Societe Generale Corporate and Investment Banking - SGCIB
and USD and for Euribor contribution ALM and Balance sheet management Owner of the ILAAP Management of structural risks Owner the ALCOs Owner of stresstesting framework and oversight of liquidity stress test models Owner of FTP/CTP Capital management Recovery and Resolution Plan Maintain the … Recovery Plan Maintain the Resolution pack Capital Stress testing. Design and produce capital stresstesting DFIN SPOC for Capital Adequacy Statement This role reports to the UK Head of Treasury ALM The responsibilities of the Head of Balance sheet risks management: Oversee and organize the ILAAP process … ALM indicators versus granted limits and propose adequate actions to prevent any limit breached to ensure compliant with the ALM management framework; Maintain liquidity stresstesting framework and oversee models for liquidity stress tests Review ALM models and indicators limits in annual basis and validation with Head more »
Business Unit: Group Finance, StressTesting Salary range: circa £65,000 – £75,000 DOE+ red-hot benefits Location: Remote, UK Flexible Contract type: Permanent Live for the weekday. Live a life more Virgin. Our Team The Data Delivery Consolidation team (DDC) are responsible for the preparation, review challenge … and submission of a range of the StressTesting Data Framework (STDF) templates and Basis of Preparation documents. This includes the ownership of Net Interest Income and Credit Risk actuals templates, and oversight of other templates (for Actuals and Projections) that are prepared and submitted by SMEs across … re also the first point of contact for the PRA for STDF data queries and are responsible for setting out and tracking timetables for stress test execution and delivery, running regular working groups, and acting as a central point of contact for questions on interpretations instructions for the stressmore »
activities, including the preparation of daily, weekly and monthly market risk reports, including but not limited to Value at Risk (VaR), sensitivities (the Greeks), stresstesting, risk capital calculations, etc. Provide support within the Market Risk team for the validation and development of risk models, including system testing … Office teams. Use a quantitative approach and analysis to support the risk control team on its methodologies – including limits (notional and vega), VaR back testing and assumptions. Prepare analysis as directed by the head of the team for consideration by the Risk Committee and/or New Business Committee … in risk management within an energy or commodity trading company, or Tier-1 investment bank. Detailed knowledge of Value-at-Risk, scenario analysis, back testing/stresstesting, expected shortfall, and other market risk techniques. Knowledge of the market risk associated with physical commodities, traded and real more »
activities, including the preparation of daily, weekly and monthly market risk reports, including but not limited to Value at Risk (VaR), sensitivities (the Greeks), stresstesting, risk capital calculations, etc. Support and contribute to the identification of new risks within the portfolio and any new business activities. Analyse … our global trading locations. Work closely with and support the relevant teams in the validation and development of risk and valuation models, including system testing and optimisation. Support the broader digitalisation and transformation initiatives, looking at our risk technology, data and data flows, and at automation and digitalisation opportunities … in risk management within an energy or commodity trading company, or Tier-1 investment bank. Detailed knowledge of Value-at-Risk, scenario analysis, back testing/stresstesting, expected shortfall, and other market risk techniques. Knowledge of the market risk associated with physical commodities, traded and real more »
part of this role, you will work within the Emerging Risk and Capital team to develop, maintain and embed the Emerging Risk, Capital (ICARA), StressTesting, Reverse StressTesting and Wind Down frameworks across the business. As part of the role, the manager will support the 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, Stresstesting, 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, Stresstesting, 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 »
highly specialized quantitative modellers and developers. QA is led by Shu-Wie Chen, who is a member of Risk Exco.QA is responsible for developing, testing, implementing and supporting quantitative models for valuation and risk management of traded assets, regulatory and economic capital, impairments, fraud detection, asset-liability management, operational … risk, net revenue and balance sheet forecasting, and stresstesting across Barclays Group.About QA MarketsThe QA Markets team is responsible for the research, development and implementation of quantitative models used by the Global Markets business. The team’s modelling work applies to a large range of financial products … Qualifications:· Experience working with cloud integrations, preferably AWS.· Strong analytical and numerical skills (e.g., statistics, probability theory, numerical methods, stochastic calculus).· Exposure to stress-testing and regulatory capital (e.g. FRTB) requirements for risk management systems.Purpose, Values and MindsetWe deploy finance responsibly to support people and businesses, acting 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 Stresstesting 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, StressTesting, Liquidity a plus·Experience with IRB regulation and PD/LGD modelling·Knowledge of financial mathematics·Strong interpersonal and presentation skills·Natural more »
This includes the opportunity to develop data science skills, or work closely with UKDT’s TASS Team to build toolkits, including desk-based liquidity stresstesting capabilities.Analysis of policy developments to identify potential consequences for firms before proposing and implementing solutions where risks are identified. Active membership in … banks to enable them to establish appropriate policies and procedures to operate as an authorised bank.Minimum experienceDeep technical liquidity, funding and ALM knowledge, including stresstesting and an understanding of broader macro-economic issues. Strong leadership and organisation skills, enthusiasm and commitment for coaching and developing colleagues, with more »
