6 of 6 Stress Testing Jobs in London

tools, and reporting outputs. Drive the development, enhancement, and validation of risk models, ensuring robustness and alignment with portfolio characteristics. Enhance scenario analysis and stress testing capabilities across portfolios under different market conditions. Ensure full documentation, reproducibility, and auditability of all models and analytics. Data & Platform Development Work … trends across portfolios. Experience working with multiple datasets from different sources, including data standardisation and reconciliation. Solid understanding of risk modelling techniques, including implementation, testing, and documentation. Strong grasp of portfolio risk concepts and early warning indicators. Experience coordinating or mentoring junior team members. Ability to translate business ...

successful candidate will have strong experience within Investment Banking or Global Markets environments and a solid understanding of Market Risk concepts including VaR methodologies, stress testing, sensitivities, PnL explain, and regulatory risk frameworks. * Proven background delivering complex Risk or Front Office Technology platforms * Strong Technical Project/Programme … within Investment Banking or Global Markets * Experience operating as a hybrid PM/Business Analyst/Delivery Lead * Strong understanding of Market Risk, VaR, stress testing, and risk analytics * Experience delivering data-heavy platforms involving governance, lineage, controls, and reconciliations * Ability to manage complex stakeholder environments across Risk ...

successful candidate will have strong experience within Investment Banking or Global Markets environments and a solid understanding of Market Risk concepts including VaR methodologies, stress testing, sensitivities, PnL explain, and regulatory risk frameworks. * Proven background delivering complex Risk or Front Office Technology platforms * Strong Technical Project/Programme … within Investment Banking or Global Markets * Experience operating as a hybrid PM/Business Analyst/Delivery Lead * Strong understanding of Market Risk, VaR, stress testing, and risk analytics * Experience delivering data-heavy platforms involving governance, lineage, controls, and reconciliations * Ability to manage complex stakeholder environments across Risk ...

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 ...

Aladdin platform. The team leads the development of foundational portfolio risk analytics, including factor‐based risk models, Value‐at‐Risk (VaR), tracking error, and stress testing across equities, fixed income, and derivatives. These analytics support portfolio construction, risk oversight, regulatory reporting, and client decision‐making, providing a consistent ...

proprietary data for both fund and underlying asset levels, ensuring portfolio insights are grounded in clear, defensible and trusted data •Perform scenario analysis and stress testing in partnership with the core portfolio management team, developing analytical frameworks to evaluate portfolio resilience under varying deployment speeds, distribution timing ...