# Associate Director, Quantitative Analytics at Lloyds Banking Group

Lloyds Banking Group is hiring an Associate Director, Quantitative Analytics in London, United Kingdom. It pays £95k-£106k a year and Level rates it Little AI ●○○○; you can [apply on Lloyds Banking Group](https://jobsbylevel.com/go/86997c36-9d0f-4cdd-81ef-a62fa0434c77?utm_medium=ai-agent).

AI Level 1, AI centrality 36 out of 100. London.

## Details

- Company: [Lloyds Banking Group](https://jobsbylevel.com/companies/lloyds-banking-group)
- AI level: AI Level 1 (score 36 out of 100)
- Location: London
- Salary: £95k-£106k
- Posted: November 13, 2026
- Apply: https://jobsbylevel.com/go/86997c36-9d0f-4cdd-81ef-a62fa0434c77?utm_medium=ai-agent
- Free CV review for this job: https://jobsbylevel.com/cv-review?job=associate-director-quantitative-analytics-at-lloyds-banking-group-883099

## Description

End Date Thursday 12 November 2026 Salary Range £95,418 - £106,020 We support flexible working – click here for more information on flexible working options Flexible Working Options Hybrid Working, Job Share Job Description Summary . Job Description JOB TITLE: Associate Director, Quantitative Analytics LOCATIONS: London HOURS: Full-Time WORKING PATTERN: Our work style is hybrid, which involves spending at least two days per week, or 40% of our time, at one of our office sites. About the role We are looking for an experienced quantitative professional with strong Python and analytical skills to lead the development of pricing, credit-risk and portfolio-management solutions across Business and Commercial Banking. You will combine quantitative modelling with modern software-development practices, translating complex analysis into scalable tools that support commercial decision-making and sustainable client returns. Based within Balance Sheet Management, Forecasting & Pricing, you will help shape the methodologies, data and tools used by Client Products, Commercial Banking and Client and Institutional Banking. The role offers significant ownership, close engagement with senior stakeholders and the opportunity to modernise quantitative analytics through Python, automation and advanced statistical techniques. What you’ll be responsible for Own the methodology and lead the software implementation of Return on Risk Adjusted Capital models supporting the origination and pricing of commercial lending products. Build production-quality solutions for loan pricing, portfolio management, capital allocation, forecasting and credit-risk analytics. Develop reusable, well-documented and tested analytical code, applying version control, peer review and robust model-development standards. Use Python, C#, and SQL to work with large datasets, automate analytical processes and improve the efficiency and control of existing tools. Lead the application of advanced statistical and machine-learning techniques to identify growth opportunities, support client acquisition and deepen client relationships. Partner with Portfolio Management, Product and business teams to develop pricing frameworks, governance processes and regular pricing refreshes. Act as a quantitative adviser to business stakeholders, agreeing priorities, communicating methodology clearly and maintaining delivery momentum. Research emerging techniques and technologies, translating relevant innovation and industry practice into practical improvements for BCB pricing and analytics. What you’ll need ou will bring a strong quantitative background, sound commercial judgement and the confidence to lead technical work from initial concept through to implementation. You will be comfortable working across modelling, coding and stakeholder engagement, and able to explain complex topics in a clear, practical way. Essential skills and experience A postgraduate qualification, or equivalent experience, in mathematics, statistics, physics, quantitative finance or another highly quantitative discipline. Ideally at least 4 years of relevant experience in banking, financial services or a closely related quantitative environment. Experience developing quantitative models for commercial loan pricing, credit portfolio management, capital allocation, including Risk Weighted Assets and Economic Capital, or risk-adjusted returns. Strong hands-on Python skills, including experience developing, testing and maintaining quantitative models using libraries such as pandas, NumPy, SciPy, scikit-learn or statsmodels. Experience writing modular, reusable and well-documented code, with a practical understanding of object-oriented programming. Working knowledge of SQL and experience preparing, joining and analysing large datasets. Strong mathematical, statistical and analytical capability, with the ability to select and challenge appropriate methodologies. Excellent communication and stakeholder-management skills,

The description is cut here. Read the full offer: https://jobsbylevel.com/jobs/associate-director-quantitative-analytics-at-lloyds-banking-group-883099

Source: https://jobsbylevel.com/jobs/associate-director-quantitative-analytics-at-lloyds-banking-group-883099

## Cite this page

Level. https://jobsbylevel.com/jobs/associate-director-quantitative-analytics-at-lloyds-banking-group-883099.

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