Senior Quantitative Risk Expert - SRT Oversight (2nd LoD)

The Integrated Risk Oversight department provides independent second-line oversight on quantitative credit risk and securitisation-related regulatory requirements. As a Senior Quantitative Risk Expert within the SRT Oversight team, you will act as a trusted advisor and challenger, ensuring robust governance and compliant risk decisions across complex Significant Risk Transfer (SRT) transactions. You will lead the design and enhancement of policies, controls, and regulatory frameworks, translating complex requirements from CRR and Securitisation Regulation into practical guidance. Your daily responsibilities include assessing legal documentation and transaction structures, identifying control gaps, and challenging the first line on quantitative assumptions, model changes, and capital outcomes. You will serve as a key interface between business lines and supervisory stakeholders, driving improvements in the oversight approach and ensuring that model-driven outcomes remain transparent, sound, and aligned with internal and external regulatory expectations.