25 Stress Testing Jobs in London

a deep understanding of exotic derivatives products, modelling, pricing and their market risk profiles. 4. Risk Assessment: Conduct regular assessments of market risk exposures, stress testing scenarios, and sensitivity analyses to assess potential impacts on the trading desk and overall financial stability. Development and maintenance of the VaR more »

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 stress testing 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 testing 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 »

for measuring market risk, credit risk, liquidity risk, and other relevant risk factors. Implement risk analytics tools and frameworks to assess portfolio risk exposures, stress testing, and scenario analysis. Collaborate with portfolio managers, traders, and risk managers to understand risk requirements and translate them into quantitative solutions. Conduct … risk management concepts. Experience with quantitative modeling libraries and frameworks (e.g., QuantLib, TensorFlow, PyTorch). Knowledge of risk metrics and methodologies (e.g., VaR, CVaR, stress testing, scenario analysis). If this sounds like you, please do get in touch more »

risk managers to approve new trades and business initiatives, particularly those that are complex or structured · Participate in the review and enhancement of existing stress testing methodologies to meet the needs of Mizuho and external regulatory requirements · Develop tools/approaches that allow RMD to better monitor and … management techniques, trading strategies as well as other qualitative and quantitative measures of credit worthiness · Knowledge of the fundamentals of Market Risk (VaR, Sensitivities, Stress) · Broad understanding of limit frameworks, risk appetite and exposure reporting · Knowledge of techniques for the analysis of time series and market data · Proven understanding more »

in multiple asset classes Proven ability to apply risk management models and techniques such as Value at Risk models, Liquidity Risk models, backtesting and stress testing models Proven ability to conduct research, analyze problems, formulate and implement solutions in an efficient, effective and independent manner Excellent written and more »

Credit Portfolio Analyst role with an established corporate and investment bank in London. This role is pivotal in developing and executing stress-testing protocols for climate change risks and ensuring the accuracy and timeliness of related reporting. You will play a crucial role in monitoring the credit portfolio … regulators, and management committees. Key Responsibilities: Design and implement climate risk assessment scorecards in line with regulatory and headquarters' requirements. Execute climate change risk stress-tests and prepare detailed reports. Generate regular credit portfolio reports and contribute to post-lending management activities. Maintain proactive monitoring of climate risks at 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 »

take remedial actions; Provide support in credit administrative work, including covenant monitoring, limit input and verification in systems, contracts and documentations reviews. Participate in stress testing, scenario analysis, simulations regularly for the portfolio; Produce periodic and ad-hoc risk reports including regulatory reporting, and risk alerts/updates 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 »

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 »

or implementing liquidity and treasury risk management pol cies, procedures and strategies to manage liquidity, funding, capital and balance sheet risks ● Treasury forecasting and stress testing, including for internal, ILAAP/ICAAP and Recovery Plan purposes ● Designing and/or implementing Target Operating Models for Treasury Risk Management 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 »

or similar frameworks. Strong quantitative skills, with a deep understanding of random number algebra. Familiarity with credit risk models such as IRB, ECL, and stress testing, including their development, validation, and downstream application. Knowledge of wholesale credit analytics, business, and products. Expertise in handling large datasets and a 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 stress testing and contingency planning. The Framework & Modelling team are responsible for maintaining our risk frameworks and risk appetite across liquidity & funding risk, interest more »

to manage and report operational risks. Lead assurance reviews in business areas, particularly during periods of change and growth. Support technical work such as stress testing, scenario analysis, and risk quantification. Review and challenge Risk and Control Self-Assessments (RCSA) across the business. Conduct root cause analysis of more »

and USD and for Euribor contribution ALM and Balance sheet management Owner of the ILAAP Management of structural risks Owner the ALCOs Owner of stress testing 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 stress testing 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 stress testing framework and oversee models for liquidity stress tests Review ALM models and indicators limits in annual basis and validation with Head 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), stress testing, 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/stress testing, 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), Stress Testing, Reverse Stress Testing and Wind Down frameworks across the business. As part of the role, the manager will support the 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, stress testing, legal documentation (e.g. MA, CSA), counterparty credit quality(PD, recovery rate) etc. Some knowledge and experience in topics such as statistics/ 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 stress testing) Industry certifications are a plus (e.g., CFA, FRM, CAIA) Previous experience at recruiting and managing resources Relevant experience with illiquid asset underwriting more »

years experience working within the Banking or Financial Services Sector Having an indepth understanding of ICAAP and ILAAP as well as capital and liquidity stress testing Up to date knowledge of prudential regulatory requirements If this role is of interest, please apply below or reach out to me more »

used in calculating KPIs, Reviewing or defining the processes and internal controls over these processes to be used in calculating these KPIs and Defining stress tests of these KPIs and ensuring these are treated in the same manner as primary KPIs. Assist in the design of reports for the … the results of risk analyses to the CRO and appropriate committees. Review and maintain appropriate policy documents. Maintain Risk's own RCSAs and perform testing of controls. Challenge Review the list of material risks to ensure that this is complete and accurate with regards to market risk. Periodically review … changes and concentrations in risks with Line 1 personnel as well as proposed business actions that may have an effect on these results. Review stress testing assumptions and parameters and ensure management action on results. Coordination Help the CRO and ALCO to set Market Risk appetite. Support Line more »

and modelling: Regulatory capital requirements: Pillar 1, Pillar 2a, Pillar 2b Regulatory capital resource management Support for ALCO, Pillar3, ICAAP, ILAAP, Recovery Plan including stress testing Support for other financial forecasting and modelling requirements Email your CV or use the apply feature on this page. Email: KEY SKILLS more »

support banks with their liquidity & market risk management. Common topics can be the ICAAP, ILAAP, COREP, FINREP, solvency wind down, recovery planning, IRRBB and stress testing. The role comes with direct reports and you will be responsible for their development as well as the project management of their workloads. more »