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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IRB Quantitative Risk Leader in London employer: Handelsbanken Plc
Handelsbanken is an exceptional employer that prioritises a values-led culture of trust, respect, and long-term thinking. As a Quantitative Risk Manager, you will benefit from a supportive work environment that encourages professional growth and offers flexible working arrangements tailored to individual needs. With a strong commitment to employee wellbeing and diversity, Handelsbanken provides meaningful work alongside opportunities for training and development, making it an inspiring place to build a rewarding career.
