Lead Quant Risk Modeling - Decision Analytics (Hybrid)Allied Irish Bank • London, England, United Kingdom

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Lead Quant Risk Modeling - Decision Analytics (Hybrid)

Allied Irish Bank

London, England, United Kingdom

London, England, United Kingdom

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About

A major banking institution is seeking a Quantitative Risk Manager to lead the development of risk grading models. This role involves managing a team, ensuring compliance with regulatory requirements, and conducting complex data analysis. Candidates are expected to have at least 5 years of experience in model development and must be proficient in SAS, SQL, and relevant programming languages. The position offers a hybrid work model within the Greater London area. #J-18808-Ljbffr

London, England, United Kingdom

Languages

English

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