1 to 25 of 124 Stress Testing Jobs in London

Framework, Basel IV, CRR II/CRD V, FRTB, IRRBB and Liquidity Risk would be valuable Understanding of Risk business processes including but not limited to VAR, Risk Limits, Stress testing, ILAAP and ICAAP, Default Probability, Exposure at Default, Loss given Default. A demonstrable interest in the digitisation of investment banks and an understanding of the Risk Technology … Java, Scala, XML/FpML and Power BI Data architecture, data lineage and all aspects of AI including, but not limited to, NLP, ML, deep learning and Generative AI Testing/quality engineering; experience of test automation will be beneficial Process Automation, BPM and Digital Platforms, e.g. Pega Cloud technology (knowledge of any or all of Azure, AWS and More ❯

Framework, Basel IV, CRR II/CRD V, FRTB, IRRBB and Liquidity Risk would be valuable Understanding of Risk business processes including but not limited to VAR, Risk Limits, Stress testing, ILAAP and ICAAP, Default Probability, Exposure at Default, Loss given Default. A demonstrable interest in the digitisation of investment banks and an understanding of the Risk Technology … BI Solution architecture (Business, Functional, Technical) Data architecture, data lineage and all aspects of AI including, but not limited to, NLP, ML, deep learning and Generative AI Integration architecture Testing/quality engineering; experience of test automation will be beneficial Process Automation, BPM and Digital Platforms, e.g. Pega Cloud technology (knowledge of any or all of Azure, AWS and More ❯

Understanding EY's solutions and market positioning. Commitment to diversity and inclusion. Investment banking skills Knowledge of prudential and non-financial risks, Basel frameworks, and risk processes like VAR, stress testing, and ICAAP. Understanding of the risk technology landscape and capital markets ecosystem. Interest in digitization and risk technology evolution. Financial risk management skills and data systems knowledge … large-scale delivery, agile, DevOps, waterfall, and tools like JIRA, Pivotal, Confluence. Engineering skills: SQL, Python, Java, Scala, XML/FpML, Power BI. Solution and data architecture, AI, integration, testing, automation, cloud technologies, security, and emerging tech awareness. Experience with vendor packages and AI/ML. Academic and prior experience Typically a 2:1 degree or higher, but outstanding More ❯

per annum DOE+ red-hot benefits Location: UK Hybrid, attendance to London HUB 1x per week. Contract type : Permanent Our Team We have an exciting opportunity in our Credit Stress Testing Modelling team in Risk Analytics. The Climate Risk Stress Testing Specialist is a key role in the development, maintenance, and performance monitoring of VMUK’s … suite of Climate stress testing models, which are used to forecast loan loss provisions and capital requirements under a range of Climate scenarios, including regulatory stress tests. The role holder will have the opportunity to work across a broad range of models spanning retail and business asset classes and drive business insight. What you’ll be doing … Leading the development of the suite of climate stress testing models across Retail and Business portfolios, and across IRB and IFRS 9 modelling environments Supporting technical leads to independently implement changes to the SAS based Stress Testing Engines and associated analytical tools Focusing on continuous improvement through addressing of the Open Model validation actions and by More ❯

management-level position responsible for defining and driving the strategy for test automation, performance engineering, and developer tooling across Citi's global technology teams. This role focuses on embedding testing and performance practices seamlessly into the development lifecycle, leveraging AI, machine learning, and modern tools to accelerate delivery and ensure scalable, reliable, and high-performing software systems. The overall … and performance engineering practices, ensuring deep integration with software development workflows to enhance developer efficiency. Drive the adoption of modern tooling, frameworks, and platforms that empower developers to embed testing and performance considerations early in the development lifecycle ("shift-left" approach). LeverageAI and machine learningto create intelligent automation solutions, predictive analytics, and advanced performance optimization techniques. Define standards … for automated testing, performance benchmarking, and continuous integration/continuous deployment (CI/CD) pipelines that improve delivery velocity and reliability. Oversee the development and deployment of scalable test automation frameworks and performance engineering tools, ensuring robust automation coverage and effective system validation. Collaborate closely with software engineers and architects to embed testing directly into code development, removing More ❯

