Senior Quantitative Finance Analyst

Overview

In this role you will design, implement and deploy next-generation risk and capital models to enhance the bank’s risk capability. You will work within AMG under GRA, collaborating across the enterprise to translate requirements into robust modelling solutions. The role combines leadership, technical depth and governance to meet regulatory expectations and deliver impactful risk insights. You will shape modelling best practices and mentor junior colleagues while navigating tight deadlines and a dynamic risk landscape.

Pay / Benefits

• Private healthcare
• Competitive pension plan
• Life assurance
• Group income protection
• Parental leave
• Flexible benefits options

Responsibilities

• Lead design, implementation and deployment of new risk and capital models
• Bring current industry standards to develop innovative modelling approaches
• Collaborate with stakeholders to gather requirements and build solutions
• Provide thought leadership on modelling approaches and analytical processes
• Promote best practices in model development, implementation, and monitoring
• Identify opportunities to improve existing models and processes
• Produce clear technical documentation for internal/regulatory purposes
• Govern models and processes to meet regulatory expectations
• Own delivery and meet critical project deadlines

Key requirements

• Numerical Master’s degree (PhD desirable) in Statistics, Financial Mathematics, Applied Mathematics, Economics, Physics, or Engineering
• Several years of relevant quantitative experience
• Strong knowledge: Statistics, Probability Theory, Econometrics, Financial Mathematics
• Experience building large quantitative models and managing large datasets
• Proven leadership across functions
• Programming skills: SQL, Python, VBA, LaTeX
• Strong technical writing and communication
• Ability to work under pressure, meet deadlines, and multitask
• Independent, execution-focused with project management exposure
• Curiosity for new modelling approaches and leadership of juniors

• Stakeholder collaboration
• Clear verbal and written communication
• Self-motivation and intellectual curiosity
• Statistics
• Probability Theory
• Econometrics

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