Job Title: Quantitative Analyst / Model Developer (IRRBB, QRM) Location: London (Hybrid) The Role We are seeking a Quantitative Analyst for a high-visibility, hybrid role in London. This position is a unique blend of technical modeling and senior-level governance, focusing on IRRBB and CSRBB. You will be responsible for building and enhancing analytics (EVE/NII) in the QRM system while also producing robust technical documentation for senior management, model validation, and oversight functions. This role connects deep quantitative analysis to key risk frameworks like stress testing and risk appetite. Key Requirements QRM Expertise: Proven, hands-on QRM experience (configuring calculations, interpreting EVE/NII results). Subject Matter Expertise: 5 years in banking with direct IRRBB, CSRBB, ALM, or balance sheet risk experience. Education: Advanced degree (Master's/PhD) in a quantitative discipline. Technical Skills: Strong proficiency in Python, R, or similar tools. Communication: Exceptional technical writing skills for validation and regulatory standards. Regulatory Knowledge: Familiarity with European IRRBB / CSRBB expectations (EBA/ECB). Randstad Technologies is acting as an Employment Business in relation to this vacancy.