as is a deep expertise in credit risk modelling, and at least some of the following areas: scorecard modelling, IFRS9 provision methodology, Net Present Value modelling, capital modelling and stress testing. Monzo’s Credit Risk (Risk and Compliance) and Data Team Our mission in the Risk and Compliance is to To help Monzo grow safely The second line of … independent model validation as part of our second line of defence Credit Risk teams and making sure the credit risk models are fit for purpose (including IFRS 9, NPV, Stress Testing, ICAAP, Decision Science scorecards, economic response models) Review ongoing model performance monitoring to ensure the Borrowing models are performing within risk thresholds and providing support to the … Borrowing model development team when further action is required Review and challenge our provisions and adequacy, including reviewing the 1st line of defence analysis; performing independent analysis and testing; actively contributing into discussions of emerging regulatory changes and best practices (SS1/23; ‘Dear CFO letter’); presenting materials to the monthly impairment council and building governance and controls around More ❯

non-technical stakeholders, including senior executives in banking and insurance Nice to have Ph.D. in Data Science, Computer Science, Statistics, Mathematics, Finance, Economics or a related field Expertise in stress testing models, scenario analysis and portfolio optimization We offer EPAM Employee Stock Purchase Plan (ESPP) Protection benefits including life assurance, income protection and critical illness cover Private medical More ❯

model development, implementation, validation, or oversight in areas such as credit risk (retail and/or wholesale), PD/LGD/EAD estimations, IFRS9, operational risk, asset & liability management, stress testing, sensitivities, or time series modeling. Responsibilities Support the implementation of the Group's target operating model for the second-line Model Validation function. Ensure models are fit … with CBG's strategy and objectives. Perform independent reviews of models, including capital, IFRS9, and pricing models: Understand model purpose, mathematical basis, implementation, and limitations. Assess model behavior under stress, such as in capital calculations. Conduct rigorous testing to evaluate risk representation, suitability, robustness, calibration stability, performance, and distributional tests. Apply quantitative and qualitative validation techniques, including independent More ❯

Perform independent model validation as part of our second line of defence Credit Risk teams and ensure the credit risk models are fit for purpose (including IFRS 9, NPV, Stress Testing, ICAAP, Decision Science scorecards, economic response models). Review ongoing model performance monitoring to ensure the Borrowing models are performing within risk thresholds and provide support to … the Borrowing model development team when further action is required. Review and challenge our provisions and adequacy, including reviewing the 1st line of defence analysis; performing independent analysis and testing; actively contributing into discussions of emerging regulatory changes and best practices (SS1/23; ‘Dear CFO letter’); presenting materials to the monthly impairment council and building governance and controls … have a strong background and experience in credit models development and/or validation in some of the following areas: IFRS 9 (PD, EAD, LGD, economic response models), IRB, stress testing, decision science scorecards (including machine learning models), net present value, forecasting. You have strong analytical skills and a track record of using these to deliver technical projects More ❯

and limits, documentation and risk monitoring and reporting · Authorize trades for Hedge Fund, Financial Institutions and Prime Brokerage clients across SFT, OTC and PB products based on pre trade stress analysis and risk appetite · Establish and maintain standards for acceptable collateral across business lines, ensuring margin is dynamic and sufficient to protect against market and concentration risks and satisfy … stressed counterparty credit exposures across all CCR products · Assess and develop new business products and initiatives · Enhance risk management tools and systems, including specification of requirements, supporting implementation and testing/prototyping · Develop good working relationships with traders and business analysts within SSM and other business units, , and with support functions and technology departments · Contribute to risk and/… and Equities) across SFT, OTC and Prime Brokerage activities · Strong analytical and quantitative mindset; ability to take ownership and improve on existing risk models and methodologies (VaR, PFE, Notional, Stress Testing, xVA) · Ability to identify problems and limitations, propose solutions or proactively address them directly · Ability to communicate and write clear and precise presentations and technical documentation describing More ❯

result-oriented professionals. Using a wide range of cutting-edge technology to innovate while testing. An ever-challenging environment to hone your existing skills in Automation, performance, service layer testing, SQL scripting etc. A great opportunity to think and execute like a software architect while performing the role of QA. Being a part of an organization which values 'Culture … tools and automated test suites that govern whole development cycle for any of our product platforms, based on different Web, Services/APIs and database technologies. Design and develop testing strategy based upon project requirements, lead in test cases creation and execution, analyze and report test results to stakeholders. Work in partnership with the development teams, participate in architecture … building and support to team. Develop action plans to execute initiatives, implement new ideas and best practices. What We're Looking For: 6-8 years of experience in software testing and test automation/performance, with solid, demonstrable understanding of software development and testing practices. 2+ years of experience in leading QA/testing projects and teams More ❯

and drive innovative approaches to calculating impairment provisions while remaining compliant with our internal policies and external regulations. You'll be owning and enhancing the loss forecasting framework, supporting stress testing and capital allocation. We look for bright individuals with a passion for translating numbers into business opportunities and delivering insights to drive decision-making - if this resonates … what we can implement. A day in the life Finding insight in our data and explaining trends in impairment provisions. Producing impairment forecasts to support business budgeting exercises and stress testing. Overseeing the implementation of new IFRS9 impairment models and updates to existing ones. Using advanced statistical techniques to predict customer behavior or forecast future losses. Designing and maintaining More ❯