tasks: Business partnering and decision support for operating expenses across the firm Responsibility for all forward looking expense focused activities – forecasting, trends, scenario analysis, stresstesting and projects; Build and develop relationships and communication within business and finance stakeholders. Key Responsibilities Business Partnering and Decision Support Business Partnering … to benchmark and provide insights Forward Looking Analysis Analysis of expense data and monthly expense reports to identify trends Carry out scenario analysis and stresstesting Influence and challenge business decisions and strategy Projects Support the Head of Expense Management in exploring and introducing data visualization as a more »
Greater London, England, United Kingdom Hybrid / WFH Options
Miller Maxwell Ltd
Senior Performance Tester - Exciting opportunity is available with an expanding financial services team in London. They require a Senior Performance Tester to drive performance testing for their agile projects, focusing on high-performance financial market data-driven software. They require a Performance Tester with experience managing projects, keen to … move into a leadership position or a Senior position driving performance testing strategy. The Senior Performance Tester will: Testing: Lead load, spike, and stresstesting using Neoload. Identification: Locate system bottlenecks and collaborate with development teams. key to performance testing strategies across the business. projects … mentor junior members of the team. Workload Models: Design tests simulating peak trading times. with CI/CD Pipelines: Facilitate seamless integration of performance testing solutions. Reporting: Interpret test results and establish consistent reporting processes. The Senior Performance Tester will have: performance testing certification commercial performance testingmore »
a wide range of cutting-edge technology to innovate while testing.An ever-challenging environment to hone your existing skills in Automation, performance, service layer testing, SQL scripting etc.A great opportunity to think and execute like a software architect while performing the role of QA.Being a part of an organization … suites that govern whole development cycle for any of our product platforms, based on different Web, Services/APIs and database technologies.Design and develop testing strategy based upon project requirements, lead in test cases creation and execution, analyze and report test results to stakeholders.Work in partnership with the development … team. Develop action plans to execute initiatives, implement new ideas and best practices.What We’re Looking For:6-8 years of experience in software testing and test automation/performance, with solid, demonstrable understanding of software development and testing practices.2+ years of experience in leading QA/testingmore »
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 stresstesting to ensure the accuracy and effectiveness of risk management & trading strategies. · Proactively explore and develop new tools & approaches to 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 stresstesting 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 »
multiple asset classes preferred Prior experience in applying risk management models and techniques such as Value at Risk models, Liquidity Risk models, backtesting and stresstesting models Ability to be a team player and to collaborate with other teams Excellent written and verbal communication skills Experience with SQL more »
a deep understanding of exotic derivatives products, modelling, pricing and their market risk profiles. 4. Risk Assessment: Conduct regular assessments of market risk exposures, stresstesting scenarios, and sensitivity analyses to assess potential impacts on the trading desk and overall financial stability. Development and maintenance of the VaR more »
the delivery of key regulatory submissions such as the ILAAP or ICAAP, as well as having the opportunity to get involved in Nationwide’s stresstesting and contingency planning. The Framework & Modelling team are responsible for maintaining our risk frameworks and risk appetite across liquidity & funding risk, interest more »
firm is undergoing significant expansion within this division and is currently looking for talented quantitative analysts with experience of either Credit risk (IRB, IFRS9, stresstesting) or pricing (cross asset derivatives including development and validation). Experience of market risk (VaR, DRC, ES, FRTB), counterparty risk (IMM, SA more »
the Group Model Governance Committee. Support the development and implementation of risk models, such as performance and risk attribution, operational risk loss models, and stresstesting methods. Develop tools to aid in risk management. Requirements: A Master's degree or higher in a quantitative field. Over 5 years more »
Metiers. The candidate will be responsible to analyse and explain metrics such as Current Exposure (CE), Potential Future Exposure (PFE), Credit Valuation Adjustments (CVA), stress tests, initial margin, liquidation cost. Coordinate and prepare the material discussed during the main risk committees within the MI CCR scope (e.g. FMRC, Hedge … of the main financial products and their risk drivers. Proven knowledge and experience linked to counterparty risk measurement elements - CE, PFE,JtD, xVA, VaR, stresstesting, legal documentation (e.g. MA, CSA), counterparty credit quality(PD, recovery rate) etc. Some knowledge and experience in topics such as statistics/ more »
take remedial actions; Provide support in credit administrative work, including covenant monitoring, limit input and verification in systems, contracts and documentations reviews. Participate in stresstesting, scenario analysis, simulations regularly for the portfolio; Produce periodic and ad-hoc risk reports including regulatory reporting, and risk alerts/updates more »
and interpreting risk-related data using risk information management software (RIMS) Oversight of the monitoring and analysis of market and liquidity risks (e.g. VaR, stresstesting, P&L investigation, new product & market developments). Management and oversight of risk controls, including real time monitoring, around electronic platforms. Working 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 stresstesting, 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 »
Advanced degree in Economics, Finance or Quantitative fields Technical knowledge of financial markets, valuation methodologies and risk models (e.g., DCF, Multiple Approach, VaR, and stresstesting) Industry certifications are a plus (e.g., CFA, FRM, CAIA) Previous experience at recruiting and managing resources Relevant experience with illiquid asset underwriting more »
Key aspects of the role will include: Conducting research on deep learning applied to audio, going beyond the state of the art Evaluating and stress-testing AI/ML models to ensure they are real-world ready and suitable for production Optimising and shrinking ML models to enable more »