Quantitative Analytics Manager – Group Stress Testing

About the role

The Quantitative Analytics Manager will lead the design, development and governance of the Group's macro‑economic stress testing model and related quantitative frameworks. This senior position sits within the Group Stress Testing team and supports capital risk management, regulatory reporting and strategic decision‑making.

Key responsibilities

• Design, develop, implement and maintain stress‑testing models using regression, panel‑data econometrics, VAR and other forecasting techniques.
• Oversee quarterly and ad‑hoc execution of the macro‑economic stress testing model, ensuring timely, accurate and well‑documented results.
• Lead climate‑risk scenario analysis, translating emerging methodologies into practical modelling approaches.
• Provide quantitative support for ICAAP, capital planning, risk appetite calibration and recovery planning.
• Maintain robust model governance, documentation, version control and coordinate internal/external assurance processes.

Required profile

• Proven experience leading quantitative model development and managing a team of analysts.
• Strong stakeholder influence across risk, finance and business units.
• Ability to translate complex model outputs into clear business insights for senior management and regulators.

Required skills

• Econometric modelling (regression, panel‑data, VAR).
• Machine‑learning and data‑science techniques applicable to risk modelling.
• Statistical programming and model prototyping (coding, data analysis, testing).