1 to 25 of 45 Stress Testing Jobs in the UK

strategic initiatives and business cases. Lead the financial modelling for due diligence processes for all acquisitions.Risk Management Aid risk management through scenario analysis and stress testing, including in support of bank covenants. Ensure integrity of financial models through implementation of suitable controls. Work with IT to ensure we more »

reason(s) for significant movements. Assess and review trading optimisation strategies ensuring the exposure and margin are intact. Analyze the overall portfolio view, perform stress testing as well as scenario analysis on trading positions. Monitoring surrounding industry and market trends and highlights Risk Solution Develop appropriate risk management … gas industry or finance/banking/insurance preferably in Risk Management Experience with sound knowledge in risk analysis models including Value at Risk, stress and scenario testing as well as understanding in the usage of coding systems to facilitate data analysis for reporting. Exposure in business operations more »

5+ years’ experience as an investment risk head of/lead Strong investment management/asset management experience Specific fund liquidity risk experience including stress testing and redemption modelling Breadth of experience across investment, market, credit and operational risks Understanding of standard investment management Understanding of investment fund more »

for a Market and Liquidity Analyst to join the team. Responsibilities Production of the daily market risk reports and analysis Produce data for counterparty stress testing/risk appetite Prepare various quarterly reports to board risk committee Monitor, control and escalate market risk exposure limit excess Assist Head … of Risk to perform stress testing, scenario analysis and simulations Input, monitor and review the limits in system Experience Experience within Risk Management in particular within Market Risk and/or Liquidity Risk Mandarin speaking essential more »

the risks of trading strategies across multiple asset classes including Equities, Fixed Income, Credit and FX · Implement and maintain risk models and perform back-testing and stress testing to ensure the accuracy and effectiveness of risk management & trading strategies. · Proactively explore and develop new tools & approaches to more »

robust quality assurance processes aligned with technical specifications and ISO accreditations. Ensure stringent compliance with evolving environmental and health & safety regulations. Conduct quality inspections, testing of incoming stock and audits throughout the production cycle. Oversee environmental stress testing, accelerated aging tests and performance evaluations. Analyse and interpret more »

Board toward the most efficient capital and liquidity structure; Ensure liquidity can be accessed to meet requirements, as needed, particularly in a period of stress; Maintain access to sufficient intra-day liquidity facilities to meet clearing/settlement obligations; Help maintain market confidence in the institutions by appropriate liquidity … and related documents. In particular for the Liquidity, Recovery and Wind Down sections, which are reviewed and approved by the FCALCO and the Board Stress Testing: Maintenance of the stress testing framework, including the local application of the Group’s stress testing framework; Design … appropriate stress testing; and Review and update stress testing policy; Funds Transfer Pricing: Assist in the production of the FTP framework for the UK regulated entities, including the local application of the Group’s FTP framework; Review of FTP policies; Review the basis on which business more »

and Risk Appetite Framework and Risk Policies. Facilitate risk assessments and monitoring “Top Operational Risks” across the business. Oversee the design and implementation of stress testing and reverse stress testing. Support the effective running of the Risk Committee. Lead and empower a talented Operational Risk team, serving … underwriting business unit risk and control self-assessments. Quarterly Risk reporting to management and Board committees aligned to annual Risk Management Plan deliverables (e.g. stress and scenario testing and reverse stress testing; risk assessments; risk appetites; emerging risks and incident reporting etc.) Collaborate with Senior Management more »

Analyst Developer - QRM, Board, Power Bi Salary: Up to £48,000 This is a technical & varied role at the heart of the Financial Planning & Stress Testing (FP&ST) team. You will play an important part in preparing and continually developing the Society’s key financial planning tools (Board … business performance needs. Delivering Insight & Analysis on key forecasting processes and Balance Sheet Risk metrics Our key deliverables include the Group Financial Plan and Stress Testing activities which run throughout the year, Interest Rate Risk in the Banking Book (IRRBB) risk metrics which form part of our board more »

Architect to work in our core technology Electronic Trading team in Capital Markets. The candidate will be actively engaged in architecture, design, development, unit testing, and stress testing of a high performance framework for high-end Electronic Trading applications, and be a key participant in a highly … front office trading solutions.The candidate will be expected to solve software, and infrastructure problems in relation to complex trading processes, design and develop automated testing harnesses, recommend and implement solutions, participate in and conduct code review sessions, and provide process improvements. The candidate will additionally be expected to provide … develop, test and implement applications and system components, tools and utilities, models, simulation, and analytics to manage complex business functions using sophisticated technologiesResolve coding, testing and escalated platform issues of a technically challenging natureLead team to ensure compliance and risk management requirements for supported area are met and work more »

exposure in the context of liquidity and collateral risk. You will require an understanding of risk principles including Initial Margin, Variation Margin, VaR, haircuts, stress testing, back testing etc. This is a highly visible role so requires strong communication skills. Please share your CV for consideration. more »

to identify potential threats and opportunities. Regulatory Documentation: Assist with the preparation and maintenance of crucial regulatory documents such as ICAAP, ILAAP, and RRP. Stress Testing: Contribute to the design and execution of stress tests and scenario analyses to ensure our resilience under various conditions. Reporting: Provide more »

