Business Unit: Group Finance, StressTesting Salary range: circa £65,000 – £75,000 DOE+ red-hot benefits Location: Remote, UK Flexible Contract type: Permanent Live for the weekday. Live a life more Virgin. Our Team The Data Delivery Consolidation team (DDC) are responsible for the preparation, review challenge … and submission of a range of the StressTesting Data Framework (STDF) templates and Basis of Preparation documents. This includes the ownership of Net Interest Income and Credit Risk actuals templates, and oversight of other templates (for Actuals and Projections) that are prepared and submitted by SMEs across … re also the first point of contact for the PRA for STDF data queries and are responsible for setting out and tracking timetables for stress test execution and delivery, running regular working groups, and acting as a central point of contact for questions on interpretations instructions for the stressmore »
activities, including the preparation of daily, weekly and monthly market risk reports, including but not limited to Value at Risk (VaR), sensitivities (the Greeks), stresstesting, risk capital calculations, etc. Provide support within the Market Risk team for the validation and development of risk models, including system testing … Office teams. Use a quantitative approach and analysis to support the risk control team on its methodologies – including limits (notional and vega), VaR back testing and assumptions. Prepare analysis as directed by the head of the team for consideration by the Risk Committee and/or New Business Committee … in risk management within an energy or commodity trading company, or Tier-1 investment bank. Detailed knowledge of Value-at-Risk, scenario analysis, back testing/stresstesting, expected shortfall, and other market risk techniques. Knowledge of the market risk associated with physical commodities, traded and real more »
activities, including the preparation of daily, weekly and monthly market risk reports, including but not limited to Value at Risk (VaR), sensitivities (the Greeks), stresstesting, risk capital calculations, etc. Support and contribute to the identification of new risks within the portfolio and any new business activities. Analyse … our global trading locations. Work closely with and support the relevant teams in the validation and development of risk and valuation models, including system testing and optimisation. Support the broader digitalisation and transformation initiatives, looking at our risk technology, data and data flows, and at automation and digitalisation opportunities … in risk management within an energy or commodity trading company, or Tier-1 investment bank. Detailed knowledge of Value-at-Risk, scenario analysis, back testing/stresstesting, expected shortfall, and other market risk techniques. Knowledge of the market risk associated with physical commodities, traded and real more »
part of this role, you will work within the Emerging Risk and Capital team to develop, maintain and embed the Emerging Risk, Capital (ICARA), StressTesting, Reverse StressTesting and Wind Down frameworks across the business. As part of the role, the manager will support the more »
team in London. The role holder will be responsible for the validation of non-traded market risk models such as Economic capital, IRRBB, ALM, Stresstesting, Counterparty Credit Risk Models, Climate Risk Models. This is an exciting opportunity to join a major global Bank, within a growing team … and with quick progression opportunities. Requirements: An advanced degree in econometrics, economics, quantitative finance or another quantitative discipline Experience in IRRBB, ALM, Stresstesting, Credit risk or Counterparty Credit Risk Experience in coding (R, Python, MatLab, etc) In-depth knowledge of Model Risk management processes Due to the more »
stakeholders to understand trading strategies and assess associated risks. Develop and implement risk models and metrics to quantify and measure market risk exposures. Perform stresstesting and scenario analysis to evaluate the potential impact of adverse market events on the firm's portfolio. Prepare comprehensive risk reports and … financial markets and products, including equities, fixed income, options, and futures. Proficiency in risk management tools and techniques, such as value-at-risk (VaR), stresstesting, and scenario analysis. Excellent quantitative and analytical skills, with the ability to interpret complex data and trends. Effective communication skills, with the more »
