Quantitative Risk Management Professional

3 weeks ago


West Midlands Combined Authority, United Kingdom Barclay Simpson Full time

Our client is a leading financial institution seeking an experienced quantitative risk management professional to join their team in London. The ideal candidate will have significant prior experience of IRB modelling and be able to take on a senior role within the team being set up to deliver AIRB for the firm's specialist lending portfolios.

Job Summary:
  • To develop models that support business decision making, risk management, and estimation of regulatory capital requirements in line with internal development standards and policies.
  • Perform exploratory and ad-hoc data analysis to generate meaningful customer or portfolio insights.
  • Extract, transform, and clean data required for modelling and analysis purposes.

We are looking for candidates with a high level of competence in SAS or SQL programming (or equivalent in an alternate programming language such as R, Python, or Matlab). Advanced experience in extracting, transforming, and cleaning data for modelling purposes is also required.

About Us:

Barclay Simpson acts as an Employment Agency for permanent positions and an Employment Business for temporary/contract engagements.



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