1 to 25 of 34 Stress Testing Jobs in London

Treasury Risk & Analytics in London, working 35 hours per week. This is an opportunity to lead high profile model development initiatives spanning IRB, IFRS9, Stress Testing and Climate Risk, while working with senior stakeholders, regulators and industry leading quantitative professionals to shape the Bank's risk management strategy. … models used to calculate Regulatory and Economic Capital in line with Basel and CRR requirements. Creating IFRS9 provision and expected credit loss models. Developing stress testing and scenario analysis models used for risk management, capital planning and strategic decision making. Developing climate risk models and portfolio analytics. ...

Treasury Risk & Analytics in London, working 35 hours per week. This is an opportunity to lead high profile model development initiatives spanning IRB, IFRS9, Stress Testing and Climate Risk, while working with senior stakeholders, regulators and industry leading quantitative professionals to shape the Bank's risk management strategy. … models used to calculate Regulatory and Economic Capital in line with Basel and CRR requirements. Creating IFRS9 provision and expected credit loss models. Developing stress testing and scenario analysis models used for risk management, capital planning and strategic decision making. Developing climate risk models and portfolio analytics. ...

climate risk methodologies, supports the drafting of policy-related content, including on broader financial related sustainability risk topics, participates climate scenario analysis and stress testing activities, and prepares presentation materials suitable for senior audiences. With stronger foundational knowledge, they work with ownership across routine and moderately involved tasks … considerations across project appraisal, portfolio management, and enterprise risk governance processes. Including establishing controls to ensure appropriateness of decisions. • Deliver scenario analysis and climate stress testing, providing strategic insights to inform portfolio-level and institutional decision-making. Stress testing deliver forward-looking insights that inform ...

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 ...

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. ...

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 ...

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 ...

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 ...

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. ...

skillsExperience supporting exotic interest rate derivatives and structured issuance activityExperience producing or enhancing risk and exposure reporting for control partnersFamiliarity with scenario analysis and stress testing workflows used by trading desksExperience with workflow and data tools used for automation and analysis (for example Alteryx or Python)Exposure … model change testing, impact analysis, or validation support activitiesExperience partnering with quantitative, valuation, or model governance teams on control-related deliverablesDeveloping experience using AI-powered analytics, workflow automation, or intelligent process tools to drive efficiency gains, reduce manual effort, or improve accuracy in operational processesJ.P. Morgan is a global ...

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 ...

with traders, structurers and risk managers to deliver robust pricing toolsOwnership and maintenance of analytical infrastructureSupporting model governance, documentation and validation processesScenario analysis and stress testing for structured productsContributing to innovation in numerical methods and model efficiencyThis is a hands-on modelling role with strong business interaction ...

attribution, and portfolio construction, with focus on both regular periodic reporting and ad-hoc requests.Develop methodologies and procedures to conduct historical and hypothetical stress testing, as well as analysis of the results using standardized statistical metrics. Work with Risk Management to configure and calibrate risk systems. Apply quantitative ...

attribution, and portfolio construction, with focus on both regular periodic reporting and ad-hoc requests. Develop methodologies and procedures to conduct historical and hypothetical stress testing, as well as analysis of the results using standardized statistical metrics. Work with Risk Management to configure and calibrate risk systems. Apply ...

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 ...

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 ...

segments, verticals, and product developments with commercial potential, validated by numbers Run the analytical and structuring work behind commercial partnerships — reviewing deal terms and stress-testing the financial case Stand up core reporting infrastructure: pipeline reporting, forecasting, and commission analytics Monitor performance: track sales, activations, and market share ...

vendor landscape and bring that knowledge back to shape Bain's security offerings. Review security architectures and vendor proposals on behalf of clients, stress‐testing assumptions and providing an independent view ABOUT YOU 15+ years in cybersecurity, with time spent in both hands‐on technical roles and broader ...

vendor landscape and bring that knowledge back to shape Bain's security offerings.Review security architectures and vendor proposals on behalf of clients, stress-testing assumptions and providing an independent viewABOUT YOU15+ years in cybersecurity, with time spent in both hands-on technical roles and broader strategic ones.T ...

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 ...

criteria, and risk-based pricing models Monitor portfolio performance metrics Implement proactive risk management frameworks to minimize credit losses while maximizing portfolio growth Lead stress testing and scenario analysis to assess portfolio resilience Ensuring good customer outcomes and regulatory compliance Essential Experience 10+ years of experience in credit ...