Stress Testing Associate
- Location
- Greater London, England, United Kingdom
stress testing guidelines, perform firm wide analysis and to assess the impact of stress testing models. Create strategic tools for stress testing models using python and migrating to GITLAB. Participate in periodic review of models and calibration of model parameters. Provide necessary support to Model validation group/Audit team … grasp and understanding of mathematical concepts like probability, statistics, stochastic calculus, linear algebra, Monte Carlo techniques. MSC in a related discipline Good knowledge of Python, SQL, Matlab, VBA. Good understating of financial products (Bonds, Derivatives) A strong Mathematical/Statistical background. Actuaries (Cleared at least 3 CT papers) would ...