26 to 28 of 28 Stress Testing Jobs in London

and other stakeholders to drive product development and resolve related issues. Contributing to managing the product risk and control framework including Product Approval Programs, stress testing, conduct risk reviews etc. Interacting with risk, finance, treasury, and regulatory colleagues around issues including operational risk, reg reporting and underlying balance more »

your CV or use the apply feature on this page KEYWORDS: Credit Risk Analytics, Credit Risk Models, Impairment, Capital, Basel, AIRB, Scorecards, Decision Science, Stress Testing, SAL, SQL, PD, LGD, EAD, IFRS9, Logistic Regression, Decision Tree, Probability of Default, Exposure of Default, Loss Given Default more »

analysis and commentary on changes in risk positions and their impact on key risk measures such as VaR, IRRBB, NII, Duration risk etc. Back-testing Value-at-Risk to profit or loss to ensure effectiveness of the model Act as 2LOD by monitoring various parameters and limits on the … products. Review the ILAAP as the 2LoD and perform deep dive controls reviews of the regulatory returns for liquidity. Perform 2LoD support on liquidity stress testing activities Key Skills required Must have experience and confidence with IRRBB (interest Rate Risk in the Banking Book) and VAR models (Value more »