4 of 4 Stress Testing Jobs in Central London

a more sustainable, more inclusive world Your Role: Work closely with Business and Technology teams to define, analyse and implement changes. In particular, · Participate in the analysis of FRTB, Stress Testing · Understand and Document requirements · Analyse and interpret results of FRTB, Stress calculations · Document results and findings · Raise key issues and risks in a timely manner to … bachelor’s degree in economics, Computer Science, Mathematics or Scientific discipline from a top university · Knowledge of Greeks (e.g. Delta, Gamma, Vega) & Financial Derivatives · Knowledge of VaR, FRTB and Stress testing calculation · Ability to delve deep into a topic/requirement, analyse the impact and provide solutions · Ability to assimilate information quickly and make informed decisions · Ability to More ❯

Income (NII) . Ensure consistent metric generation across all products and portfolios for monitoring against management thresholds and limits. Integrate IRRBB/CSRBB outputs into key risk frameworks, including stress testing, risk appetite, limit structures, and ICAAP capital discussions. Quantitatively review results (sensitivities, drivers, stability) and validate alignment with the firm’s balance sheet and market expectations. Governance … Oversight Deliverables Document metrics production (QRM) and usage for Risk/Treasury. Prepare materials for model validation, stress tests, audits, and senior management. Resolve oversight challenges in methodology, scenario design, assumptions, and decision linkage. Ensure complete CSRBB and IRRBB coverage and capture all risk drivers. Qualifications & Experience Education: Master's or PhD in a quantitative field (Economics, Finance, Mathematics … running sensitivities/scenarios, interpreting EVE/NII). Programming: Proficient in Python, R, or similar. Risk Framework: Strong understanding of risk measurement's link to management actions (limits, stress testing, ICAAP). Regulatory: Familiarity with EBA/ECB IRRBB & CSRBB requirements. Communication: Exceptional written/verbal skills for documentation (validation, regulatory, senior committees). Why Join This More ❯

Experience in global delivery models , managing distributed teams across geographies and time zones[5]. Desirable Qualifications: PMP, PRINCE2, or SAFe Agile certification . Experience in regulatory reporting , liquidity stress testing , or Smartstream Real-Time Cash Management is a plus[6]. Exposure to AI/ML-driven innovation in financial services is advantageous[7]. More ❯

feeds. Ensure data quality, latency monitoring, and transformation into model-ready formats. Risk Analytics: Develop and deploy price-risk and sensitivity-analysis routines (delta/gamma tracking, scenario simulation, stress testing). Encode hedging logic and pricing relationships to support automated workflows. Full-Stack Integration: Work with backend and frontend engineers to deliver APIs, endpoints, and real-time More ❯