1 to 25 of 56 Stress Testing Jobs in London

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 and other models in line with internal and regulatory requirements, and guidelines provided in the Stress testing framework. The team is further responsible for the proper documentation, development and application of governance, as well as presenting to internal stakeholders and regulators models regarding 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 ...

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 ...

Second 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: Demonstrated ...

documenting business requirements Facilitating workshops with senior business and technology stakeholders Producing functional specifications, process maps, data mappings and user stories Supporting solution design, testing, implementation and business adoption Conducting impact assessments across risk systems, data flows and reporting processes Supporting regulatory change and risk transformation programmes Working closely … documentation experience Experience working within Agile environments Market Risk Knowledge Experience across some or all of: VaR (Value at Risk) Expected Shortfall FRTB Stress Testing P&L Attribution Risk Sensitivities (DV01, CS01, Vega) Liquidity Risk Knowledge Experience across some or all of: LCR NSFR ILAAP Liquidity Stress ...

engines Azure Kubernetes Service (AKS) Azure Data Lake Microservices and event-driven architectures Kafka, Redis, Spark, HBase, and HDFS Market Risk platforms covering VaR, Stress Testing, and FRTB Risk exposure reconciliation and reporting platforms Enterprise scheduling tools such as Control-M Desirable Experience Experience with cloud-based risk … engines Azure Kubernetes Service (AKS) Azure Data Lake Microservices and event-driven architectures Kafka, Redis, Spark, HBase, and HDFS Market Risk platforms covering VaR, Stress Testing, and FRTB Risk exposure reconciliation and reporting platforms Enterprise scheduling tools such as Control-M What is on Offer ...

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 escape 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 ...

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 ...

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 ...

well established and well known Investment Bank in the heart of London. Due to recent success within the business they are expanding their Stress Testing team in their HQ in London. We are looking for a CCR Analyst to join the team to continue to provide business critical … creating SQL queries- Python coding knowledge would be a bonus- Have traded product risk would be hugely beneficial but not mandatory- Strong understanding of stress testing and why/where it's usedThe role is hybrid working with 2 days per week in their London office, with ...

fund in London is looking for the top Java contractors (also seeing exposure to OO python) in the city to build out brand new stress testing functionality to the major market risk system of the entire firm globally. They're replacing a legacy system with a next-generation … environment amongst a group of incredibly high calibre engineers. Required: 3+ years Java development experience in an enterprise environment. Market Risk and/or Stress Testing exposure in an enterprise environment. Strong Computer Science, Engineering (or a related subject) background. Able to work in a modern software engineering ...

computational backbone that safeguards our exchange operations. Bridging quantitative finance and systems engineering, we optimize the mission-critical risk calculations that evaluate margin requirements, stress scenarios, and portfolio exposures in real-time, ensuring every trade is backed by solid financial guardrails. Our technical domain spans low-latency JVM optimization … product teams to build robust solutions for financial products and risk models.* Continuous Codebase Optimization: Optimize and refactor the existing codebase to enhance testing, performance and maintainability* Engineering Excellence: Be a bastion of code quality and best practices, paired with a performance mindset.**What You’ll Bring*** Professional Experience ...

workflows. The Senior Product Analyst will investigate complex data and workflow issues using SQL, Python, logs, dashboards, and source-system analysis; support UAT, regression testing, release readiness, production validation, defect triage, and post-release monitoring; and act as a senior subject matter expert for internal stakeholders and client-facing … automation, or issue analysis. Essential knowledge of key financial instruments and risk analytics concepts, including bonds, equities, credit default swaps, market risk, sensitivities, VaR, stress testing, curves, scenarios, pricing inputs, and model data requirements. Experience working with Agile delivery teams and collaborating across product, engineering, QA, support, financial ...

workflows. The Senior Product Analyst will investigate complex data and workflow issues using SQL, Python, logs, dashboards, and source-system analysis; support UAT, regression testing, release readiness, production validation, defect triage, and post-release monitoring; and act as a senior subject matter expert for internal stakeholders and client-facing … automation, or issue analysis. Essential knowledge of key financial instruments and risk analytics concepts, including bonds, equities, credit default swaps, market risk, sensitivities, VaR, stress testing, curves, scenarios, pricing inputs, and model data requirements. Experience working with Agile delivery teams and collaborating across product, engineering, QA, support, financial ...

including data mining, data visualization, natural language processing, text analysis, and basic time series forecasting and machine learning models. Familiarity with scenario analysis/stress-testing, simulation analysis, rare event modeling, and stochastic modeling preferred but not required. Substantial experience with Python, R, and relevant libraries (e.g., numpy ...

ensuring that models are fit for purpose, appropriately governed, explainable and performing as expectedSupporting oversight and validation of broader credit risk models, including IFRS9, stress testing and economic response modelsDeveloping deep understanding of Monzo's credit models, and using this to provide impactful input and challenge to model ...

numpy, data engineering best practices).Advanced SQL and Snowflake (warehouse management, streams/tasks, query optimization).Domain Knowledge Market risk concepts: VaR, SVaR, sensitivities, stress testing. Handling end-of-day market data and historical time series across asset classes. Techno-Functional Ability to translate risk requirements into technical solutions ...

KnowledgeMarket data concepts across multiple asset classes (Rates, FX, Credit, Equities, Commodities). Understanding of EOD pricing and risk inputs for VaR, sensitivities, and stress testing. Bachelor's degree, preferably in Computer Science, Engineering, Mathematics, or similar technical disciplinePersonal Attributes: Strong analytical and problem-solving skills, including the ability ...

similar Analyst/Risk role within commodity trading companies, ideally with a focus on gas & power. Strong knowledge of risk metrics such as VaR, stress-testing, scenario analysis. Good knowledge of derivatives and options. Strong knowledge of MS Office suite including Excel and VBA. SQL and Python would ...

including investment holdings, investment look-through, derivatives positions, and realised and unrealised returns, to support regulatory requirements including Lloyd's, Solvency II, ALM and stress testing reporting. Internal Stakeholder Reporting: Provide accurate, complete and timely information to enable the Investment Team, Investment Committee and Board to provide informed ...

Responsibilities Risk Analytics & Framework Development Build, enhance, and maintain risk analytics for insurance, public credit, and private credit portfolios, including exposure analysis, factor sensitivities, stress testing, and scenario analysis. Oversee the production of high‐quality asset cash flow projections across multiple scenarios, balancing portfolio management assumptions with realistic ...

portfolios. Responsibilities: Risk Analytics & Framework DevelopmentBuild, enhance, and maintain risk analytics for insurance, public credit, and private credit portfolios, including exposure analysis, factor sensitivities, stress testing, and scenario analysis. Oversee the production of high‐quality asset cash flow projections across multiple scenarios, balancing portfolio management assumptions with realistic ...

risk role within a commodity trading environment. Strong knowledge of LNG, Power and Emissions markets. Strong knowledge of risk metrics such as VaR, stress-testing, scenario analysis. Strong knowledge of MS Office suite including Excel and VBA. Knowledge of Python, Matlab and SQL would be a plus. Knowledge ...