1 to 25 of 30 Stress Testing Jobs in London

working with a leading global financial services group to hire a Head of Liquidity Stress Modelling at Executive Director level, based in London. We are working with a leading global financial services group to hire a Head of Liquidity Stress Modelling at Executive Director level, based in London. … responsibilities: Strategic framework and methodology Own the design and maintenance of liquidity stress testing methodologies covering LCR, NSFR, internal management stresses and recovery/resolution scenarios. Ensure alignment between stress testing frameworks, regulatory expectations and business risk appetite. Model development and governance Oversee the build, enhancement ...

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 ...

integrate changes into the current policies, processes and systems Deliver improvements to market risk processes, models and methodologies. Including in the space of VaR, stress testing, assessment of risk adjusted return, etc Support the digitisation of Market Risk at Centrica Energy. We have a few must-haves: Strong … financial energy market fundamentals and traded instruments, ideally power and gas Excellent knowledge of risk management methods and techniques, including Value at Risk, Stress Testing and Option Pricing Experience in managing junior resources Strong commercial awareness, capable of articulating complex deals and providing constructive advice to the Head ...

integrate changes into the current policies, processes and systems Deliver improvements to market risk processes, models and methodologies. Including in the space of VaR, stress testing, assessment of risk adjusted return, etc Support the digitisation of Market Risk at Centrica Energy. We have a few must-haves: Strong … financial energy market fundamentals and traded instruments, ideally power and gas Excellent knowledge of risk management methods and techniques, including Value at Risk, Stress Testing and Option Pricing Experience in managing junior resources Strong commercial awareness, capable of articulating complex deals and providing constructive advice to the Head ...

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 ...

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 ...

interest rates, equity, softs). Proven ability to apply risk‐management models and techniques such as Value at Risk models, liquidity risk models, back‐testing and stress‐testing models. Ability to be a team player and to help create a strong risk culture. Proven ability to conduct ...

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 ...

remediation plans Coordinates with Governance, Compliance, Risk and Legal partners to ensure all data practices adhere to internal policies and external regulations Supports regulatory stress testing, capital-planning exercises and examination preparations by ensuring robust, auditable data foundations Identifies regional or local data-privacy issues and escalate ...

experienced, hands-on Product Manager to support our portfolio risk product initiatives, with a focus on Value at Risk (VaR), factor attribution, and stress testing. This role in our Product Management division will work closely with quantitative developers, engineers, and fellow product managers to help define and implement scalable … participants.**Responsibilities:*** Influence the product roadmap for portfolio risk analytics features, including Analytical/Historical/Monte Carlo VaR, factor-based performance attribution, and stress/scenario testing.* Collaborate with quantitative developers to design, validate, and implement factor risk models and workflows across multiple asset classes.* Partner with clients ...

similar Analyst/Risk role within commodity trading companies, ideally with a focus on gas & power. Strong knowledge of risk metrics such as VaR, stress-testing, scenario analysis. Good knowledge of derivatives and options. Strong knowledge of MS Office suite including Excel and VBA. SQL and Python would ...

Responsibilities Risk Analytics & Framework Development Build, enhance, and maintain risk analytics for insurance, public credit, and private credit portfolios, including exposure analysis, factor sensitivities, stress testing, and scenario analysis. Oversee the production of high‐quality asset cash flow projections across multiple scenarios, balancing portfolio management assumptions with realistic ...

risk role within a commodity trading environment. Strong knowledge of LNG, Power and Emissions markets. Strong knowledge of risk metrics such as VaR, stress-testing, scenario analysis. Strong knowledge of MS Office suite including Excel and VBA. Knowledge of Python, Matlab and SQL would be a plus. Knowledge ...

algorithms to support global markets, and is investing heavily in strengthening its model risk and data analytics capabilities. Key responsibilities: Design and run stress tests on core models, simulating market events and assessing their impact on the wider ecosystem. Act as a model owner within the firm's model … governance framework. Perform regular monitoring and testing of model performance (daily, weekly, monthly as required). Assess the risk impact of new products, services or participants on the organisation's risk profile. Quantify changes in key metrics and determine whether proposals sit within agreed risk appetite. Work directly with ...

developing and implementing the applications used for derivatives credit risk and exposure calculations firm‐wide. The team's primary focus is the development, testing, deployment, and maintenance of the production derivatives credit risk application, used for internal risk management and regulatory capital purposes. The Counterparty Credit Risk Senior Application … architecture. Developing and maintaining the Counterparty Credit Risk applications, leveraging in‐house Python and C++ model libraries. Supporting and improving CI/CD (build, testing and release management) of the credit risk application. Contributing to the codebase to optimize performance and consolidate the workflow across asset classes. Extending existing ...

Datadog, Looker) to assess reliability and performance Strong data reconciliation skills across large, multi‐source datasets A bias toward first‐principles thinking — questioning assumptions, stress‐testing processes, and always asking why something works the way it does Clear communicator with senior leadership and external partners Comfort with ambiguity ...

platform, underpinning key regulatory and trading risk capabilities across Global Markets. The platform supports a range of regulatory risk use cases, including Market Risk Stress Testing, CCAR, Full Revaluation, VaR, Counterparty Credit Risk, FRTB Stand‐Alone Approach (SA). The role is accountable for ensuring the ongoing integrity ...

platform, underpinning key regulatory and trading risk capabilities across Global Markets. The platform supports a range of regulatory risk use cases, including: Market Risk Stress Testing CCAR Full Revaluation VaR Counterparty Credit Risk FRTB Standardised Approach (SA) This role is accountable for ensuring the ongoing integrity, scalability ...

curves, FX forwards, vol surfaces) Pricing models for new instruments and products Trading strategy development and optimisation Risk modelling alongside the Risk team (VaR, stress testing, scenario analysis) Backtesting frameworks and model validation Customer behaviour modelling, pricing strategy and product launch support Collaborating with product teams to translate ...

strong understanding of credit products. What You’ll Do Build and maintain risk analytics for various credit portfolios. Oversee asset cash flow projections and stress testing. Partner with investment teams to provide actionable risk insights. Collaborate with tech teams to implement scalable workflows. Train and manage offshore teams ...

professional to join its Liquidity and Market Risk team in London with hybrid working (2 days in the office). The role focuses on stress testing, model ownership, validation-style testing and deeper analysis of model algorithms, code and data. You will monitor and govern risk models ...

requirements for Operational Resilience and the EU Digital Operational Resilience Act (DORA). Some experience of designing and facilitating scenario stress testing exercises THE ROLE: You will work lead and strengthen the clients operational resilience framework by identifying, assessing, testing, and mitigating risks across the organisation. ...

risk team Deep understanding of the Aave Protocol: its markets, governance, parameters, and risk dynamics Strong grasp of market structure, portfolio risk management, and stress testing methodologies Experience working with or managing external risk service providers Strong sense of accountability and ownership. You take responsibility for outcomes ...

streamline reporting (e.g., ICAAP, ILAAP, RRP). Define requirements and manage full project lifecycle across finance, treasury, and regulatory change. Design and embed stress testing frameworks across credit, market, and liquidity risk to support regulatory and strategic planning. Collaborate with technology teams to embed digital tools into finance ...

Oversee and challenge risk event/incident management from initial reporting through to remediation and closure. Demonstrating an understanding of liquidity risk management and stress testing. Provide an overview and challenge of the trading risk to which the Firm is exposed. Provide risk reports and updates on the Firm ...