1 to 25 of 55 Stress Testing Jobs in London

with them on a permanent basis. The responsibilities of the Counterparty Credit Risk Quant - Vice President will include: Develop and manage counterparty credit risk stress-testing scenarios aligned with market risk frameworks for daily and ad-hoc analysis. Collaborate with the Americas Quant team to enhance and implement … stress-testing scenarios for the EMEA portfolio. Contribute to the Credit and Counterparty Credit Risk Committee, providing key risk insights and reporting. Deliver risk management services to regional entities in line with internal service agreements. Apply strong expertise in derivatives, repos, securities lending/borrowing, and fixed income ...

challenge of traded market risk across a range of asset classes and trading activities. Monitor, analyse and explain market-risk exposures, including VaR, stress testing, sensitivities, limit usage and P&L/risk movements. Support the review of derivative valuations, pricing inputs, risk factors, market data and model … Partner with Front Office, Product Control and Quantitative teams to investigate material P&L movements, valuation discrepancies, limit breaches and unusual risk exposures. Support stress-testing, scenario-analysis, risk-limit and risk-appetite processes across trading portfolios. Candidate profile You will ideally bring: Experience in Traded Market Risk ...

Assessment (ICARA) process end-to-end, coordinating risk assessments, wind-down analysis, and capital and liquidity adequacy assessments across the Group. Design and run stress testing programmes that credibly challenge IG's capital position under a range of macroeconomic, market, and idiosyncratic scenarios. Produce the ICARA document … providing capital impact assessments and scenario modelling as required. Contribute to wind-down planning and recovery analysis, ensuring capital and liquidity adequacy under stress is well-evidenced and clearly documented. Key Deliverables & Outcomes An ICARA process and document that is robust, well-governed, and consistently meets FCA expectations. Capital ...

join its Liquidity and Market Risk team. This is not a traditional liquidity reporting role. It is a hands‐on position focused on stress testing, model ownership, validation‐style testing and detailed analysis of model algorithms, code and data. The role would suit someone from a model … risk standards. You will test model behaviour under extreme conditions, investigate unexpected outputs and develop benchmarking or challenger models. You will also conduct liquidity stress testing and assess the impact of new products, services, participants and currencies. The team is open to new ideas, giving you the opportunity ...

offer support in automation and process improvement of these. You will be given the opportunity to assist in producing Power BI reports and supporting stress testing activities along with exposure to data science techniques and analytical methods. You will collaborate with various departments to gather information, assess vulnerabilities … metrics, including Value at Risk (VaR), risk sensitivities, Probability of Default (PD) and Credit VaR. Basic knowledge of database administration. Understand of financial stress testing activities. Ability to create clear work instructions, procedures and report documentation. ...

Second Line Risk teams to identify, prioritize, and remediate risk model deficiencies.Lead initiatives to improve model accuracy, expand coverage of exotic products, and enhance stress testing frameworks for commodities‐specific risks. Strategic Business Planning Under New Regulatory Regimes: Propose and advocate for business strategy changes in response … Engineering, Economics, or equivalent). Advanced Quantitative & Risk Modeling Skills: Deep expertise in mathematics involved in risk estimation and modeling, including VaR, Expected Shortfall, stress testing, and scenario analysis.Proven ability to critically evaluate and challenge complex quantitative models and their underlying assumptions. Project Management & Multi‐Tasking Excellence: Demonstrated ...

quality and governance standards Develop and validate credit loss models including probability of default, loss given default, and exposure at default Design scenario analysis, stress testing, and sensitivity frameworks to assess tail risks Collaborate with cross-functional teams across investment, risk, and technology Drive initiatives … machine learning methods to credit analytics and decision support Experience working with technology teams to scale models and tools into production Knowledge of regulatory stress testing and reserve provisioning frameworks such as CCAR and CECL J.P. Morgan is a global leader in financial services, providing strategic advice ...

