7 of 7 Stress Testing Jobs in London

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. ...

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 ...

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 … driven architectures (Kafka, Flink, Redis etc.) Quantitative background - maths, physics, engineering or finance - you can read a model and reason about correctness Experience with testing, monitoring, and debugging complex systems under load A product mindset - you think about who uses your systems and why Clear communicator who can work ...

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. ...

valuations Review physical and financial transactions from a market-risk perspective Support hedging across LNG, freight, bunker fuel, FX and EU ETS Develop VaR, stress-testing, scenario analysis and management reporting Improve market-risk controls, dashboards, processes and ETRM functionality Partner closely with Trading, Chartering, Finance, Legal ...

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 ...