Handelsbanken is seeking a Quantitative Risk Manager in London within the Credit Risk division. You will lead end-to-end IRB model development, work with data governance, and present methodologies to senior management while training stakeholders in complex model approaches.
The role requires strong analytical skills, experience with SAS/SQL/R, and an ability to navigate CRR/EBA/PRA regulations in a collaborative, risk-aware environment.
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Quantitative Risk Manager — IRB Modelling & Risk Analytics in London employer: Handelsbanken
Handelsbanken is an exceptional employer that prioritises a values-led culture of trust, respect, and long-term thinking, making it an ideal workplace for those seeking meaningful careers in banking. Located in Kings Cross, the role of Corporate Banking Manager offers not only competitive benefits and a flexible working environment but also ample opportunities for professional growth and community impact, all while being part of a bank recognised for its customer satisfaction and safety. Join us to build lasting relationships and contribute to a sustainable banking model that truly puts customers first.
