11 of 11 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 ...

datasets. Develop and deploy predictive models, machine learning algorithms, and statistical techniques, including natural language processing (NLP). Perform quantitative analysis to support scenario testing, stress testing, and thematic risk assessments. Ensure models are explainable, validated, and compliant with internal governance and regulatory standards. Visualisation & Communication Develop ...

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 ...

Substantial experience querying, cleaning, compiling, and analyzing big data. Strong appreciation of software engineering fundamentals such as code quality, code reviews, unit testing and developing code that is supportable and maintainable. Experience of developing quantitative models under source control that are fully documented and reproducible. Familiarity applying various computational … 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 ...

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 , especially data-science-relevant libraries (e.g. ...

hear from you. Strong understanding of (or eagerness to develop expertise in) front office concepts such as modern portfolio theory, liquidity, derivatives, VaR, stress testing, exposures, sensitivities and portfolio analytics Comfortable operating in a fast-paced environment with competing priorities, evolving requirements and multiple concurrent workstreams. Self-starting ...

ensuring sessions produce clear, usable outputs. Consolidate inputs from across the sales team into a single, coherent view of the forecast, resolving inconsistencies and stress-testing assumptions before presentation to the CRO and ELT. Build and maintain scenario models that allow leadership to understand the range of outcomes ...

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 ...

multi-product portfolio (Assets, Savings, Investments). You ensure we always have the right funds in the right places to support customer activity. Stress Testing: You will model extreme market scenarios to ensure resilience. Optimise Tradeoffs: You will build a framework that helps us to make decisions ...

firm scales. The problem Statistical inference under pressure: judging trader edge from short, noisy track records across hundreds of concurrent books, accounting for multiple testing, survivorship, and shifting regimes. Around that sits the allocation decision of which flow to internalise versus hedge, real-time netting of correlated positions … Trader classification and scaling framework Hedging engine across a broad range of perpetual markets Risk parameters and governance Live risk surface and stress modelling The Company Early-stage, well-backed, and already live with real traders and real capital. Built on a leading on-chain derivatives infrastructure. The team ...