Handelsbanken plc is seeking a Quantitative Risk Manager to join its Credit Risk division in the City of London. You will lead IRB model development and work with teams across Retail and Corporate exposures, ensuring regulatory compliance and robust risk assessment.
The role requires strong statistical modelling skills, experience with SAS/SQL/R, and the ability to communicate complex results to senior management. A proactive, collaborative mindset and attention to detail are essential.
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