Senior Quantitative Analyst

SUMMARY:
Join a growing quantitative risk capability as a Senior Quantitative Analyst driving enterprise-level modelling across liquidity, market risk, and ALM.
Work closely with senior stakeholders to translate regulatory frameworks into robust, interpretable models.
This is an opportunity for a seasoned quant to influence strategic risk decisions at the highest level.

POSITION INFO:

Job Description:
An exciting opportunity exists for a Senior Quantitative Analyst to lead complex modelling initiatives within an enterprise risk environment. This role focuses on building, owning, and enhancing quantitative models that support critical risk and regulatory frameworks.
You will operate across the full model lifecycle, from data sourcing and development through to validation, interpretation, and executive-level reporting. The role requires both strong technical capability and the ability to translate complex outputs into meaningful business insights.

Key responsibilities include:
Leading the design, development and ownership of quantitative risk models across:

• Asset & Liability Management (ALM)
• Liquidity risk
• Interest Rate Risk in the Banking Book (IRRBB)
• Market risk and selected credit risk models
• Supporting enterprise and board-level risk metrics, including capital adequacy and regulatory reporting
• Translating risk strategy and regulatory frameworks into practical models and insights
• Managing the full model lifecycle, from data preparation to stakeholder engagement
• Partnering with Risk, Treasury, Data, and senior stakeholders to ensure models are fit-for-purpose
• Acting as a subject-matter expert, driving best practices within quantitative analytics
• Contributing to stress testing, economic capital modelling, and regulatory submissions

• Minimum 5–7 years’ experience in quantitative risk modelling within banking, financial services, or consulting
• Strong experience building and implementing models (not just using them)
• Proven exposure to regulatory frameworks (ICAAP, ILAAP, LCR, NSFR, CAR)
• Experience with stress testing and economic capital modelling
• Strong programming skills in Python or R, with SQL for data extraction
• Solid understanding of ALM, liquidity risk, IRRBB, and market risk
• Ability to translate complex analyses into clear, actionable insights
• Strong stakeholder engagement and communication skills

• Minimum 7+ years' experience in enterprise or board-facing quantitative roles
• Direct involvement in regulatory submissions (ICAAP / ILAAP)
• Exposure to Basel III / IV frameworks
• Experience with A-IRB credit risk models (PD, LGD, EAD)
• Experience mentoring junior analysts

• Honours degree in Mathematics, Statistics, or a related quantitative field
• Master’s degree (advantageous) in Mathematics, Statistics, Engineering, Econometrics, or Finance
• Professional certifications such as CFA, FRM, or PRM (advantageous)