6 of 6 Stress Testing Jobs in the South East

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 ...

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 ...

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 ...

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 ...