tasks: Business partnering and decision support for operating expenses across the firm Responsibility for all forward looking expense focused activities – forecasting, trends, scenario analysis, stresstesting and projects; Build and develop relationships and communication within business and finance stakeholders. Key Responsibilities Business Partnering and Decision Support Business Partnering … to benchmark and provide insights Forward Looking Analysis Analysis of expense data and monthly expense reports to identify trends Carry out scenario analysis and stresstesting Influence and challenge business decisions and strategy Projects Support the Head of Expense Management in exploring and introducing data visualization as a more »
the risks of trading strategies across multiple asset classes including Equities, Fixed Income, Credit and FX · Implement and maintain risk models and perform back-testing and stresstesting to ensure the accuracy and effectiveness of risk management & trading strategies. · Proactively explore and develop new tools & approaches to more »
the GIG Service Management - Operations II (GSM-O II) contract. This person should be a seasoned, self-motivated, professional with hands-on engineering and testing experience in virtualized environments. A skilled technician knowledgeable and experienced in infrastructure such as code environments, automating patches and system configurations, orchestrating network operations … and integration, release management, implementation & migration, and training & knowledge transfer Operational Engineering and Integration: Automate , document, and maintain functional, integration, security, and load/stresstesting procedure Document and deliver an approach for automated acceptance testing, integration/regression testing, all new applications, and all new … capabilities Develop Ansible playbook design, role development, and testing, in non-production environments, as well as migration to production networks Release Management: Participate in the development of the release management process, procedures, and policies Establish, manage, update, and maintain the overall Release Management Plan and Release Schedule Conduct site more »
risk models (e.g., CreditRisk+, CreditMetrics etc.) Lead the development and implementation of risk mitigation strategies to manage portfolio risks effectively, including the design of stresstesting scenarios and analysis of potential impacts on the portfolio under various market conditions. Engage in comprehensive analysis covering loss distribution, pricing, and more »
multiple asset classes preferred Prior experience in applying risk management models and techniques such as Value at Risk models, Liquidity Risk models, backtesting and stresstesting models Ability to be a team player and to collaborate with other teams Excellent written and verbal communication skills Experience with SQL more »
as Risk, Technology, Sales, Product, PMO, COO, and external partners. Role Responsibilities Risk Monitoring: Continuously monitor risk exposures, reviewing methodologies including initial margin models, stresstesting, and margin addons. Ensure accuracy and effectiveness of data sources, pricing methodologies, and curve building methodologies. Develop a robust understanding of margining more »
the delivery of key regulatory submissions such as the ILAAP or ICAAP, as well as having the opportunity to get involved in Nationwide’s stresstesting and contingency planning. The Framework & Modelling team are responsible for maintaining our risk frameworks and risk appetite across liquidity & funding risk, interest more »
Swindon, England, United Kingdom Hybrid / WFH Options
Nationwide Building Society
the delivery of key regulatory submissions such as the ILAAP or ICAAP, as well as having the opportunity to get involved in Nationwide’s stresstesting and contingency planning. The Framework & Modelling team are responsible for maintaining our risk frameworks and risk appetite across liquidity & funding risk, interest more »
travel is required in this role. Responsibilities: Collaborate with other members of the analytics team to develop and improve models for pricing, VaR, and stress testing. Implement and test new models. Deliver consistently on the full cycle of model development, implementation, validation, analysis, and model confirmation. Support pricing and more »
Greater London, England, United Kingdom Hybrid / WFH Options
Mizuho
risk managers to approve new trades and business initiatives, particularly those that are complex or structured · Participate in the review and enhancement of existing stresstesting methodologies to meet the needs of Mizuho and external regulatory requirements · Develop tools/approaches that allow RMD to better monitor and … management techniques, trading strategies as well as other qualitative and quantitative measures of credit worthiness · Knowledge of the fundamentals of Market Risk (VaR, Sensitivities, Stress) · Broad understanding of limit frameworks, risk appetite and exposure reporting · Knowledge of techniques for the analysis of time series and market data · Proven understanding more »