We focus on improving first line-of-defense counterparty data repositories and analytical tools to ensure comprehensive and timely risk identification, measurement, monitoring, and controls. Our work includes developing stress testing methodologies to capture tail, concentration, and liquidation risks across Global Banking & Markets counterparty portfolios. We also build a consolidated risk management interface that houses curated datasets from More ❯

supervises counterparty credit risk by improving first line-of-defense counterparty data repositories and analytical tooling to ensure comprehensive and timely risk identification, measurement, monitoring and controls. We develop stress testing methodologies to systematically capture tail, concentration and liquidation risks across Global Banking & Markets counterparty portfolios, and build a consolidated risk management interface that houses curated datasets from More ❯

supervises counterparty credit risk by improving first line-of-defense counterparty data repositories and analytical tooling to ensure comprehensive and timely risk identification, measurement, monitoring and controls. We develop stress testing methodologies to systematically capture tail, concentration and liquidation risks across Global Banking & Markets counterparty portfolios, and build a consolidated risk management interface that houses curated datasets from More ❯

and DMA, plus award-winning data, insights and analytics. The Treasury team is responsible for all aspects of treasury risk management including funding, liquidity management, cash flow forecasting, liquidity stress testing, and foreign exchange and interest rate risk management. The Treasury Project Manager/BA will support tactical and strategic automation objectives utilising in-house and externally sourced More ❯

used in the clearing house, ensuring their accuracy, robustness, and compliance with regulatory standards. The position involves end-to-end model risk assessment across initial margin, add-ons, and stress testing frameworks, with a focus on market, credit, and liquidity risk. This is an exciting opportunity for a technical expert looking for broader model and management exposure in … a collaborative and flat organizational structure. Responsibilities Conduct independent validation of risk and pricing models and review of stress testing frameworks, including conceptual soundness, assumption reasonableness, and performance benchmarking. Continuously monitor model performance and review first-line risk management monitoring approaches. Document validation findings, communicate risks, and recommend improvements. Provide guidance on model usage and act as a … credit, and liquidity risk frameworks. Proficiency in Python (NumPy, Pandas, etc.) and SQL for data analysis. Strong understanding of option pricing theory and statistical risk modelling techniques (VaR, Backtesting, Stress Testing). Excellent verbal and written communication skills. Industry certifications (PRM, FRM, CFA). Experience in a clearing house, trading firm, or similar financial institution. Familiarity with SR More ❯

You will work closely with Market Risk, Trade Control, IT and other risk teams to optimize daily processes, drive automation, and support data-driven risk analysis, scenario planning and stress testing for new products and markets. In this role, you'll cover oil, products, biofuels and bio-feedstocks, gaining broad exposure to all desks within ETB. Immerse yourself … Main responsibilities : Working on projects to enhance the performance of Middle Office functions - including Market Risk and Trade Control - through process automation, improved data management and enhanced reporting. Conducting stress testing and scenario analysis at both aggregated and strategy-specific levels, using cloud data platforms to model, process and store stress test results. Analysing physical and financial … platforms for effective dataset storage and management. Preparing and reviewing daily P&L and risk reports, integrating cloud data solutions to streamline reporting processes. Monitoring key risk metrics (VaR, stress testing, Greeks) and implementing data-driven improvements using Power BI for enhanced reporting and visualization. Leveraging tools such as Databricks, Power BI and Power Automate workflows to build More ❯

limitations, and validation results for both technical specialists and non-technical audiences. Monitor developments in climate science and market risk analytics to continuously refine existing models and methodologies. Support stress testing initiatives by contributing expertise on scenario design and interpretation of results relevant to climate-related financial risks. Promote knowledge sharing within the team by mentoring colleagues on … interacting with both internal teams and external parties such as regulators. A history of producing well-structured documentation reflects your commitment to transparency and knowledge dissemination. While expertise in stress testing or economic capital is beneficial, your willingness to embrace new approaches ensures continued professional growth. Above all else, your collaborative spirit fosters harmonious relationships across departments while … technical topics evidences strong communication skills. The ability to produce high-quality documentation that translates complex modelling concepts into clear narratives for diverse audiences is highly regarded. Knowledge of stress testing frameworks or economic capital modelling would be advantageous but not obligatory. A collaborative disposition combined with excellent interpersonal skills supports effective teamwork across multi-disciplinary groups. Robert More ❯

