1 to 25 of 32 Stress Testing Jobs in England

and USD and for Euribor contribution ALM and Balance sheet management Owner of the ILAAP Management of structural risks Owner the ALCOs Owner of stress testing framework and oversight of liquidity stress test models Owner of FTP/CTP Capital management Recovery and Resolution Plan Maintain the … Recovery Plan Maintain the Resolution pack Capital Stress testing. Design and produce capital stress testing DFIN SPOC for Capital Adequacy Statement This role reports to the UK Head of Treasury ALM The responsibilities of the Head of Balance sheet risks management: Oversee and organize the ILAAP process … ALM indicators versus granted limits and propose adequate actions to prevent any limit breached to ensure compliant with the ALM management framework; Maintain liquidity stress testing framework and oversee models for liquidity stress tests Review ALM models and indicators limits in annual basis and validation with Head 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), stress testing, 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/stress testing, 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), stress testing, 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/stress testing, 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), Stress Testing, Reverse Stress Testing 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, Stress testing, 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, Stress testing, 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 »

our esteemed team. As a Quantitative Researcher, you will play a critical role in developing and prototyping models for regulatory capital calculation and liquidity stress testing, ensuring compliance with various jurisdictions. You will collaborate closely with the Engineering team to implement scalable and supportable models for capital and … Python code for reporting and analytics, with a strong emphasis on quantitative finance. Responsibilities: Develop and prototype models for regulatory capital calculation and liquidity stress testing, adhering to regulatory requirements across different jurisdictions. Collaborate with the Engineering team to implement scalable and supportable models for capital and liquidity … Previous exposure to treasury, prime brokerage, or balance sheet management functions. Strong proficiency in quantitative finance concepts, including capital modeling, liquidity risk management, and stress testing. Expertise in writing production-quality Python code for reporting and analytics, with a focus on quantitative finance applications. Solid understanding of financial markets more »

Senior Performance Tester - Exciting opportunity is available with an expanding financial services team in London. They require a Senior Performance Tester to drive performance testing for their agile projects, focusing on high-performance financial market data-driven software. They require a Performance Tester with experience managing projects, keen to … move into a leadership position or a Senior position driving performance testing strategy. The Senior Performance Tester will: Testing: Lead load, spike, and stress testing using Neoload. Identification: Locate system bottlenecks and collaborate with development teams. key to performance testing strategies across the business. projects … mentor junior members of the team. Workload Models: Design tests simulating peak trading times. with CI/CD Pipelines: Facilitate seamless integration of performance testing solutions. Reporting: Interpret test results and establish consistent reporting processes. The Senior Performance Tester will have: performance testing certification commercial performance testing 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 stress testing to ensure the accuracy and effectiveness of risk management & trading strategies. · Proactively explore and develop new tools & approaches to 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 stress testing models Ability to be a team player and to collaborate with other teams Excellent written and verbal communication skills Experience with SQL more »

a deep understanding of exotic derivatives products, modelling, pricing and their market risk profiles. 4. Risk Assessment: Conduct regular assessments of market risk exposures, stress testing scenarios, and sensitivity analyses to assess potential impacts on the trading desk and overall financial stability. Development and maintenance of the VaR 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 stress testing and contingency planning. The Framework & Modelling team are responsible for maintaining our risk frameworks and risk appetite across liquidity & funding risk, interest 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 stress testing and contingency planning. The Framework & Modelling team are responsible for maintaining our risk frameworks and risk appetite across liquidity & funding risk, interest 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 stress testing 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, stress testing, 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 stress testing, 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, stress testing, P&L investigation, new product & market developments). Management and oversight of risk controls, including real time monitoring, around electronic platforms. Working 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 stress testing, 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 »

on model assumptions, mathematical formulation, and implementation across HL business lines Contribute to the validation of specific models. Key models will include capital, liquidity, stress- testing, client insight, wealth and fund management Stakeholder interaction with model developers and business owners during the model lifecycle Be accountable for day more »

Advanced degree in Economics, Finance or Quantitative fields Technical knowledge of financial markets, valuation methodologies and risk models (e.g., DCF, Multiple Approach, VaR, and stress testing) Industry certifications are a plus (e.g., CFA, FRM, CAIA) Previous experience at recruiting and managing resources Relevant experience with illiquid asset underwriting more »

robust quality assurance processes aligned with technical specifications and ISO accreditations Ensure stringent compliance with evolving environmental and health & safety regulations Conduct quality inspections, testing of incoming stock and audits throughout the production cycle Oversee environmental stress testing, accelerated aging tests and performance evaluations Analyse and interpret more »

test cases to validate system functionality performance and security Collaborate with developers and business analysts to understand requirements and identify test scenarios. Conduct regression testing to ensure the stability of mainframe systems after changes or updates. Perform load and stress testing to assess system performance and scalability … Identify document and prioritize defects for resolution by the development team. Develop and maintain test data and environments for use in testing activities Participate in code reviews and provide feedback on testability and quality aspects. Stay up to date with industry trends and best practices in mainframe testing more »

join a leading multi-asset prime brokerage and clearing firm. Primary Accountabilities/Responsibilities Develop and prototype models for regulatory capital calculation and liquidity stress testing, compliant with various jurisdictions. Implement scalable, supportable models for capital and liquidity management in collaboration with the Engineering team. Develop historical analysis more »

Key aspects of the role will include: Conducting research on deep learning applied to audio, going beyond the state of the art Evaluating and stress-testing AI/ML models to ensure they are real-world ready and suitable for production Optimising and shrinking ML models to enable more »

or implementing liquidity and treasury risk management pol cies, procedures and strategies to manage liquidity, funding, capital and balance sheet risks ● Treasury forecasting and stress testing, including for internal, ILAAP/ICAAP and Recovery Plan purposes ● Designing and/or implementing Target Operating Models for Treasury Risk Management more »

support banks with their liquidity & market risk management. Common topics can be the ICAAP, ILAAP, COREP, FINREP, solvency wind down, recovery planning, IRRBB and stress testing. The role comes with direct reports and you will be responsible for their development as well as the project management of their workloads. more »