Greater London, England, United Kingdom Hybrid / WFH Options
Roka Search
the risks; but also measure the profitability of Client relationships and the assets related to those relationships. From building loan pricing models to enhancing stresstesting methodologies, your contributions will make a real impact. Don't miss this opportunity to thrive in a dynamic environment where innovation meets … forecasting, probability weighting, and scenario modelling regulatory changes. Produce portfolio analytics covering capital contribution for both Economic Capital and Regulatory Capital. Develop and enhance stresstesting calculation for Pillar 2B including IFRS 9 models and produce credit stresstesting methodology documentation that complies with regulators and … workflows and contributing to the refinement of Climate Risk models, while addressing inquiries in the independent model validation process. Collaborating on the development of stresstesting methodologies for the bank's portfolio, ensuring methodologies remain relevant and align with the latest regulatory and audit mandates, while ensuring meticulous more »
are vital to this role. We want someone who will question and challenge. Requirements Organised and systematic approach to their work Knowledge & experience of testing techniques and methods such as (smoke testing, sanity testing, regression testing etc) and able to describe how these can be used … in practice Ability to organise a team of testing Ability to plan and document their work Ability to question everything and hold others accountable Excellent listening, speaking, and writing skills Outstanding communication and collaboration skills with business leaders, end users, and technical staff Adapt quickly to new tools and … techniques Keep up-to-date with the latest in testing best practices and tools and apply them proactively to continuously improve on processes and skills Self-directed, capable of determining priorities among multiple QA tasks Knowledge of and experience with functional and performance test tools Professional level of English more »
of Investment Strategies including Open Ended, Listed & Closed Ended Funds. The role will take a lead on Liquidity Risk within the Portfolio - inclusive of stresstesting & elements of credit risk review Key Responsibilities Design and implementation of liquidity risk models for open ended, public companies and closed ended … funds Responsible for scenario testing, stresstesting and setting liquidity limits/budgets Monitoring the liquidity risk of all portfolios and communication of liquidity budgets to key internal & external stakeholders Monitoring of Credit Risk within the portfolios Presentation to Internal and External Committees including Boards Knowledge and more »
for a 6 months contract based in London. Purpose of the Role: As Quant Analyst you'll model macroeconomic and climate change scenarios for stresstesting and strategic planning purposes; the role will be about providing insights to deliver robust projections to regulators. Responsibilities of the role: As … given scenario, other inputs, models, methodology and assumptions. Produce insights or analysis, as needed by the business or regulators, to help interpret and use stresstesting results and scenario projections. Develop and implement the quantitative methodologies needed to project impairments and credit risk weighted assets. Define adjustments to … candidate: Knowledge of credit or financial modelling. Significant experience of credit risk analysis in a retail or wholesale banking environment. A thorough understanding of stresstesting requirements and the process, models, methodology and controls for generating credit scenario projections. Experience developing and implementing quantitative methodologies. Next steps This more »
Warrington, England, United Kingdom Hybrid / WFH Options
Candour Solutions
experience and within processes and procedures to improve quality and efficiency. Writing and implementing test plans and script Essential experience: 2+ years of software testing experience Must have experience/exposure to Automation Testing ISTQB Experience in regression testing, exploratory testing, stresstesting and … UAT Experience in manual testing for APIs. Experience working in an Agile software development environment. Web and Mobile testing Extra Benefits: Free parking Private medical insurance Profit sharing Sick pay Work from home Interviews taking place next week so don't miss out! *Must have right to work 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 »
a deep understanding of risk models, including Value-at-Risk (VaR), Stressed VaR, Risk Not In VaR (RNIV), Incremental Risk Charge (IRC), Haircuts, EEP, StressTesting, Fundamental Review of Trading Book (FRTB), and Capital Models. The candidate will be responsible for validating risk models, proposing validation approaches, identifying … a related field. Advanced degree preferred. · Proficiency in Python programming language. · Strong understanding of risk models, including VaR, Stressed VaR, RNIV, IRC, Haircuts, EEP, StressTesting, FRTB, and Capital Models. · Experience in model validation or a related field. · Excellent analytical and problem-solving skills. · Strong attention to detail. more »
Greater London, England, United Kingdom Hybrid / WFH Options
Empirical Search
for Capital. Regulatory Reporting Risk is the risk that reports or notifications to Regulators are not submitted, are submitted late, or are incorrect Review stresstesting processes as it pertains to capital including but not limited to the scenarios that are chosen for the stress tests and … assumptions made on capital. Perform and document independent analysis on the assumptions to ensure independent viewpoint. Support and refine existing stress model assumptions and controls (limits, guidelines, model framework) Review both capital risk management policies, limits, standards, controls, metrics and thresholds and ensure they are within the defined corporate … or second line of defence Strong knowledge of capital regulations and reporting requirements as well as Capital planning and forecasting, Risk Appetite setting, Capital StressTesting, ICAAP and Recovery Planning Experience in reviewing regulatory change and the impact to capital processes/management/reporting Relevant Treasury Control more »
