Quantitative Risk Manager — IRB Modelling & Risk Analytics

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.

#J-18808-Ljbffr…