6 of 6 Stress Testing Jobs in the South East

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 ...

Strategic Full Reval Capability (SFRC) platform within Global Markets Technology. SFRC is a strategic risk and P&L platform supporting Market Risk Stress Testing, CCAR, Full Revaluation VaR, Counterparty Credit Risk and FRTB Standardised Approach.This is not a programme management, advisory or coordination role. You should be technically … alerting, data quality controls, exception management, operational tooling and early issue detection across production and non-production environments.Improve software delivery quality through robust regression testing, release readiness, environment governance and risk-based change control, reducing avoidable incidents and increasing delivery confidence.Introduces incident management, root cause analysis and remediation, ensuring ...

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 ...