6 of 6 Stress Testing Jobs in the South East

working with a leading global financial services group to hire a Head of Liquidity Stress Modelling at Executive Director level, based in London. We are working with a leading global financial services group to hire a Head of Liquidity Stress Modelling at Executive Director level, based in London. … responsibilities: Strategic framework and methodology Own the design and maintenance of liquidity stress testing methodologies covering LCR, NSFR, internal management stresses and recovery/resolution scenarios. Ensure alignment between stress testing frameworks, regulatory expectations and business risk appetite. Model development and governance Oversee the build, enhancement ...

Investment Teams and Fund Managers regarding decisions made within their portfolios from an Investment Risk perspective.Monitor and assess Portfolio Risks (e.g. Factor Risk correlation, Stress Testing) using risk models and analytics tools. Bring up/take further action as required to ensure resolution. Monitor adherence to processes, mandates … analysis on portfolios and benchmarks, reporting on market, liquidity and concentration risk. Typical measures include forecast tracking error, downside risk and VAR (incl. back-testing and stress-testing).Communicate, both in writing and verbally, Investment Risk matters to Investment Teams, Senior Management & Fund Boards.Develop reports/presentations ...

Lines of Business and Enterprise functions to ensure that its models and analytics address both internal and regulatory requirements, such as quarterly Enterprise Stress Testing (EST), the annual Comprehensive Capital Analysis and Review (CCAR), and the Current Expected Credit Losses (CECL) accounting standard. GRA models follow an iterative … Identify, analyze, explain any overages• Partner with internal groups including Capital, Risk, Technology, Model Risk Management and Market Risk Management on model enhancement, performance testing and documentation to remediate internal and external requirements• Conduct analysis and verification on market data, risk metrics and P&L time series• Prepare developmental ...

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 ...

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 ...

collaborate with RTL, memory controller, PHY and software teams, perform margin/eye analyses, develop automated validation scripts, and ensure production readiness through rigorous stress testing. A strong background in high-speed digital systems is essential. #J-18808-Ljbffr ...