Analyze portfolio risks, including leverage, liquidity, concentration, and financing exposures. Review and challenge margin methodologies, evaluating sensitivity to volatility, liquidity, and concentration risks. Conduct stress testing and scenario analysis to assess tail-risk events and liquidity shocks. Monitor risk limits and escape breaches with clear risk-based recommendations. … portfolio risk. Support risk assessments for new client onboarding and due diligence reviews. Contribute to the enhancement of risk frameworks, margin models, and stress-testing methodologies. Required Qualifications Bachelor's degree in Finance, Economics, Mathematics, Engineering, or a related quantitative discipline. 3+ years of experience in Prime Brokerage ...

Market Risk systems. The role covers the full risk lifecycle, including credit risk exposures, counterparty credit risk, collateral and margining, impairment, market risk measurement, stress testing, risk limits, capital calculations and regulatory reporting . You will work closely with Credit Risk, Market Risk, Treasury, Finance, Front Office, Quants … Risk gained in a banking or financial services environment. Knowledge of areas such as SA-CCR, counterparty credit risk, limits and exposures, IFRS9, VaR, stress testing, FRTB and Basel regulations . Experience delivering risk technology, regulatory change, product onboarding or transformation initiatives. Strong stakeholder management skills with ...

Market Risk systems. The role covers the full risk lifecycle, including credit risk exposures, counterparty credit risk, collateral and margining, impairment, market risk measurement, stress testing, risk limits, capital calculations and regulatory reporting . You will work closely with Credit Risk, Market Risk, Treasury, Finance, Front Office, Quants … Risk gained in a banking or financial services environment. Knowledge of areas such as SA-CCR, counterparty credit risk, limits and exposures, IFRS9, VaR, stress testing, FRTB and Basel regulations . Experience delivering risk technology, regulatory change, product onboarding or transformation initiatives. Strong stakeholder management skills with ...

technology strategy and integrated delivery plan for enterprise stress testing across all material risk types. Lead delivery from requirements and architecture through implementation, exercise execution, regulatory submission and BAU handover. Align scope, milestones, dependencies, resources, environments, funding and releases across parallel workstreams. Drive accountability, timely decisions and transparent … Oversee controlled data sourcing, lineage, transformation, calculation, aggregation and integration across source platforms, risk engines, model platforms and reporting tools. Drive secure development, automated testing, CI/CD, observability, resilience, performance and operational supportability. Lead platform modernisation, simplification, automation and technical debt reduction, balancing scalability, resilience, cost and regulatory ...

Challenge positioning, concentration, liquidity, leverage and risk-taking decisions. Monitor portfolio exposures across EM Rates, FX, Sovereign & Corporate Credit and Macro strategies. Perform VaR, stress testing, scenario analysis and P&L attribution. Analyse market, country, macro and geopolitical risks impacting portfolios. Develop risk frameworks and analytics alongside Quantitative … including Rates, FX, Sovereign & Corporate Credit. Experience partnering directly with Portfolio Managers and challenging investment decisions. Strong knowledge of portfolio risk metrics, including VaR, stress testing, scenario analysis and liquidity risk. Excellent understanding of macroeconomic and geopolitical risks impacting Emerging Markets. Strong analytical and quantitative skills with ...

Polluxa, Inc. in Greater London seeks a senior technology leader to own the strategy and delivery plan for enterprise stress testing across material risk types. You will drive from requirements to regulatory submission, align milestones, resources and environments, and lead a team of engineers and data professionals. This ...

well established and well known Investment Bank in the heart of London. Due to recent success within the business they are expanding their Stress Testing team in their HQ in London. We are looking for a CCR Analyst to join the team to continue to provide business critical … creating SQL queries- Python coding knowledge would be a bonus- Have traded product risk would be hugely beneficial but not mandatory- Strong understanding of stress testing and why/where it's usedThe role is hybrid working with 2 days per week in their London office, with ...

fund in London is looking for the top Java contractors (also seeing exposure to OO python) in the city to build out brand new stress testing functionality to the major market risk system of the entire firm globally. They're replacing a legacy system with a next-generation … environment amongst a group of incredibly high calibre engineers. Required: 3+ years Java development experience in an enterprise environment. Market Risk and/or Stress Testing exposure in an enterprise environment. Strong Computer Science, Engineering (or a related subject) background. Able to work in a modern software engineering ...

