Lloyds Banking Group
This role involves leading the development and enhancement of the Internal Model Methodology for Counterparty Credit Risk within the Traded & Operational Risk Modelling team. The position requires a quantitative risk professional to deliver complex modelling initiatives, support regulatory capital calculations, and drive the transition to risk-sensitive internal models. Success in this role demands strong collaboration with diverse stakeholders across Risk, Finance, Technology, and Front Office functions.
Lloyds Banking Group plc is the largest UK retail and commercial financial services provider, serving around 26 million customers through a leading digital presence. It operates major UK brands including Lloyds Bank, Halifax, Bank of Scotland and Scottish Widows, offering current accounts, mortgages, savings, loans, credit cards, insurance, pensions, investments and business banking. As a publicly listed group it focuses on supporting households and businesses across the UK through digital innovation, capital and risk stewardship, and customer-led services. The group also emphasizes responsible banking, financial inclusion and delivering long-term value for customers and shareholders.
Headquarters
San Francisco, CA
Company Size
201-500 employees
Founded
2018
Industry
Technology
Glassdoor Rating
4.2 / 5
Sarah Johnson
Chief Executive Officer
Michael Chen
Chief Technology Officer
Emily Williams
VP of Engineering
David Rodriguez
VP of Product
Jessica Thompson
Chief Financial Officer
Andrew Park
VP of Sales
View leadership team, funding history,
and employee contacts for Lloyds Banking Group.
Right around the average for this role