14 of 14 Stress Testing Jobs in London

implementing a new Securities Trading System and they require a Market Risk Specialist to define system specifications, design and build risk reports, establish a robust limit structure, conduct comprehensive testing, and document procedures, acting as the leading authority with minimal reliance on in-house input. As a key member of a cross-functional project team under overall project management … the Market Risk Expert will drive the project through design, build, testing, and go-live phases, ensuring alignment with business objectives and regulatory requirements. The role reports directly to the Head of Risk and the COO, who is leading the project. Responsibilities include: Independently define detailed system requirements and specifications for the proprietary trading system, collaborating with the trader … and implement risk reports, models, and tools to monitor traded and non-trade market risk exposures, including but not limited to; Value-at-Risk (VaR), sensitivity analysis, and portfolio stress tests, with minimal guidance from the organization. Design and execute backtesting models to validate VaR and other model outputs, ensuring regulatory compliance with Basel backtesting standards and regulatory requirements More ❯

detailed product specifications for advanced risk systems. Develop Analytics: Lead the creation of analytics and reporting capabilities for counterparty credit and market risk, including MPE, CVA, VaR, sensitivities, and stress testing is essential. Ensure Compliance: Align solutions with ECB regulatory frameworks (CRR, CRD, Basel III/IV, EMIR) and uphold internal risk policies. Collaborate: Work closely with stakeholders … across risk, modelling, compliance, and technology to gather requirements and validate solutions. Contribute to Agile Delivery: Engage in backlog refinement, user story creation, and testing support to enhance project efficiency. Prepare Documentation: Assist in the preparation of documentation for ECB supervisory reviews, ICAAP, and SREP processes. Experience in agile environments and with risk systems (e.g., Bloomberg, Python, SQL) is More ❯

Banking Contract Type: Contract Key Responsibilities: Provide second and third-line support for risk applications Perform data and functional analysis to resolve system issues Deliver risk analysis and support stress testing Collaborate with stakeholders across IT and business teams Drive process improvements and contribute to agile delivery Requirements: Strong experience in Data Analysis within financial services Expertise in More ❯

Banking Contract Type: Contract Key Responsibilities: Provide second and third-line support for risk applications Perform data and functional analysis to resolve system issues Deliver risk analysis and support stress testing Collaborate with stakeholders across IT and business teams Drive process improvements and contribute to agile delivery Requirements: Strong experience in Data Analysis within financial services Expertise in More ❯

Banking Contract Type: Contract Key Responsibilities: Provide second and third-line support for risk applications Perform data and functional analysis to resolve system issues Deliver risk analysis and support stress testing Collaborate with stakeholders across IT and business teams Drive process improvements and contribute to agile delivery Requirements: Strong experience in Data Analysis within financial services Expertise in More ❯

Banking Contract Type: Contract Key Responsibilities: Provide second and third-line support for risk applications Perform data and functional analysis to resolve system issues Deliver risk analysis and support stress testing Collaborate with stakeholders across IT and business teams Drive process improvements and contribute to agile delivery Requirements: Strong experience in Data Analysis within financial services Expertise in More ❯

commodities, or financial services) in an analyst/consulting role. Proficiency in SQL and strong data-analysis skills. Exposure to one or more: Pricing Curves, VaR, PFE, P&L, stress testing, or limits management. Ability to turn business needs into clear, testable specifications and implementation plans. Excellent written and verbal communication with technical and non-technical stakeholders; strong … Engineering, or related field or equivalent practical experience. Professional proficiency in English (spoken and written); additional European languages are a plus. Experience in business systems implementation (requirements, configuration, or testing) or data science. Data/Analytics/quant/energy More ❯

day risk exposures across multiple asset classes and trading strategies Analyze and explain PnL drivers, drawdowns, and tail events Develop and maintain quantitative risk models (factor, VaR, scenario analysis, stress testing, etc.) Collaborate with quants and PMs to review model assumptions, position sizing, and leverage constraints Design dashboards, alerts, and tools for proactive risk monitoring Work with engineering More ❯

day risk exposures across multiple asset classes and trading strategies Analyze and explain PnL drivers, drawdowns, and tail events Develop and maintain quantitative risk models (factor, VaR, scenario analysis, stress testing, etc.) Collaborate with quants and PMs to review model assumptions, position sizing, and leverage constraints Design dashboards, alerts, and tools for proactive risk monitoring Work with engineering More ❯

day risk exposures across multiple asset classes and trading strategies Analyze and explain PnL drivers, drawdowns, and tail events Develop and maintain quantitative risk models (factor, VaR, scenario analysis, stress testing, etc.) Collaborate with quants and PMs to review model assumptions, position sizing, and leverage constraints Design dashboards, alerts, and tools for proactive risk monitoring Work with engineering More ❯

day risk exposures across multiple asset classes and trading strategies Analyze and explain PnL drivers, drawdowns, and tail events Develop and maintain quantitative risk models (factor, VaR, scenario analysis, stress testing, etc.) Collaborate with quants and PMs to review model assumptions, position sizing, and leverage constraints Design dashboards, alerts, and tools for proactive risk monitoring Work with engineering More ❯

Management, Nostro Funding, Liquidity Management, and Large Exposures Management. Ability to interpret trade, cash flow, and liquidity outputs. Solid grasp of regulatory frameworks including LCR, NSFR, LE, and liquidity stress testing. Excellent communication skills - both written and verbal. Demonstrated ability to work independently and collaboratively under pressure. Good working knowledge of the Murex platform. Track record of delivery and More ❯

span the full spectrum of risk requirements: from ultra-low latency trading signals, to regulatory reporting (both point-in-time and historical), and forward-looking risk models such as stress testing and Value at Risk (VaR). This is an excellent opportunity to gain hands-on experience with High-Frequency Trading (HFT) platforms while contributing directly to the More ❯

a Cyber Insurance Model Researcher, you will: Develop and test cyber risk scenarios and models to assess their impact. Analyse portfolio data for trends and support scenario development and stress testing. Collaborate with internal teams to advance cyber modelling tools and processes. Communicate risk insights to key stakeholders and enhance understanding of cyber exposure. Stay at the forefront of More ❯