2 of 2 Stress Testing Jobs in London

Income (NII) . Ensure consistent metric generation across all products and portfolios for monitoring against management thresholds and limits. Integrate IRRBB/CSRBB outputs into key risk frameworks, including stress testing, risk appetite, limit structures, and ICAAP capital discussions. Quantitatively review results (sensitivities, drivers, stability) and validate alignment with the firm’s balance sheet and market expectations. Governance … Oversight Deliverables Document metrics production (QRM) and usage for Risk/Treasury. Prepare materials for model validation, stress tests, audits, and senior management. Resolve oversight challenges in methodology, scenario design, assumptions, and decision linkage. Ensure complete CSRBB and IRRBB coverage and capture all risk drivers. Qualifications & Experience Education: Master's or PhD in a quantitative field (Economics, Finance, Mathematics … running sensitivities/scenarios, interpreting EVE/NII). Programming: Proficient in Python, R, or similar. Risk Framework: Strong understanding of risk measurement's link to management actions (limits, stress testing, ICAAP). Regulatory: Familiarity with EBA/ECB IRRBB & CSRBB requirements. Communication: Exceptional written/verbal skills for documentation (validation, regulatory, senior committees). Why Join This More ❯

team, we are opportunistically hiring for the following research areas: AI Control: Creating methods to ensure advanced AI systems remain safe and harmless in unfamiliar or adversarial scenarios. Alignment Stress-testing: Creating model organisms of misalignment to improve our empirical understanding of how alignment failures might arise. Note: Currently, the team's hub is in San Francisco, so … may not hear back on your application to the London team unless we see an unusually strong fit. For this role, we conduct all interviews in Python. Representative Projects: Testing the robustness of our safety techniques by training language models to subvert our safety techniques, and seeing how effective they are at subverting our interventions. Run multi-agent reinforcement More ❯