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- Tasks: Model credit projections for stress testing and capital planning in a dynamic finance environment.
- Company: Join a leading bank with a focus on innovation and collaboration.
- Benefits: Enjoy a competitive salary, hybrid working, and opportunities for professional growth.
- Why this job: Gain visibility with senior leaders while enhancing your technical skills in finance.
- Qualifications: Degree in a quantitative field; experience in credit risk analysis or modelling required.
- Other info: Work in a fast-paced environment with excellent career advancement opportunities.
The predicted salary is between 36000 - 60000 £ per year.
Join us as a Stress Testing Modelling Quantitative Analyst. Take on a pivotal role in our Finance function, in which you’ll be modelling credit projections for stress testing, capital planning and strategy setting purposes. You’ll enjoy extensive visibility at a senior level within the bank and with executives and regulators. It’s an opportunity to further your career by working with senior stakeholders and enhance your technical skills and knowledge of the business in a fast-paced environment.
What you’ll do:
- Develop credit risk scenario projections models for the specific Structured Finance / Securitisation business area.
- Liaise with Model Validation to seek approval, document methodology and processes, ensuring a high standard of accuracy and adherence to controls in line with given regulatory timeline.
- Provide comprehensive supporting analysis and MI to explain scenario projections results in the context of the given stress scenario, inputs/outputs, models/methodology and assumptions.
- Engage with stakeholders and experts from the business areas, Risk, Audit, and other functions to provide business insights and analysis in a timely manner.
- Develop the quantitative methodologies needed to project impairments and credit risk weighted assets, implementing the approved models or analytics solutions.
- Develop adjustments to modelled outputs to address model weaknesses and limitations or apply management judgement.
- Prepare detailed, high quality presentation materials for review and challenge purposes, and present modelling results to stakeholders.
- Produce ad hoc insights or analysis, as needed by the business or regulators, to help interpret and use stress testing results and scenario projections.
- Provide accurate evidence and documentation to help complete controls for the credit risk scenario projections process on time.
The skills you’ll need:
- Extensive knowledge in securitisation and of credit or financial risk management and measurement, with strong technical and communication skills.
- Significant experience of credit risk analysis or modelling in a retail or wholesale banking environment.
- A thorough understanding of stress testing requirements and the process, models, methodology and controls for generating credit risk scenario projections.
- A degree in a quantitative discipline such as Mathematics, Statistics, Econometrics or Economics preferably to PhD or post graduate level or with additional professional qualifications, such as a CFA or FRM.
- Strong data handling and analysis skills, including programming languages such as Python, and/or C++.
- Extensive knowledge in optimisation algorithms, Machine Learning techniques and regressions.
- Extensive knowledge of Structured Credit and Stress Testing.
- An excellent understanding of the relevant capital requirements regulations, for example Basel II or III, and financial accounting standards such as IFRS 9.
- An organised approach with the ability to manage projects and work effectively to deadlines.
- Excellent attention to detail.
Hours: 35
Job Posting Closing Date: 30/01/2026
Ways of Working: Hybrid
Stress Testing Modelling Quantitative Analyst employer: NatWest Group
Contact Detail:
NatWest Group Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Stress Testing Modelling Quantitative Analyst
✨Network Like a Pro
Get out there and connect with people in the finance and risk management sectors. Attend industry events, webinars, or even local meetups. The more you engage with professionals, the better your chances of landing that Stress Testing Modelling Quantitative Analyst role.
✨Show Off Your Skills
When you get the chance to chat with potential employers, don’t hold back! Share your knowledge about credit risk modelling and stress testing. Use examples from your past experiences to demonstrate your expertise and how you can add value to their team.
✨Prepare for Interviews
Do your homework before interviews. Understand the company’s approach to stress testing and capital planning. Be ready to discuss how your skills in Python, Machine Learning, and optimisation algorithms can help them achieve their goals. Confidence is key!
✨Apply Through Our Website
Don’t forget to apply through our website! It’s the best way to ensure your application gets noticed. Plus, we love seeing candidates who are proactive and take the initiative to reach out directly.
We think you need these skills to ace Stress Testing Modelling Quantitative Analyst
Some tips for your application 🫡
Tailor Your CV: Make sure your CV is tailored to the Stress Testing Modelling Quantitative Analyst role. Highlight your experience in credit risk analysis and any relevant technical skills, like programming in Python or C++. We want to see how your background fits with what we’re looking for!
Craft a Compelling Cover Letter: Your cover letter is your chance to shine! Use it to explain why you’re passionate about this role and how your skills align with our needs. Don’t forget to mention your understanding of stress testing requirements and your experience with structured finance.
Showcase Your Technical Skills: We’re keen on seeing your technical prowess! Be sure to include specific examples of your work with quantitative methodologies, optimisation algorithms, or machine learning techniques. This will help us understand your capabilities and how you can contribute to our team.
Apply Through Our Website: Don’t forget to apply through our website! It’s the best way to ensure your application gets to us directly. Plus, it shows you’re serious about joining StudySmarter and being part of our exciting journey in finance.
How to prepare for a job interview at NatWest Group
✨Know Your Models Inside Out
Make sure you’re well-versed in the credit risk scenario projection models relevant to the role. Be prepared to discuss your experience with modelling techniques, especially in securitisation and stress testing. Brush up on the methodologies you've used and be ready to explain how they align with regulatory requirements.
✨Showcase Your Analytical Skills
During the interview, highlight your data handling and analysis skills. Bring examples of how you've used programming languages like Python or C++ in your previous roles. Discuss any optimisation algorithms or machine learning techniques you've applied, as this will demonstrate your technical prowess.
✨Engage with Stakeholders
Since the role involves liaising with various stakeholders, prepare to talk about your communication strategies. Share experiences where you’ve successfully collaborated with teams from Risk, Audit, or other functions. This shows you can translate complex modelling results into business insights that are easily understood.
✨Prepare High-Quality Presentation Materials
Expect to present your modelling results during the interview. Prepare a mock presentation that showcases your ability to create detailed, high-quality materials. Focus on clarity and accuracy, as this reflects your attention to detail and organisational skills, which are crucial for the role.
