Join a dynamic team focused on mitigating risk and uncovering opportunities within financial services. We specialize in providing comprehensive risk services, from strategic oversight to financial and cyber threat management. This role is crucial for ensuring robust risk measurement and regulatory adherence within a leading professional services firm.

Key responsibilities include developing and validating sophisticated risk measurement models for credit, market, and liquidity risk. You will build frameworks to ensure compliance with critical regulations such as Basel, LIBOR transition, Risk Based Supervision, IFRS9, and IFRS17. The role also involves implementing regulatory change programs and designing effective capital management strategies and tools.

Ideal candidates will possess a Master's degree or higher in Quantitative Finance, Statistics, Mathematics, or Engineering, coupled with 4 to 6 years of experience. Essential experience includes modelling or validation of Wholesale IRB capital models, IFRS9, and ideally, Climate Risk Modelling within large banking organizations. Strong analytical skills, attention to detail, effective stakeholder influencing, and the ability to manage multiple tasks under pressure are vital.