/deployment pipelines via GitHub Actions. Automated tests will be built on .Net Core using the C# language with a Behaviour Driven Development (BDD) approach and supplemented with exploratory testing where applicable. The role will entail working closely with agile team members from other disciplines to deliver quality releases to the client which are driven by risk-reducing, maintainable … Contribute to the building and maintenance of automation test frameworks built on .Net Core with C# BDD. Contribute to the creation of automated test solutions for functional and regression testing of Calastone's suite of software products. Functional and Regression testing of all code and configuration changes. Documentation of QA processes, practices & buildout of the QA knowledge database. … Contribute towards the integration of automated test solutions into the engineering build pipeline (Continuous Integration), including triggering of test suites via GitHub Actions. Conduct appropriate exploratory testing to facilitate Calastone's agile approach and in accordance with QA industry best practices. Liaise with DevOps, Engineering, Operations and Client Delivery to apprehend technical change, their priorities and testing requirements. More ❯

Ensure rigorous version control, code quality, and documentation standards Work closely with cross-functional teams (trading, research, risk, operations) to ensure integrated solutions Work with risk professionals to implement stress testing, scenario analysis, and performance monitoring tools Incorporate risk management and compliance requirements into the trading system architecture Ensure systems are robust to market anomalies and designed with … algorithms, data structures, and performance optimization Experience with scientific Python libraries (pandas, numpy, etc) Understanding of time series data Basic understanding of statistics and data analysis Modern version control Testing frameworks, continuous integration, and deployment Experience working with network filesystems Linux computing environment Preferred Experience 3-5 years of experience working in software development or quantitative development within trading More ❯

Citi Financial Risk Technology, responsible for developing and implementing the applications used for derivatives credit risk and exposure calculations Firm-wide. The team's primary focus is the development, testing, deployment, and maintenance of the production derivatives credit risk application, used for internal risk management and regulatory capital purposes. The Counterparty Credit Risk Senior Application Developer position is a … role will involve tasks such as: Developing and maintaining the Counterparty Credit Risk applications, leveraging in-house Python and C++ model libraries. Supporting and improving CI/CD (build, testing and release management) of the credit risk application. Contributing to the codebase to optimize performance and consolidate the workflow across asset classes. Extending existing test suites, including unit, regression … and integration tests. Performance and memory profiling. Assisting in the execution of impact analysis testing runs. Identifying and developing calculation optimization improvements Working on documentation. Working with Front Office teams to integrate quant library/technology enhancements into the codebase. Utilizing in-depth specialty knowledge of applications development to analyze complex problems/issues, provide evaluation of business process More ❯

for private market investments. This team builds and maintains risk models and analytics, including linear factor models, Value-at-Risk (VaR) methodologies, volatility and covariance matrix estimation, and portfolio stress testing & scenario analytics. These models span a wide variety of asset classes including fixed income, equity, and private markets. The models utilize sophisticated econometric/statistical methods, and … R) and strong background in programming. Proficiency with Python is required Experience with data handling (ETL, data joining with SQL, cleaning, processing, summarizing, descriptive analysis), and building and back-testing statistical and econometric models Experience with eFront and/or Preqin is not required but strongly preferred Knowledge of investments, portfolio management is not required but preferred Experience with More ❯

such as risk limit usage, portfolio construction, tail exposure, and forward-looking risk events; address ad hoc inquiries from senior management, PMs and risk managers Help design and improve stress testing, Value at Risk and various limit frameworks for macro portfolios. Conduct research to develop innovative risk management approaches, tools, and analytics that can be used by investment More ❯

knowledge of risk models, with a focus on factor models Strong quantitative skills, including Excel, Python, and SQL for risk analytics and data processing Strong understanding of risk concepts, stress testing and scenario analysis Seniority level Seniority level Mid-Senior level Employment type Employment type Full-time Job function Job function Finance, Analyst, and Information Technology Industries Investment More ❯