1 to 25 of 83 Stress Testing Jobs in London

Title: Stress Testing Associate Corporate Title: Associate Department: Risk Location: London Company overview Nomura is a financial services group with an integrated global network. By connecting markets East & West, we service the needs of individuals, institutions, corporates and governments through our four business divisions: Wealth Management, Investment Management … firm's capital. It is one of the firm's core competencies and is independent of the trading areas and operational areas. The Stress Testing analytics (STA) is part of the Global Risk Methodology Group (RMG); it has the mandate to develop, enhance and maintain stress testing ...

inputs including local and stochastic volatility. Maintain and evolve the limit framework for FX and FXO businesses, ensuring coverage of Greeks limits, VaR, stress and notional constraints aligned to risk appetite and regulatory standards. Support the FRTB IMA/SA-TB analysis for derivatives trading books, contributing to internal … between FX and rates risk in cross-currency derivatives ensuring coherent cross-asset risk measurement and appropriate limit coverage. Design, implement and maintain bespoke stress scenarios for the combined FX derivatives and FI derivatives portfolios, covering: FX spot and volatility surface shocks, correlation breakdown, liquidity squeezes and geopolitical events ...

Nomura in London is seeking a Stress Testing Associate within its Risk Management Division. The role focuses on developing, maintaining and applying stress testing and related models across market and counterparty credit risk. You will work with the Stress Testing Group, Model Validation ...

functional requirements. Analyse application performance and identify bottlenecks, capacity issues, and areas for optimisation. Develop automated performance test scripts and frameworks. Execute load, stress, endurance, and scalability testing activities. Produce detailed performance test reports and provide recommendations for improvement. Support defect investigation and resolution activities alongside development teams. … test planning, estimation, and assurance activities throughout the delivery lifecycle. Work within Agile delivery teams, participating in ceremonies and continuous improvement initiatives. Ensure testing activities align with HMRC quality standards, security requirements, and programme objectives. Mandatory Skills & Experience Performance Testing Strong experience in Performance Testing within enterprise ...

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. ...

skills Strong Java development skills Experience with risk modelling, valuation and risk analytics Strong understanding of pricing, sensitivities and risk measures Experience with VaR, stress testing and scenario analysis Experience working with Front Office, Risk, Finance and/or Model teams Strong understanding of financial markets and investment … Risk platforms and applications, with a strong focus on PolyPath . Work on market risk calculations, valuation and risk analytics. Support pricing sensitivities, VaR, stress testing and scenario analysis. Work closely with Front Office, Risk, Finance and Model teams. Analyse and improve risk models, processes and valuation tools. ...

Assessment (ICARA) process end-to-end, coordinating risk assessments, wind-down analysis, and capital and liquidity adequacy assessments across the Group. Design and run stress testing programmes that credibly challenge IG's capital position under a range of macroeconomic, market, and idiosyncratic scenarios. Produce the ICARA document … providing capital impact assessments and scenario modelling as required. Contribute to wind-down planning and recovery analysis, ensuring capital and liquidity adequacy under stress is well-evidenced and clearly documented. Key Deliverables & Outcomes An ICARA process and document that is robust, well-governed, and consistently meets FCA expectations. Capital ...

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 ...

tolerances for each IBS, ensuring they align with business and regulatory requirements Prepare and submit reports on operational resilience, control effectiveness, plans, implementation and testing to stakeholders and senior management. Own the coordination of internal and external audits on operational resilience, providing evidence packs and tracking findings and actions … remediation plans for any breaches. Develop, test and refine Business Continuity Management, Incident and Crisis Management and Incident Response Plans. Coordinate operational resilience testing exercises, including scenario testing, stress testing, and crisis simulations Monitor regulatory developments and evolving resilience standards and translate emerging requirements into updates ...

liquidity and credit risk measurement, ensuring alignment with business model, funding structure, and cross-border settlement dynamics. Defining forward-looking measurement methodologies including: Liquidity stress testing and cash flow risk analytics Counterparty and concentration risk frameworks Portfolio exposure aggregation and credit loss estimation concepts Scenario and sensitivity analysis … breach governance and ensure transparency at executive and Board level. Providing executive oversight of model development performed by analytics teams. Challenging assumptions, methodology choices, stress parameters, and data integrity. Ensuring strong model governance, validation standards, and documentation. Leveraging prior hands‐on modeling experience to ensure conceptual rigor without direct ...

excellence. There is no bureaucracy, typical of large organisations. The environment is collaborative, entrepreneurial, and trust based. We set ambitious goals, work extremely hard, stress the importance of teamwork, and adhere to the highest level of excellence in everything we do. We are only as good as our team. … data quality, as well as scalability. Responsibilities Contribute to the development of portfolio risk analytics across ABF strategies, including: concentration, exposure, performance tracking, stress testing, outlier investigations, monitoring tools, and reporting outputs. Ensure full documentation and reproducibility of models and analytics. Work closely with Tech and Data Engineering ...

collaborate directly with the people developing, using and overseeing the models. You’ll assess model design and assumptions, benchmark results, review backtesting and stress testing, and evaluate proposed changes and calibrations. Where you identify weaknesses, you’ll explain the risk and recommend practical improvements. You’ll also … market risk, liquidity risk or initial margin models Python and SQL skills, plus an understanding of option pricing, statistical risk modelling, backtesting and stress testing The ability to present complex findings clearly to technical and non-technical stakeholders Experience with exchange-traded derivatives ...

