Quantitative Risk Analyst

Are you a data-driven risk professional who enjoys solving complex challenges and turning numbers into meaningful insights? At Lloyds Bank, we're looking for a Quantitative Risk Analyst to join our Integrated Risk Management (IRM) team as per 1 January 2027. In this role, you'll help strengthen the bank's quantitative risk capabilities by developing risk models, stress testing methodologies and analytical tools that support strategic decision-making. You'll work on key regulatory frameworks such as ICAAP, Recovery Planning and ECB readiness, while collaborating with senior stakeholders across Risk, Finance and Treasury. This is a unique opportunity to make a visible impact within a growing international bank as we continue our journey towards direct ECB supervision and help shape the future of risk management at Lloyds Bank.

No two days are the same in this role. One day you might be: ✅ Building stress testing scenarios to assess how the bank performs under changing market conditions. ✅ Analysing risk data and uncovering trends that support strategic decision-making. ✅ Discussing quantitative methodologies with Risk, Treasury and Finance colleagues. ✅ Challenging assumptions behind risk models and helping improve model performance. ✅ Automating reporting processes using Python or other analytical tools. ✅ Supporting ICAAP or Recovery Planning activities for senior management and regulators. ✅ Exploring how AI and automation can enhance the way we measure and manage risk. It's the perfect mix of data, strategy, regulation and innovation.

You'll join our Integrated Risk Management (IRM) team, a collaborative group of risk specialists based across Germany and the Netherlands. Together, we oversee the bank's overall risk profile. The team plays a central role in shaping Lloyds Bank's risk framework and supporting strategic initiatives that influence the future direction of the bank. Expect plenty of exposure, responsibility and the opportunity to work closely with senior management on topics that truly matter. Why join us? At Lloyds Bank, you'll be part of an ambitious, growing and international organisation where your work has real impact. We offer an environment where collaboration, innovation and personal development go hand in hand. Whether you're building new risk methodologies, improving stress testing capabilities or preparing for the next regulatory challenge, you'll have the opportunity to make a difference every day. Ready to shape the future of risk management with us? Apply now and become part of Lloyds Bank's journey.

Quantitative Risk Analysis Develop and enhance quantitative risk methodologies and models Perform advanced data analysis to support risk management decisions Review and challenge risk models, assumptions and methodologies Design analytical tools that strengthen risk oversight Support model development, calibration and performance monitoring Stress Testing & Recovery Planning Develop methodologies supporting ICAAP and risk-bearing capacity assessments Perform stress testing, scenario analysis and sensitivity testing Support quantitative components of Recovery Planning Contribute to the continuous improvement of prudential risk management frameworks Data, Automation & Innovation Enhance risk infrastructure, systems and data capabilities Drive automation and optimisation of analytical processes Support model governance and quantitative reporting Explore innovative solutions, including AI-enabled tools Regulatory Risk Management Analyse regulatory developments and their impact on risk methodologies Support implementation of ECB, EBA and prudential requirements Contribute to regulatory and ECB readiness initiatives

Essential 3-5 years of experience in quantitative risk management, analytics, modelling or data science Strong understanding of banking risks and risk measurement techniques Experience with stress testing, scenario analysis and quantitative modelling Strong programming and data analysis skills (Python, SQL, SAS, R or similar) Excellent analytical and problem-solving abilities Ability to explain complex concepts in a clear and practical way Strong communication skills in English

Degree in Econometrics, Mathematics, Statistics, Data Science, Financial Engineering, Physics or a similar quantitative discipline Nice to Have Experience with ICAAP, Recovery Planning or prudential risk frameworks Knowledge of CRR, CRD, ECB and EBA regulations Experience with model validation and performance monitoring German language skills

13th-month salary, either paid monthly or once a year in December. 30 days PTO (or 240 hours) per year (based on full-time employment). Non-contributory pension scheme. Flexible working; you can schedule your work hours to meet your personal needs. More about our benefits

Lloyds Bank GmbH is part of Lloyds Banking Group, a financial institution with a large clientele in the UK and other parts of the world. Together with our office in Berlin, we form Lloyds Bank GmbH with its headquarters in Amsterdam and we have over 500 colleagues. We aim to lead by example in the bold decisions we make as a business, from where and how we invest, to the products and services we offer, and of course the workplace we create. We will search for new ways to work with people, communities and businesses, to always evolve with their needs. And we will never stop innovating to make sustainable, ethical choices easy and rewarding. At Lloyds Bank GmbH we play an important part in peoples’ lives, by the products we offer, and also how we operate. We finance your mortgage, keep your savings secure and also provide you with a personal loan if you need this. In Amsterdam we do this with an enthusiastic team of approximately 200 colleagues from different nationalities, and with an engagement score of 93%, colleagues find us a real ‘Great Place to Work’! With our grand ambitions, we are looking for new colleagues who will bring fresh ideas to help us grow!