3 of 3 Stress Testing Jobs in Glasgow

Business Unit: Model Risk & Analytics, IFRS 9 and Stress testing Salary range: £26,400 - £33,000 per annum DOE + red-hot benefits Location: UK Hybrid (London 1 day a week) Contract type : Permanent Our Team We have an exciting opportunity in our IFRS 9 and Stress Testing team in Model Risk & Analytics. The Model Monitoring Analyst is a key role in the maintenance and performance monitoring of VMUK’s suite of IFRS 9, macro-economic and stress testing models, which are used to forecast loan loss provisions and capital requirements under a … range of scenarios, including regulatory stress tests. You’ll have the opportunity to work across a broad range of models spanning retail and business asset classes and drive business insight. Additionally, the role involves supporting model calibrations, IFRS 9 monitoring, macroeconomic monitoring, and presenting findings to stakeholders. What you More ❯

the business are fit for purpose Providing assurance on compliance with the regulatory requirements we work within Assisting with credit risk IFRS 9/Stress Testing models and the opportunity to be involved with IRB, Pricing, Op Risk, Climate Risk or other models Engaging with model owners, gathering … Experience using SAS and/or Python Good knowledge of Credit Risk Modelling including PD, EAD and LGD models Familiarity of IFRS 9 or Stress Testing models in the financial industry. Red Hot Rewards Generous holidays - 38.5 days annual leave (including bank holidays and prorated if part-time More ❯

in Generative AI , LLMs , and prompt engineering . Responsibilities: Design and develop a generative AI chatbot tailored to core finance analytical functions (e.g. liquidity stress testing, balance sheet, positions, deposits, collateral). Build and enhance an agentic analysis solution for multi-step financial tasks such as variance analysis … data quality checks, and Python/pandas code generation/execution. Develop a robust testing framework to assess the accuracy, performance, and reliability of AI agents. Create and fine-tune prompt generation strategies to enhance the chatbot’s financial domain relevance and response quality. Maintain and scale the underlying More ❯