Second Line Risk teams to identify, prioritize, and remediate risk model deficiencies.Lead initiatives to improve model accuracy, expand coverage of exotic products, and enhance stress testing frameworks for commodities‐specific risks. Strategic Business Planning Under New Regulatory Regimes: Propose and advocate for business strategy changes in response … Engineering, Economics, or equivalent). Advanced Quantitative & Risk Modeling Skills: Deep expertise in mathematics involved in risk estimation and modeling, including VaR, Expected Shortfall, stress testing, and scenario analysis.Proven ability to critically evaluate and challenge complex quantitative models and their underlying assumptions. Project Management & Multi‐Tasking Excellence: Demonstrated ...

excellence. There is no bureaucracy, typical of large organisations. The environment is collaborative, entrepreneurial, and trust based. We set ambitious goals, work extremely hard, stress the importance of teamwork, and adhere to the highest level of excellence in everything we do. We are only as good as our team. … around exceptional talent. Responsibilities Portfolio Risk Analytics & Insights Contribute to the development of portfolio risk analytics across ABF strategies, including: concentration, exposure, performance tracking, stress testing, outlier investigations, monitoring tools, and reporting outputs. Monitor portfolio risk and limits, identifying emerging risks and escalating issues where appropriate. Ensure full ...

Trading Systems ArchitectureArchitect end-to-end front-to-back trading workflows, from deal capture and position management through risk analytics (VaR, Greeks, Monte Carlo, stress testing), P&L attribution, settlement, invoicing, confirmations and regulatory reporting (REMIT, EMIR, MiFID II, ACER).Design and govern the market connectivity architecture, covering … track record of defining and delivering enterprise-level architecture for front-to-back trading platforms, including trade capture, risk management (VaR, Greeks, Monte Carlo, stress testing), P&L attribution, settlement, confirmations and regulatory reporting.Expert understanding of integration architecture in high-performance trading environments — including messaging (JMS, MQ, Kafka ...

Analyze portfolio risks, including leverage, liquidity, concentration, and financing exposures. Review and challenge margin methodologies, evaluating sensitivity to volatility, liquidity, and concentration risks. Conduct stress testing and scenario analysis to assess tail‐risk events and liquidity shocks. Monitor risk limits and accelerate breaches with clear risk‐based recommendations. … portfolio risk. Support risk assessments for new client onboarding and due diligence reviews. Contribute to the enhancement of risk frameworks, margin models, and stress‐testing methodologies. Required Qualifications Bachelor's degree in Finance, Economics, Mathematics, Engineering, or a related quantitative discipline. 3+ years of experience in Prime Brokerage ...

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 ...

time and historical analytics for PMs, risk officers, and senior leadership. As part of this team, you’ll be building foundational components to support stress testing, equity factor models, VaR, risk decomposition, and analytics tooling. You’ll also contribute to scaling the firm’s large-scale data systems … high-performance architecture, cloud-based data platforms (AWS, Snowflake, Redshift), and streaming technologies (Kafka). Responsibilities Design and build scalable systems for risk analytics, stress testing, VaR, and multi-factor risk modeling across asset classes. Develop and maintain high-performance services in an OOP language, with strong focus ...

wide ranging CSR programme + 2 days’ volunteering leave per year Your key responsibilities Develop quantitative models and analytics for pricing, risk and stress testing across Corporate Bank loans portfolios. Build scalable, production-grade Front Office pricing and risk solutions with consistent integration across control functions. Define consistent … developing production-quality quantitative software. Experience in pricing, valuation or risk analytics for derivatives, financing transactions, loans or securities. Knowledge of credit risk, collateral, stress testing or portfolio risk measurement. Sound understanding of sensitivities, greeks, market and trade data, and their application to risk and margin. Proven ability ...

work is likely to include: Developing portfolio analytics across market exposures, concentration, volatility, correlations and diversification. Producing and enhancing VaR, scenario analysis and portfolio stress-testing capabilities. Analysing factor exposures and the underlying drivers of portfolio risk and return. Assessing portfolios against relevant benchmarks, mandates and investment parameters. … quantitative portfolio analytics. Strong knowledge of multi-asset portfolios and the interaction between different asset classes. Practical experience of risk measures including volatility, VaR, stress testing, correlations, concentrations and factor-based analysis. Understanding of equities and fixed income alongside less liquid or alternative investments. Experience developing risk reporting ...

limited) As a QA Engineer you will be expected to work at one of our clients and perform high quality functional and non-functional testing on complex systems. You must be familiar with Agile practices and tools and able to work in fast paced CI/CD environment. … provide accurate updates on the progress and outcomes of testing. Responsibilities Perform functional and non-functional (performance, accessibility, security, operational/user acceptance) testing, working within an Agile team. Develop and maintain test automation solutions and scripts, promoting best practices within the development team Develop and maintain performance/ ...

play a crucial role in delivering high-quality experiences at major sporting events worldwide. These are the different areas that you can explore: Technical : Testing, improving and stress testing our systems to enhance the performance of our delivery across the tours. Creative : Working closely with TV directors … Tennis Technical Team? The Tennis Technical Team oversees all technical aspects of the department, including the planning and delivery of our technology at events, testing and roll out of new software releases and new products, and advising on hardware specifications. They also directly impact the long term product roadmaps ...

across Market Data and Integration workflows 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 Act as a senior subject matter expert for internal stakeholders and client-facing teams … 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 ...

specialised modellers and developers, the team directly supports the Capital Markets division of the bank. Team members are responsible for researching, innovating, developing, testing, implementing and supporting all quantitative models used for front-office pricing, valuation adjustments, along with market and counter-party credit risk management across all asset … drive business strategy. Statistical Modelling Quants Comprised of data scientists, developers, data engineers and researchers. The team directly supports the Finance, Treasury, Fraud Surveillance, Stress Testing, Climate Risk, as well as the Wholesale and Retail Credit Risk operations within the bank. Team members deliver solutions to develop, test ...