Senior Quants Analytics Manager

About the role

We are looking for an experienced Senior Quants Analytics Manager to join our Corporate & Commercial Modelling Team within Treasury Risk & Analytics in London, working 35 hours per week. The role leads high‑profile model development initiatives spanning IRB, IFRS9, Stress Testing and Climate Risk, collaborating with senior stakeholders, regulators and quantitative professionals to shape the bank’s risk management strategy.

Key responsibilities

• Lead delivery of complex model development initiatives across IRB, IFRS9, Stress Testing, Climate Risk and Capital Modelling, ensuring timelines, quality and regulatory compliance.
• Develop, enhance and monitor models throughout their lifecycle, including performance assessment, challenger evaluation and ongoing improvements.
• Ensure models are fully documented, reproducible, fit for purpose and meet internal standards and regulatory requirements.
• Present model developments, assumptions, limitations and recommendations to governance forums and approval committees.
• Manage and develop a team of quantitative managers and analysts, providing technical leadership, coaching and oversight.

Required profile

• Extensive experience in corporate or wholesale credit risk model development, validation or model risk management, covering IRB, IFRS9, stress testing, climate risk and capital models.
• Excellent quantitative and analytical skills with experience applying statistical, econometric and machine‑learning techniques.
• Advanced programming skills in SAS, Python, SQL or similar analytical tools.
• Strong understanding of Basel, CRR, PRA, ECB and IFRS9 regulatory requirements.
• Proven experience leading and developing high‑performing technical teams.

Required skills

• SAS
• Python
• SQL
• Machine learning
• Statistical analysis
• Econometrics
• AI tools (ChatGPT, Microsoft Copilot, GitHub Copilot)

What we offer

• Salary range £99,004 – £148,506 per annum (35‑hour week).
• 30 days holiday plus bank holidays (31 after 5 years) with option to purchase up to 5 days.
• £6,000 car allowance per year.
• Company‑funded private medical insurance and family protection.