | Risk Division | London |
Core
Lead the development of corporate credit risk models supporting regulatory compliance, strategic risk management, and key business decisions for a global bank.
Role type
Senior IC quantitative manager (model development)
Builds
Production credit risk models (IRB, IFRS9, stress testing, climate risk)
Domain
Banking / Financial Risk / Regulatory Compliance
Deliverable
production ML models
Required skills
Corporate credit risk modeling, IRB rating systems, IFRS9 provisioning, stress testing, statistical/econometric analysis, Python/SAS/SQL, regulatory framework knowledge (Basel/CRR/PRA/ECB), team leadership
Preferred skills
PhD in quantitative discipline, experience with AI/LLM tools for productivity
Technologies
Python, SAS, SQL
Responsibilities
Lead delivery of complex model development initiatives across IRB, IFRS9, stress testing, and climate risk; Develop, enhance, and monitor models throughout their lifecycle; Present model developments and assumptions to governance forums; Manage and develop a team of quantitative managers and analysts; Collaborate with model owners, validators, auditors, and regulators; Resolve complex modeling and data quality challenges