1 to 25 of 34 Stress Testing Jobs in London

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 ...

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 ...

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. ...

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 ...

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 ...

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 ...

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 ...

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 ...

teams for timely action, as may be required. Review and provision of feedback on market risk models including change governance. Internal, Regulatory and Scenario stress testing for the Trading portfolio, as required. Steer and execution projects of market risk wide-significance e.g. FRTB, One Risk, as required. Assistant ...

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 ...

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 ...

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 ...

regulatory frameworks, including capital considerations. Required skills Advanced financial modelling skills in Excel, including cash flow modelling, sensitivities, covenant modelling, and stress testing. Strong credit analysis skills, and use of credit analysis tools and techniques, including financial statement analysis, business plan review, and assessment of repayment capacity, prepayment ...

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 ...

stakeholder workshops and gather business requirements. Translate complex risk requirements into functional specifications, process flows and data mappings. Support Risk technology change through design, testing, implementation and business adoption. Assess the impact of changes across risk systems, processes and data flows. Work closely with Market Risk, Liquidity Risk, Treasury …/or Liquidity Risk knowledge. Experience delivering technology, systems or regulatory change within Risk. Knowledge of areas such as VaR, Expected Shortfall, FRTB, stress testing, LCR, NSFR or ILAAP. Excellent communication, stakeholder management and workshop-facilitation skills. Experience producing functional specifications, data mappings, user stories and test requirements. ...