1 to 25 of 88 Stress Testing Jobs in London

Title: Stress Testing Associate Corporate Title: Associate Department: Risk Location: London Company overview Nomura is a financial services group with an integrated global network. By connecting markets East & West, we service the needs of individuals, institutions, corporates and governments through our four business divisions: Wealth Management, Investment Management … firm's capital. It is one of the firm's core competencies and is independent of the trading areas and operational areas. The Stress Testing analytics (STA) is part of the Global Risk Methodology Group (RMG); it has the mandate to develop, enhance and maintain stress testing ...

Nomura in London is seeking a Stress Testing Associate within its Risk Management Division. The role focuses on developing, maintaining and applying stress testing and related models across market and counterparty credit risk. You will work with the Stress Testing Group, Model Validation ...

functional requirements. Analyse application performance and identify bottlenecks, capacity issues, and areas for optimisation. Develop automated performance test scripts and frameworks. Execute load, stress, endurance, and scalability testing activities. Produce detailed performance test reports and provide recommendations for improvement. Support defect investigation and resolution activities alongside development teams. … test planning, estimation, and assurance activities throughout the delivery lifecycle. Work within Agile delivery teams, participating in ceremonies and continuous improvement initiatives. Ensure testing activities align with HMRC quality standards, security requirements, and programme objectives. Mandatory Skills & Experience Performance Testing Strong experience in Performance Testing within enterprise ...

with them on a permanent basis. The responsibilities of the Counterparty Credit Risk Quant - Vice President will include: Develop and manage counterparty credit risk stress-testing scenarios aligned with market risk frameworks for daily and ad-hoc analysis. Collaborate with the Americas Quant team to enhance and implement … stress-testing scenarios for the EMEA portfolio. Contribute to the Credit and Counterparty Credit Risk Committee, providing key risk insights and reporting. Deliver risk management services to regional entities in line with internal service agreements. Apply strong expertise in derivatives, repos, securities lending/borrowing, and fixed income ...

models used to calculate Regulatory and Economic Capital in line with Basel and CRR requirements. Creating IFRS9 provision and expected credit loss models. Developing stress testing and scenario analysis models used for risk management, capital planning and strategic decision making. Developing climate risk models and portfolio analytics. … strategic risk management across the Bank. Your main responsibilities will include: Leading the delivery of complex model development initiatives across areas including IRB, IFRS9, Stress Testing, Climate Risk and Capital Modelling, ensuring delivery to agreed timelines, quality standards and regulatory expectations. Developing, enhancing and monitoring models throughout their ...

challenge of traded market risk across a range of asset classes and trading activities. Monitor, analyse and explain market-risk exposures, including VaR, stress testing, sensitivities, limit usage and P&L/risk movements. Support the review of derivative valuations, pricing inputs, risk factors, market data and model … Partner with Front Office, Product Control and Quantitative teams to investigate material P&L movements, valuation discrepancies, limit breaches and unusual risk exposures. Support stress-testing, scenario-analysis, risk-limit and risk-appetite processes across trading portfolios. Candidate profile You will ideally bring: Experience in Traded Market Risk ...

Assessment (ICARA) process end-to-end, coordinating risk assessments, wind-down analysis, and capital and liquidity adequacy assessments across the Group. Design and run stress testing programmes that credibly challenge IG's capital position under a range of macroeconomic, market, and idiosyncratic scenarios. Produce the ICARA document … providing capital impact assessments and scenario modelling as required. Contribute to wind-down planning and recovery analysis, ensuring capital and liquidity adequacy under stress is well-evidenced and clearly documented. Key Deliverables & Outcomes An ICARA process and document that is robust, well-governed, and consistently meets FCA expectations. Capital ...

join its Liquidity and Market Risk team. This is not a traditional liquidity reporting role. It is a hands‐on position focused on stress testing, model ownership, validation‐style testing and detailed analysis of model algorithms, code and data. The role would suit someone from a model … risk standards. You will test model behaviour under extreme conditions, investigate unexpected outputs and develop benchmarking or challenger models. You will also conduct liquidity stress testing and assess the impact of new products, services, participants and currencies. The team is open to new ideas, giving you the opportunity ...

join its Liquidity and Market Risk team. This is not a traditional liquidity reporting role. It is a hands-on position focused on stress testing, model ownership, validation-style testing and detailed analysis of model algorithms, code and data. The role would suit someone from a model … risk standards. You will test model behaviour under extreme conditions, investigate unexpected outputs and develop benchmarking or challenger models. You will also conduct liquidity stress testing and assess the impact of new products, services, participants and currencies. The team is open to new ideas, giving you the opportunity ...

tolerances for each IBS, ensuring they align with business and regulatory requirements Prepare and submit reports on operational resilience, control effectiveness, plans, implementation and testing to stakeholders and senior management. Own the coordination of internal and external audits on operational resilience, providing evidence packs and tracking findings and actions … remediation plans for any breaches. Develop, test and refine Business Continuity Management, Incident and Crisis Management and Incident Response Plans. Coordinate operational resilience testing exercises, including scenario testing, stress testing, and crisis simulations Monitor regulatory developments and evolving resilience standards and translate emerging requirements into updates ...