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 »

credit risk models are used within a bank’s retail or wholesale credit risk function. • Good knowledge of the main techniques used in the stress testing of credit risk capital requirements more »

As a member of the Credit Risk Analytics team, your role will include: Improve and develop credit model capabilities focussing on IFRS9, IRB and stress testing approaches across the full range of credit products. Providing credit measurement modelling and analytics Supporting 1st Line teams with the build of … and assurance of RWA through challenge of methodological approaches and quality of implementation to identify material weaknesses Credit Risk projects inc. acquisition due diligence, stress testing and Quality Reviews Leading a small team of modelling specialists Sskills and professional experience Credit modelling skills and experience in the development … delivery and/or validation of credit risk models under one or more of the IFRS9, IRB and forecasting/stress testing regimes Experience of the management of credit financials, associated governance and stakeholder perspectives Have worked within the financial services industry and the credit fundamentals of different more »

Group Head of QA and Testing – Pension Software – Bristol Location: Emersons Green (Hybrid working) Salary: Up to £80,000 + bonus + benefits No agencies The Company You’re crucial to unlocking the potential of our market leading software (as voted for by our Clients – UK’s no.1 pensions … will demand. The Job It’s exciting times here at Procentia as we launch into our growth plan. Our new Group Head of QA & Testing will be crucial to us being renowned for our quality delivery as well as innovative products. As a strategic leader you’ll thrive in … setting direction for our QA and testing practice, you’ll enjoy working across UK and international borders and with international clients, and you’ll have an expert understanding of IT & software testing to build a function that adds another layer of strategic advantage to our business. You’ll more »

such as Lehman Brothers.This is a new senior management hire. We are looking for senior consultants with a background in Risk Management, Model and Stress testing and Regulation. This role will involve man management and product development.The Managing risk Consultant will:·Run projects and consultants across several clients … bank, consultancy or risk software vendor·Understanding of financial products·Good programming skills a plus·Experience in any of IRRBB, IBOR, IRB, CCR, XVA, Stress Testing, Liquidity a plus·Experience with IRB regulation and PD/LGD modelling·Knowledge of financial mathematics·Strong interpersonal and presentation skills·Natural 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 »

and Supplier Management, IT Security, and other departments to minimize operational disruptions. Lead the Business Continuity Plan, operational resilience mapping, self-assessment report, annual testing schedule, and associated reporting. Coordinate stress testing activities and oversee remedial actions as needed. Foster a robust risk and compliance culture, influencing more »

As a member of the Credit Risk Analytics team, your role will include: Improve and develop credit model capabilities focussing on IFRS9, IRB and stress testing approaches across the full range of credit products. Providing cr... APCT1_UKTJ more »

team in London. The role holder will be responsible for the validation of non-traded market risk models such as Economic capital, IRRBB, ALM, Stress testing, Counterparty Credit Risk Models, Climate Risk Models. This is an exciting opportunity to join a major global Bank, within a growing team … and with quick progression opportunities. Requirements: An advanced degree in econometrics, economics, quantitative finance or another quantitative discipline Experience in IRRBB, ALM, Stress testing, Credit risk or Counterparty Credit Risk Experience in coding (R, Python, MatLab, etc) In-depth knowledge of Model Risk management processes Due to the more »

or financial services industry with a focus on equities Extensive knowledge of capital markets and derivatives instruments Extensive knowledge of risk models, analytics and stress testing Strong quantitative skills Strong analytical and problem solving skills with good attention to detail Excellent communication and interpersonal skills, with the ability more »

on capital methodology plans for new and existing products. Produce market risk capital inputs and coordinate delivery related to ICAAP Pillar 2A, Pillar 2B stress testing, Bank of England Stress Test, and Annual Report and Pillar 3disclosure. Skills Required Advanced regulatory and market risk capital experience within more »

oversight across the Bank’s key risks, performing risk management activities, developing and monitoring. The role will also assist with capital adequacy reporting and stress testing, creating and providing reports and updates to assist the bank. Key responsibilities Monitor and evaluate risk factors to identify potential threats and … opportunities. Identify emerging risks and evaluate their potential impact on GHB’s business operations. Contribute to the design of stress tests and scenario analysis and assist with running of such to aid in the preparation of regulatory documents. Assist in the maintenance of the Bank’s regulatory documents (Risk more »