Senior Quantitative Risk Analyst – IRB & Credit Modeling
Listed on 2026-10-28
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Finance & Banking
Banking Analyst
Handelsbanken in London is seeking a Senior Quantitative Risk Analyst to join the 2
LOD Credit Risk team. You will contribute to end-to-end IRB model development, covering retail and corporate exposures, and ensure models are compliant with CRR, EBA and PRA requirements.
The role requires strong analytical and numerical skills, experience with SAS/SQL/R, and the ability to communicate complex results to stakeholders.
Our organisation is growing, and we are hiring a Senior Quantitative Risk Analyst – IRB & Credit Modeling in City Of London, England, United Kingdom.
All applications are reviewed carefully by our team.
The position is based in City Of London, England, United Kingdom.
This opportunity is part of our work in Finance, IT & Technology.
The advertised compensation is 90..
We aim to respond to suitable candidates as soon as possible.
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