Facilitate workshops with Market Risk, Liquidity Risk, Treasury and Technology stakeholders.· Produce functional specifications, process flows, data mapping and user stories.· Support solution design, testing, implementation and business adoption.· Perform impact assessments across risk systems, processes and data flows.· Support regulatory and risk transformation projects. Required Market & Liquidity Risk … Knowledge· Market Risk: VaR, Expected Shortfall, Stress Testing, FRTB, P&L Attribution, Risk Sensitivities (DV01, CS01, Vega).· Liquidity Risk: LCR, NSFR, ILAAP, Liquidity Stress Testing, Funding and Treasury Risk.· Understanding of regulatory risk reporting and risk governance frameworks. Essential Skills & Experience· Significant Business Analysis experience ...

excellence. There is no bureaucracy, typical of large organisations. The environment is collaborative, entrepreneurial, and trust based. We set ambitious goals, work extremely hard, stress the importance of teamwork, and adhere to the highest level of excellence in everything we do. We are only as good as our team. … data quality, as well as scalability. Responsibilities Contribute to the development of portfolio risk analytics across ABF strategies, including: concentration, exposure, performance tracking, stress testing, outlier investigations, monitoring tools, and reporting outputs. Ensure full documentation and reproducibility of models and analytics. Work closely with Tech and Data Engineering ...

Line Risk teams to identify, prioritize, and remediate risk model deficiencies. Lead initiatives to improve model accuracy, expand coverage of exotic products, and enhance stress testing frameworks for commodities‐specific risks. Strategic Business Planning Under New Regulatory Regimes: Propose and advocate for business strategy changes in response … Engineering, Economics, or equivalent). Advanced Quantitative & Risk Modeling Skills: Deep expertise in mathematics involved in risk estimation and modeling, including VaR, Expected Shortfall, stress testing, and scenario analysis. Proven ability to critically evaluate and challenge complex quantitative models and their underlying assumptions. Project Management & Multi‐Tasking Excellence ...

excellence. There is no bureaucracy, typical of large organisations. The environment is collaborative, entrepreneurial, and trust based. We set ambitious goals, work extremely hard, stress the importance of teamwork, and adhere to the highest level of excellence in everything we do. We are only as good as our team. … around exceptional talent. Responsibilities Portfolio Risk Analytics & Insights Contribute to the development of portfolio risk analytics across ABF strategies, including: concentration, exposure, performance tracking, stress testing, outlier investigations, monitoring tools, and reporting outputs. Monitor portfolio risk and limits, identifying emerging risks and escalating issues where appropriate. Ensure full ...

drive real business outcomes. This role will sit alongside senior data scientists, machine learning engineers, and software engineers, as an analytical counterpart: running experiments, stress-testing assumptions, and generating the evidence that shapes what gets built and how to improve it over time. This is an Associate Data … real systems, not toy datasets — this is the right environment. About the role Design and run experiments that directly shape production AI agents — testing ideas, validating approaches, and turning research into deployed improvements. Actively explore cutting-edge developments in AI and machine learning — with the space and support ...

Analyze portfolio risks, including leverage, liquidity, concentration, and financing exposures. Review and challenge margin methodologies, evaluating sensitivity to volatility, liquidity, and concentration risks. Conduct stress testing and scenario analysis to assess tail‐risk events and liquidity shocks. Monitor risk limits and accelerate breaches with clear risk‐based recommendations. … portfolio risk. Support risk assessments for new client onboarding and due diligence reviews. Contribute to the enhancement of risk frameworks, margin models, and stress‐testing methodologies. Required Qualifications Bachelor's degree in Finance, Economics, Mathematics, Engineering, or a related quantitative discipline. 3+ years of experience in Prime Brokerage ...

integrate changes into the current policies, processes and systems Deliver improvements to market risk processes, models and methodologies. Including in the space of VaR, stress testing, assessment of risk adjusted return, etc Support the digitisation of Market Risk at Centrica Energy. We have a few must-haves: Strong … financial energy market fundamentals and traded instruments, ideally power and gas Excellent knowledge of risk management methods and techniques, including Value at Risk, Stress Testing and Option Pricing Experience in managing junior resources Strong commercial awareness, capable of articulating complex deals and providing constructive advice to the Head ...

