We're creating a new standalone bank, Williams & Glyn, dedicated to outstanding service and the needs of our customers. To ensure we fulfil our full potential, we need talented people, particularly within Risk, an area of significant growth.

We’re now looking for Quantitative Risk Analytics specialists to join us based in Manchester and Edinburgh.

Our Quantitative Risk Analytics roles are at the centre of how financial risk is identified, measured and assessed. Working closely with Data and Reporting and across all Risk areas, they are responsible for the development of all Risk models used, whether they be within Portfolio Credit, Capital Requirements & Allocation, Market Risk or Stress Testing. These models will be based on guidelines set by the Bank of England or in line with the internally approved Risk appetite.

What we’re looking for;

• Candidates with an exceptionally technical mindset, with a quantitative degree in mathematics, engineering or similar- ideally with a post graduate qualification in Risk Management 
• Excellent knowledge of the regulatory landscape (Basel II/ III) along with Portfolio Credit Risk tenets, with previous experience in a UK or European banking environment.
• Previous experience working in a quantitative capacity and experience of using a range of programming languages such as SAS.

Apply: https://express.candarine.com/campaign/url/forward/9ee39e4cd036