In response to heightened regulatory requirements, our client, a prestigious Japanese bank based in London are seeking a talented AVP Quant Analyst and VP Senior Quant Analyst to support the development, implementation, and delivery of the Model Risk Management Framework across the EMEA region.
Both roles report to the Head of Risk Modelling. The Senior Quant Analyst will take a leading role in managing the model risk governance framework.
About the Team:
This Modelling team is part of the broader Risk Management Department. Responsibilities include designing, delivering, and coordinating various modelling projects such as Stress Testing, IFRS9, Climate Risk Assessment, and Operational Risk. The team also develops and continuously maintains the Model Risk Framework to ensure that risks associated with the model’s life cycle are appropriately captured and mitigated. Additionally, they engage in the ICAAP Stress Testing process for assessing regulatory capital.
If you are a skilled quantitative analyst looking to make an impact and further your career, we encourage you to apply for these exciting opportunities.
Contact firstname.lastname@example.org for an immediate application.
We seek individuals from a diverse talent pool and encourage applicants from underrepresented groups to apply to our vacancies. Our commitment to fair recruitment processes means that we welcome applicants from all backgrounds, regardless of their lived experience or personal characteristics. We also invite applicants who meet most of the listed requirements, even if not all, to apply. If you require any adjustments to the application process, please let us know.
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