Northampton, Northamptonshire, East Midlands, United Kingdom
McGregor Boyall
to critical projects relating to Counterparty Credit Risk (CVA), Internal Model Approval (IMA), Standardized Approach (SA) Market Risk, Trading Book Wind Down initiatives, and StressTesting (CCAR). Essential Skills: Demonstrable experience in investment and/or retail banking within a Risk, Finance, or Treasury function, with a … to drive project success. Key Projects: Counterparty Credit Risk (CVA) Internal Model Approval (IMA) Standardized Approach (SA) Market Risk Trading Book Wind Down initiatives StressTesting (CCAR) and regulatory compliance projects Subject matter expertise in any of the above risk areas would be a major advantage. McGregor Boyall 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 stresstesting assumptions and parameters and ensure management action on results. Coordination Help the CRO and ALCO to set Market Risk appetite. Support Line 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 stresstesting to ensure the accuracy and effectiveness of risk management & trading strategies. · Proactively explore and develop new tools & approaches to more »
have; At least 5 years' experience encompassing model development/validation and decision support model relates roles. Examples include: IRB; IFRS 9; loss forecasting; stresstesting or economic capital modelling; propensity modelling; or a combination thereof. A bachelor's degree in a quantitative analytical discipline (2.1 or higher more »
experience in dealing with private medical insurance claims data/forecasting techniques Proficiency in Microsoft Excel and Power BI Experience in stochastic modelling/stresstesting/scenario testing methodologies Relevant technical expertise, in particular programming language such as R/Python, DAX/VBA Experience of more »
oversight, and upkeep of scorecard and regulatory parameter models crucial for IFRS 9 compliance. Crafting, overseeing, and maintaining various Risk models associated with provisions, stresstesting, securitisations, and other relevant requirements. Documenting and managing all essential model documentation to ensure comprehensive understanding and compliance. Providing expert statistical and more »
Day of the role: - Develop, monitor, and maintain scorecard and regulatory parameter models for IFRS 9. - Handle additional Risk model requirements relating to provisions, stresstesting, securitisations, etc. - Maintain comprehensive model documentation. - Provide expert statistical and technical advice to support the business. - Implement model monitoring and develop champion more »
Greater London, England, United Kingdom Hybrid / WFH Options
The Curve Group
audit disclosures. Get involved in building and development of wider analytical and reporting framework that supports broader Enterprise-wide activities such as business plan stress testing. Additional details 25 days holiday entitlement increasing with service Pension Plan Private Medical Insurance Dental Cover Income Protection Life Assurance Employee Referral Bonus more »
Greater London, England, United Kingdom Hybrid / WFH Options
The Curve Group
audit disclosures. · Get involved in building and development of wider analytical and reporting framework that supports broader Enterprise-wide activities such as business plan stress testing. Additional details Offering a highly attractive reward package; the typical benefits include: · 25 days holiday entitlement increasing with service · Pension Plan · Private Medical more »
financial derivatives products across multiple asset classes. Apply expertise in utilizing risk management models and techniques, including Value at Risk, Liquidity Risk, backtesting, and stress testing. Demonstrate leadership ability in overseeing a small team and actively contributing to the establishment of a robust risk culture. Prove adept at conducting more »
and positions in real-time, identifying and addressing risk exposures promptly. Collaborate with traders and developers to evaluate risks associated with new strategies. Conduct stresstesting and scenario analysis to assess potential market impacts. Implement risk controls and ensure adherence to regulations. Provide risk reports and updates to more »
and positions in real-time, identifying and addressing risk exposures promptly. Collaborate with traders and developers to evaluate risks associated with new strategies. Conduct stresstesting and scenario analysis to assess potential market impacts. Implement risk controls and ensure adherence to regulations. Provide risk reports and updates to more »
and collaborative environment Day to Day: Systematising discretionary strategies Building trading tools for researchers and traders Monitoring the markets and performance of strategies Backtesting, stresstesting and analysing systematic strategies Conducting in depth alpha research more »
. Key Responsibilities and Tasks: Conduct day-to-day monitoring and second-line oversight of key Prudential Risk processes, including capital and liquidity forecasting, stresstesting, and recovery planning. Ensure robust oversight of Treasury and Finance functions on prudential risk management topics, such as liquidity risk and capital more »
timelines. The risk models may include Value-at-Risk (VaR), Stressed VaR, Risk Not In VaR (RNIV), Incremental Risk Charge (IRC), Hair-cuts, EEP, StressTesting, Fundamental Review of Trading Book (FRTB), Capital Models Build python-based prototypes and risk library. Participate in adhoc projects as they arise more »
East London, London, United Kingdom Hybrid / WFH Options
Experis
requirements The risk models may include Value-at-Risk (VaR), Stressed VaR, Risk Not In VaR (RNIV), Incremental Risk Charge (IRC), Hair-cuts, EEP, StressTesting, Fundamental Review of Trading Book (FRTB), Capital Models Build python-based prototypes and risk library. Participate in adhoc projects as they arise more »
/or implementing liquidity and treasury risk management policies, procedures and strategies to manage liquidity, funding, capital and balance sheet risks Treasury forecasting and stresstesting, including for internal, ILAAP/ICAAP and Recovery Plan purposes Designing and/or implementing Target Operating Models for Treasury Risk Management more »