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 ...

Demonstrated experience of Automated Quality Assurance: Deliver overnight cross-browser, functional, non-functional, API, integration and acceptance tests. Delivered front end cross-browser functional testing, device testing, exploratory, systems integration and user acceptance testing e.g. manual testing. Confident with building and maintaining frameworks in one or more … tools such as: Cypress, Karate, PlayWright, Selenium or similar. Worked in an agile environment. Develop and maintain high-quality automated test scripts using modern testing frameworks (e.g. Selenium, WebdriverIO, Cypress ) Integrate automated tests within CI/CD pipelines for continuous validation, experience with Azure Devops will be a great ...

workflows. The Senior Product Analyst will investigate complex data and workflow issues using SQL, Python, logs, dashboards, and source-system analysis; support UAT, regression testing, release readiness, production validation, defect triage, and post-release monitoring; and act as a senior subject matter expert for internal stakeholders and client-facing … automation, or issue analysis. Essential knowledge of key financial instruments and risk analytics concepts, including bonds, equities, credit default swaps, market risk, sensitivities, VaR, stress testing, curves, scenarios, pricing inputs, and model data requirements. Experience working with Agile delivery teams and collaborating across product, engineering, QA, support, financial ...

workflows. The Senior Product Analyst will investigate complex data and workflow issues using SQL, Python, logs, dashboards, and source-system analysis; support UAT, regression testing, release readiness, production validation, defect triage, and post-release monitoring; and act as a senior subject matter expert for internal stakeholders and client-facing … automation, or issue analysis. Essential knowledge of key financial instruments and risk analytics concepts, including bonds, equities, credit default swaps, market risk, sensitivities, VaR, stress testing, curves, scenarios, pricing inputs, and model data requirements. Experience working with Agile delivery teams and collaborating across product, engineering, QA, support, financial ...

ability to manage complex data workflows. Frequent interaction with Risk Management, Technology, and Senior Management is expected. Responsibilities Lead research and development of margin, stress testing, and risk management models for clearing houses. Perform quantitative risk analysis and develop solutions across multiple asset classes (interest rate, equity, credit ...

traceability and “right-first-time” MI. Act as first-line Model Owner for nominated UK credit models (e.g., IRB, standardised grading, IFRS 9, and stress testing models), ensuring outputs used in portfolio assessment are governed, documented, monitored and appropriately controlled. Interpret and explain model outputs and movements (e.g. ...

data traceability and "right-first-time" MI.Act as first-line Model Owner for nominated UK credit models (e.g., IRB, standardised grading, IFRS 9, and stress testing models), ensuring outputs used in portfolio assessment are governed, documented, monitored and appropriately controlled. Interpret and explain model outputs and movements (e.g. ...

numpy, data engineering best practices).Advanced SQL and Snowflake (warehouse management, streams/tasks, query optimization).Domain Knowledge Market risk concepts: VaR, SVaR, sensitivities, stress testing. Handling end-of-day market data and historical time series across asset classes. Techno-Functional Ability to translate risk requirements into technical solutions ...

KnowledgeMarket data concepts across multiple asset classes (Rates, FX, Credit, Equities, Commodities). Understanding of EOD pricing and risk inputs for VaR, sensitivities, and stress testing. Bachelor's degree, preferably in Computer Science, Engineering, Mathematics, or similar technical disciplinePersonal Attributes: Strong analytical and problem-solving skills, including the ability ...

including investment holdings, investment look-through, derivatives positions, and realised and unrealised returns, to support regulatory requirements including Lloyd's, Solvency II, ALM and stress testing reporting. Internal Stakeholder Reporting: Provide accurate, complete and timely information to enable the Investment Team, Investment Committee and Board to provide informed ...