Job Description
Join MetroBank Capital's elite Risk Management Division as we pioneer next-generation financial stability solutions. In this pivotal role, you'll safeguard our £50B+ portfolio by identifying emerging threats and designing predictive models that shape industry standards. Collaborate with C-suite executives to transform complex data into strategic resilience frameworks, driving sustainable growth in volatile global markets. Our award-winning culture combines cutting-edge technology with rigorous ethical practices, offering unparalleled opportunities to influence financial policy while advancing your expertise in regulatory compliance and quantitative risk assessment.
Responsibilities
- Develop and implement advanced credit risk models for corporate portfolios using Python/R
- Lead stress testing scenarios and regulatory reporting (Basel III/IV)
- Collaborate with trading desks to quantify counterparty exposure in real-time
- Present risk insights to Asset Committee through executive dashboards
- Mentor junior analysts on quantitative methodologies and regulatory frameworks
- Drive innovation in ML-driven early-warning systems for market volatility
Qualifications
- Master's degree in Finance, Mathematics, or Quantitative field (PhD preferred)
- 5+ years in banking risk management with Tier-1 institution experience
- Expertise in SAS/R/Python with advanced statistical modeling
- Certified FRM or PRM designation required
- Demonstrated success in designing IFRS 9 Expected Credit Loss models
- Deep understanding of EBA guidelines and UK regulatory landscape
- Exceptional presentation skills with board-level experience