7 of 7 Stress Testing Jobs in London

Quantitative Developer - Energy - London

Hiring Organisation
Options Group
Location
London Area, United Kingdom
quantitative models for structuring deal evaluations, trading, risk management and portfolio optimization. Calibrate models to market data, including curves, volatilities, and correlations; perform back-testing, stress testing, and monitor model performance. Implement robust applications to replace Excel-based processes where applicable, to enhance reliability, reduce operational complexity ...

Technical Project Manager - Risk and Python

Hiring Organisation
CBSbutler Holdings Limited trading as CBSbutler
Location
Bromley, London, South Yorkshire, United Kingdom
Employment Type
Permanent
Salary
£70000 - £100000/annum
successful candidate will have strong experience within Investment Banking or Global Markets environments and a solid understanding of Market Risk concepts including VaR methodologies, stress testing, sensitivities, PnL explain, and regulatory risk frameworks. * Proven background delivering complex Risk or Front Office Technology platforms * Strong Technical Project/Programme … within Investment Banking or Global Markets * Experience operating as a hybrid PM/Business Analyst/Delivery Lead * Strong understanding of Market Risk, VaR, stress testing, and risk analytics * Experience delivering data-heavy platforms involving governance, lineage, controls, and reconciliations * Ability to manage complex stakeholder environments across Risk ...

Technical Project Manager - Risk

Hiring Organisation
CBSbutler Holdings Limited trading as CBSbutler
Location
London, United Kingdom
Employment Type
Contract
Contract Rate
£500 - £600/day
successful candidate will have strong experience within Investment Banking or Global Markets environments and a solid understanding of Market Risk concepts including VaR methodologies, stress testing, sensitivities, PnL explain, and regulatory risk frameworks. * Proven background delivering complex Risk or Front Office Technology platforms * Strong Technical Project/Programme … within Investment Banking or Global Markets * Experience operating as a hybrid PM/Business Analyst/Delivery Lead * Strong understanding of Market Risk, VaR, stress testing, and risk analytics * Experience delivering data-heavy platforms involving governance, lineage, controls, and reconciliations * Ability to manage complex stakeholder environments across Risk ...

Global Head, Architecture

Hiring Organisation
S&P Global
Location
Greater London, United Kingdom
Employment Type
Full Time
grounded in engineering reality, deep domain understanding, and operational outcomes. You will work directly with the Head of Technology to shape and refine strategy, stress-testing ideas against engineering, regulatory, and operational constraints. You will engage closely with senior engineering leaders, platform teams, and product partners to turn ...

Business Analyst ( Credit Risk)

Hiring Organisation
Ad Astra Consultants
Location
City of London, London, United Kingdom
Support implementation of regulatory changes (e.g., FRTB) across systems and processes Collaborate with technology teams, quants and stakeholders to drive delivery Participate in UAT, testing and validation of risk calculations and outputs Ensure alignment across front office, risk and IT systems Must-Have Skills Strong experience as a Business … tech change/transformation programs Strong requirement gathering, documentation and stakeholder management skills Domain Experience (Critical) Hands-on experience in: Market Risk (VaR, sensitivities, stress testing) OR CCR (exposure calculation, derivatives, counterparty risk) Understanding of: Trade lifecycle and risk data flows Financial products: Derivatives (swaps, options, futures), bonds ...

Change BA – Market Risk / CCR (FRTB, Python)

Hiring Organisation
Crisil
Location
London Area, United Kingdom
Support implementation of regulatory changes (e.g., FRTB) across systems and processes Collaborate with technology teams, quants and stakeholders to drive delivery Participate in UAT, testing and validation of risk calculations and outputs Ensure alignment across front office, risk and IT systems Must-Have Skills Strong experience as a Business … tech change/transformation programs Strong requirement gathering, documentation and stakeholder management skills Domain Experience (Critical) Hands-on experience in: Market Risk (VaR, sensitivities, stress testing) OR CCR (exposure calculation, derivatives, counterparty risk) Understanding of: Trade lifecycle and risk data flows Financial products: Derivatives (swaps, options, futures), bonds ...

Quantitative Trader

Hiring Organisation
QNT Partners
Location
City of London, London, United Kingdom
that one crucial on-chain listener that runs at 3am. Collaborating closely with a lean, highly skilled team. This will look like debating assumptions, stress-testing models, and occasionally being wrong in interesting ways. Staying genuinely ahead of the curve: tracking protocol upgrades, governance proposals, liquidity shifts ...