integrate changes into the current policies, processes and systems Deliver improvements to market risk processes, models and methodologies. Including in the space of VaR, stress testing, assessment of risk adjusted return, etc Support the digitisation of Market Risk at Centrica Energy. We have a few must-haves: Strong … financial energy market fundamentals and traded instruments, ideally power and gas Excellent knowledge of risk management methods and techniques, including Value at Risk, Stress Testing and Option Pricing Experience in managing junior resources Strong commercial awareness, capable of articulating complex deals and providing constructive advice to the Head ...

with business and technology teams Assess, review and set impact tolerances for each IBS Prepare and submit operational resilience, control effectiveness, planning, implementation and testing reports Coordinate internal and external operational resilience audits, provide evidence packs and track findings and actions to closure Test and validate impact tolerances, analyze … results and produce remediation plans Develop, test and refine Business Continuity Management, Incident and Crisis Management, and Incident Response Plans Coordinate scenario testing, stress testing and crisis simulations Monitor regulatory developments and translate requirements into framework, policy and procedure updates Monitor and report operational incidents, maintain ...

Lehman Brothers. This is a new senior management hire. We are looking for senior consultants with a background in Risk Management, Model and Stress testing and Regulation. This role will involve man management and product development. The Managing risk Consultant will:·Run projects and consultants across several clients … bank, consultancy or risk software vendor·Understanding of financial products·Good programming skills a plus·Experience in any of IRRBB, IBOR, IRB, CCR, XVA, Stress Testing, Liquidity a plus·Experience with IRB regulation and PD/LGD modelling·Knowledge of financial mathematics·Strong interpersonal and presentation skills·Natural ...

time and historical analytics for PMs, risk officers, and senior leadership. As part of this team, you’ll be building foundational components to support stress testing, equity factor models, VaR, risk decomposition, and analytics tooling. You’ll also contribute to scaling the firm’s large-scale data systems … high-performance architecture, cloud-based data platforms (AWS, Snowflake, Redshift), and streaming technologies (Kafka). Responsibilities Design and build scalable systems for risk analytics, stress testing, VaR, and multi-factor risk modeling across asset classes. Develop and maintain high-performance services in an OOP language, with strong focus ...

client portfolios Monitoring intraday exposures, margin requirements and market risk Working directly with clients on onboarding, portfolio reviews and ongoing risk matters Developing margin, stress-testing and risk methodologies Analysing equities, fixed income and derivatives exposures Partnering with technology and product teams to enhance risk and margin platforms … Brokerage, Trading Risk or a closely related function Good understanding of equities and fixed income, with options knowledge Experience with margin, portfolio risk and stress testing Strong quantitative and analytical capabilities Confident working directly with institutional clients Python and/or SQL would be advantageous Experience developing ...

Challenge positioning, concentration, liquidity, leverage and risk-taking decisions. Monitor portfolio exposures across EM Rates, FX, Sovereign & Corporate Credit and Macro strategies. Perform VaR, stress testing, scenario analysis and P&L attribution. Analyse market, country, macro and geopolitical risks impacting portfolios. Develop risk frameworks and analytics alongside Quantitative … including Rates, FX, Sovereign & Corporate Credit. Experience partnering directly with Portfolio Managers and challenging investment decisions. Strong knowledge of portfolio risk metrics, including VaR, stress testing, scenario analysis and liquidity risk. Excellent understanding of macroeconomic and geopolitical risks impacting Emerging Markets. Strong analytical and quantitative skills with ...

ranging CSR programme + 2 days’ volunteering leave per year Your key responsibilities Develop quantitative models and analytics for pricing, counterparty risk, initial margin, stress testing and gap risk across Wealth Management portfolios. Build scalable, production-grade Front Office pricing and risk solutions with consistent integration across control … quantitative software. Experience in pricing, valuation or risk analytics for derivatives, financing transactions, loans or securities. Knowledge of counterparty credit risk, initial margin, collateral, stress testing or portfolio risk measurement. Sound understanding of sensitivities, greeks, market and trade data, and their application to risk and margin. Proven ability ...

work is likely to include: Developing portfolio analytics across market exposures, concentration, volatility, correlations and diversification. Producing and enhancing VaR, scenario analysis and portfolio stress-testing capabilities. Analysing factor exposures and the underlying drivers of portfolio risk and return. Assessing portfolios against relevant benchmarks, mandates and investment parameters. … quantitative portfolio analytics. Strong knowledge of multi-asset portfolios and the interaction between different asset classes. Practical experience of risk measures including volatility, VaR, stress testing, correlations, concentrations and factor-based analysis. Understanding of equities and fixed income alongside less liquid or alternative investments. Experience developing risk reporting ...