30 Stress Testing Jobs in London

the Group Model Governance Committee. Support the development and implementation of risk models, such as performance and risk attribution, operational risk loss models, and stress testing 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, 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 »

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 »

liquidity to meet the requirements of Legal & General Group plc. and its business units, both on an on-going basis but also under various stress scenarios. This includes developing and implementing contingent liquidity solutions as appropriate. You will oversee collateral management to maximise the amount of collateral available to … collateral to meet the requirements of Legal & General Group plc. and its business units, both on an on-going basis but also under various stress scenarios. This includes developing and implementing contingent collateral solutions as appropriate. You will exposed to senior level stakeholder management, including second line and Group … stress. You will be working with second line and Group ALM to develop, propose and implement plans and strategies to ensure the integrity of stress testing for liquidity and collateral in line with company strategy. You will be responsible for the quality, accuracy and timeliness of MI and more »

where it matters most.Connect to your opportunity As a Manager you will have responsibility for:Developing our net-zero proposition with a focus on stress testing and the implications on catastrophe modelling, and what it means to be a net-zero insurer;Working with senior leadership to take … client projects and supporting the development of our teams, propositions and brand. The key services that you could be involved in include:Interpreting climate stress and scenario guidelines and helping clients in calculating climate change impacts;Supporting our clients embed climate change risk into their wider enterprise risk management … Interpreting the IFRS17 standard and advising clients on how the standards apply to their business;Designing and implementing processes which deliver IFRS17 compliant disclosures;Testing IFRS17 solutions to ensure consistency with IFRS17 policy interpretation.In additional to transformation and related projects, our non-life team is also involved in the 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 »

join a leading multi-asset prime brokerage and clearing firm. Primary Accountabilities/Responsibilities Develop and prototype models for regulatory capital calculation and liquidity stress testing, compliant with various jurisdictions. Implement scalable, supportable models for capital and liquidity management in collaboration with the Engineering team. Develop historical analysis 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 »

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 »

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 »

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 »

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 »

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 »