8 of 8 Stress Testing Jobs in London

leading Investment Banking client are looking for a talented and motivated individual to work on their Counterparty Credit Risk (CCR) Stress testing and Regulatory stress framework/models. You'll build and evolve a stress testing framework for their EMEA portfolio which is consistent across …/experience is essential: Strong experience in Counterparty Credit Risk Good understanding of different counterparty credit risk measures including Potential Exposure, Wrong Way Risk, Stress Testing etc. Strong product knowledge across Fixed Income and Derivatives Very good technical experience across either Python, VBA, R and/or SQL. ...

seeking an experienced Senior Credit Risk Controller to support a specialist UK lender in the redevelopment of its Credit Risk Rating, Scorecard and ICAAP Stress Testing models. This is a hands-on modelling role focused on improving PD, LGD and Expected Loss methodologies across Asset Finance, Commercial Property … line with Basel 3.1 and PRA requirements. Key Responsibilities Redevelop and enhance Credit Risk Rating (CRR), Scorecard and Credit Risk models. Redevelop ICAAP Stress Testing models used for Pillar 2A and Pillar 2B assessments. Improve PD, LGD and Expected Loss methodologies across lending portfolios. Build product-specific risk ...

Systems Architecture Architect end-to-end front-to-back trading workflows, from deal capture and position management through risk analytics (VaR, Greeks, Monte Carlo, stress testing), P&L attribution, settlement, invoicing, confirmations and regulatory reporting (REMIT, EMIR, MiFID II, ACER). Design and govern the market connectivity architecture … track record of defining and delivering enterprise-level architecture for front-to-back trading platforms, including trade capture, risk management (VaR, Greeks, Monte Carlo, stress testing), P&L attribution, settlement, confirmations and regulatory reporting. Expert understanding of integration architecture in high-performance trading environments including messaging ...

life cycle, including: Exploratory Data Analysis (EDA) Feature engineering and selection Model development and validation Calibration and performance monitoring Build forecasting models, simulations, and stress-testing frameworks to support risk and product decisions. Maintain fully auditable, version-controlled, and reproducible modelling workflows. Collaborate with product stakeholders to rapidly ...

responsibilities Build and deploy predictive and credit risk models. Lead exploratory data analysis, feature engineering, model validation and monitoring. Develop forecasting, simulation and stress-testing models. Work with data engineering teams to create modelling-ready datasets using Snowflake. Ensure models and processes meet regulatory and governance standards. Collaborate ...

role, responsibilities may include: * Building Python based risk engines * Developing Snowflake data platforms * Designing market data infrastructure * Historical time series management * VaR and stress testing data solutions * AWS cloud engineering * Risk analytics and pricing infrastructure * Large scale distributed computing Required experience: * Strong Python development * SQL and Snowflake expertise ...

libraries and OTC market conventions. The candidate should have deep understanding of exotic derivatives, OTC market behaviour, pricing conventions, curve frameworks, sensitivities, calibration techniques, stress testing, and real-world quantitative modelling constraints. Strong experience with Monte Carlo methods, PDE approaches, tree/lattice models, and advanced numerical techniques ...

screened for this specific context. Financial services and FCA-regulated firms FP&A in financial services involves additional complexity — regulatory capital reporting, stress testing, ICAAP financial projections and the specific management information requirements of FCA-regulated businesses. FD Capital’s FCA regulated firms practice provides FP&A professionals ...