Metiers. The candidate will be responsible to analyse and explain metrics such as Current Exposure (CE), Potential Future Exposure (PFE), Credit Valuation Adjustments (CVA), stress tests, initial margin, liquidation cost. Coordinate and prepare the material discussed during the main risk committees within the MI CCR scope (e.g. FMRC, Hedge … of the main financial products and their risk drivers. · Proven knowledge and experience linked to counterparty risk measurement elements – CE, PFE, JtD, xVA, VaR, stresstesting, legal documentation (e.g. MA, CSA), counterparty credit quality (PD, recovery rate) etc. · Some knowledge and experience in topics such as statistics/ more »
role covers a wide range of hands-on, clean-room, and office-based engineering tasks relating to a variety of activities including electro-optical testing, electrical continuity testing, accelerated life testing, and mechanical stress testing. The Product Verification Engineer is responsible for defining test flows, commissioning … test equipment, verifying test capability, training operations personnel to perform testing, supporting production line testing, and planning & verifying reliability test campaigns. If you are passionate about world-leading space-based technology, thrive on big challenges with broad impact, and want to join a team tasked with continuously innovating more »
the Group Model Governance Committee. Support the development and implementation of risk models, such as performance and risk attribution, operational risk loss models, and stresstesting methods. Develop tools to aid in risk management. Requirements: A Master's degree or higher in a quantitative field. Over 5 years more »
Metiers. The candidate will be responsible to analyse and explain metrics such as Current Exposure (CE), Potential Future Exposure (PFE), Credit Valuation Adjustments (CVA), stress tests, initial margin, liquidation cost. Coordinate and prepare the material discussed during the main risk committees within the MI CCR scope (e.g. FMRC, Hedge … of the main financial products and their risk drivers. Proven knowledge and experience linked to counterparty risk measurement elements - CE, PFE,JtD, xVA, VaR, stresstesting, legal documentation (e.g. MA, CSA), counterparty credit quality(PD, recovery rate) etc. Some knowledge and experience in topics such as statistics/ more »
take remedial actions; Provide support in credit administrative work, including covenant monitoring, limit input and verification in systems, contracts and documentations reviews. Participate in stresstesting, scenario analysis, simulations regularly for the portfolio; Produce periodic and ad-hoc risk reports including regulatory reporting, and risk alerts/updates more »
and interpreting risk-related data using risk information management software (RIMS) Oversight of the monitoring and analysis of market and liquidity risks (e.g. VaR, stresstesting, P&L investigation, new product & market developments). Management and oversight of risk controls, including real time monitoring, around electronic platforms. Working more »
interest rate risks and provide recommendations for hedging strategies. Enhancement of IRRBB framework – limit calibration, progress the implementation of dynamic models. Design of Liquidity stresstesting, Funds Transfer Pricing process and Funding plan Collaboration with Treasury team to enhance ILAAP and Liquidity Contingency Plan. Conduct regular risk assessments … and stress tests to identify potential vulnerabilities and develop mitigation plans. Oversee the implementation of the ALM system to ensure accurate and timely data processing. Collaborate with other treasury members, finance, and other relevant departments to align the ALM strategy with overall business goals. Stay updated on regulatory requirements more »
oversight across the Bank’s key risks, performing risk management activities, developing and monitoring. The role will also assist with capital adequacy reporting and stresstesting, creating and providing reports and updates to assist the bank. Key responsibilities Monitor and evaluate risk factors to identify potential threats and … opportunities. Identify emerging risks and evaluate their potential impact on GHB’s business operations. Contribute to the design of stress tests and scenario analysis and assist with running of such to aid in the preparation of regulatory documents. Assist in the maintenance of the Bank’s regulatory documents (Risk more »
East London, London, United Kingdom Hybrid / WFH Options
Experis
requirements The risk models may include Value-at-Risk (VaR), Stressed VaR, Risk Not In VaR (RNIV), Incremental Risk Charge (IRC), Hair-cuts, EEP, StressTesting, Fundamental Review of Trading Book (FRTB), Capital Models Build python-based prototypes and risk library. Participate in adhoc projects as they arise more »