1 to 25 of 144 Stress Testing Jobs in the UK

firm's capital. It is one of the firm's core competencies and is independent of the trading areas and operational areas. The Stress Testing analytics (STA) is part of the Global Risk Methodology Group (RMG); it has the mandate to develop, enhance and maintain stress testing and other models in line with internal and regulatory requirements, and guidelines provided in the Stress testing framework. The team is further responsible for the proper documentation, development and application of governance, as well as presenting to internal stakeholders and regulators models regarding stress testing ...

clients transition to a sustainable future. Purpose of the Role Lead the design, engineering delivery and strategic evolution of the Bank's enterprise Stress Testing Technology platforms in EMEA across all material risk types. The role combines hands‐on technical leadership, architecture oversight, engineering management, delivery leadership … people leadership to build scalable, controlled and auditable solutions for internal risk management, capital and liquidity adequacy assessments, recovery planning, management exercises and regulatory stress testing. The anticipated salary range for this role is £108,000 - £162,000 with the final offer determined based on the candidate's skills ...

Role: Senior Capital Stress Testing Analyst Salary: £50,000 - £60,000 Location: Solihull (with hybrid working) Hours: 35 hours per week About the company Our customers are at the heart of everything we do, but we cant achieve our customer focused strategy without the right people … Group's ICAAP, Recovery Plan and Resolution Pack. The role plays a key part in ensuring that capital reporting, planning, forecasting and stress testing activities are robust, accurate and fit for purpose, supporting both strategic decision-making and regulatory compliance. Working across the business, you will help strengthen ...

inputs including local and stochastic volatility. Maintain and evolve the limit framework for FX and FXO businesses, ensuring coverage of Greeks limits, VaR, stress and notional constraints aligned to risk appetite and regulatory standards. Support the FRTB IMA/SA-TB analysis for derivatives trading books, contributing to internal … between FX and rates risk in cross-currency derivatives ensuring coherent cross-asset risk measurement and appropriate limit coverage. Design, implement and maintain bespoke stress scenarios for the combined FX derivatives and FI derivatives portfolios, covering: FX spot and volatility surface shocks, correlation breakdown, liquidity squeezes and geopolitical events ...

Nomura in London is seeking a Stress Testing Associate within its Risk Management Division. The role focuses on developing, maintaining and applying stress testing and related models across market and counterparty credit risk. You will work with the Stress Testing Group, Model Validation ...

functional requirements. Analyse application performance and identify bottlenecks, capacity issues, and areas for optimisation. Develop automated performance test scripts and frameworks. Execute load, stress, endurance, and scalability testing activities. Produce detailed performance test reports and provide recommendations for improvement. Support defect investigation and resolution activities alongside development teams. … test planning, estimation, and assurance activities throughout the delivery lifecycle. Work within Agile delivery teams, participating in ceremonies and continuous improvement initiatives. Ensure testing activities align with HMRC quality standards, security requirements, and programme objectives. Mandatory Skills & Experience Performance Testing Strong experience in Performance Testing within enterprise ...

Milton Keynes or London, working 32 hours per week.** This is an opportunity to lead high profile model development initiatives spanning IRB, IFRS9, Stress Testing and Climate Risk, while working with senior stakeholders, regulators and industry leading quantitative professionals to shape the Bank's risk management strategy.We … models used to calculate Regulatory and Economic Capital in line with Basel and CRR requirements.* Creating IFRS9 provision and expected credit loss models.* Developing stress testing and scenario analysis models used for risk management, capital planning and strategic decision making.* Developing climate risk models and portfolio analytics.The models ...

Milton Keynes or London, working 32 hours per week. This is an opportunity to lead high profile model development initiatives spanning IRB, IFRS9, Stress Testing and Climate Risk, while working with senior stakeholders, regulators and industry leading quantitative professionals to shape the Bank's risk management strategy. … models used to calculate Regulatory and Economic Capital in line with Basel and CRR requirements. Creating IFRS9 provision and expected credit loss models. Developing stress testing and scenario analysis models used for risk management, capital planning and strategic decision making. Developing climate risk models and portfolio analytics. ...

with them on a permanent basis. The responsibilities of the Counterparty Credit Risk Quant - Vice President will include: Develop and manage counterparty credit risk stress-testing scenarios aligned with market risk frameworks for daily and ad-hoc analysis. Collaborate with the Americas Quant team to enhance and implement … stress-testing scenarios for the EMEA portfolio. Contribute to the Credit and Counterparty Credit Risk Committee, providing key risk insights and reporting. Deliver risk management services to regional entities in line with internal service agreements. Apply strong expertise in derivatives, repos, securities lending/borrowing, and fixed income ...

ensuring their accuracy, robustness, and compliance with regulatory standards. The position involves end-to-end model risk assessment across initial margin, add-ons, and stress testing frameworks, with a focus on market, credit, and liquidity risk. This is an exciting opportunity for a technical expert looking for broad … collaborative and flat organizational structure at the centre of financial markets. Responsibilities Conduct independent validation of risk and pricing models and review of stress testing frameworks, including conceptual soundness, assumption reasonableness, and performance benchmarking. Document validation findings, communicate risks, and recommend improvements. Continuously monitor model performance, review first ...

SMBC Group is seeking a seasoned Stress Testing Technology Engineering & Delivery Lead to drive enterprise stress testing platforms across all material risk types in EMEA. You will provide hands-on leadership, architecture oversight, and delivery leadership to build scalable, auditable solutions for risk management, regulatory reporting ...

Define and maintain best practices, standards, and governance for Murex configuration and functional development. Architect and enhance simulation views used for P&L, Risk, Stress Testing, and valuation reporting. Design and oversee market data configuration including instruments, indices, curves, volatility surfaces, swap generators, and historical data structures. Lead … workflows. Drive resolution of complex production issues impacting Front Office, Risk, Accounting, and Operations functions. Provide expert-level troubleshooting and configuration support for VaR, Stress Testing, and risk management frameworks. Partner with senior business stakeholders to understand strategic requirements, identify opportunities for improvement, and translate business needs into ...

Credit Risk Analytics team, your role will include:Helping entities we audit improve and develop their credit measurement capabilities focussing on IFRS9, IRB and stress testing approaches across the full range of credit asset classes.Providing credit measurement modelling and analytics services to clients. Supporting companies we audit … methodological approaches and quality of implementation to identify material weaknesses or areas of concern.Supporting other credit measurement-related projects such as acquisition due diligence, stress testing and Asset Quality Reviews.Contributing to thought leadership around credit measurement best practice and its evolution.Contributing to the Analytics & Modelling team's strategy ...

Assessment (ICARA) process end-to-end, coordinating risk assessments, wind-down analysis, and capital and liquidity adequacy assessments across the Group. Design and run stress testing programmes that credibly challenge IG's capital position under a range of macroeconomic, market, and idiosyncratic scenarios. Produce the ICARA document … providing capital impact assessments and scenario modelling as required. Contribute to wind-down planning and recovery analysis, ensuring capital and liquidity adequacy under stress is well-evidenced and clearly documented. Key Deliverables & Outcomes An ICARA process and document that is robust, well-governed, and consistently meets FCA expectations. Capital ...

implement, and enforce rigorous quality controls across the entire product lifecycle—from component sourcing and hardware manufacturing through software development, system integration, factory acceptance testing (FAT), site acceptance testing (SAT), and field installation. Operating at the convergence of unattended station hardware, cloud SaaS middleware, and secure payment processing … software engineering, supply chain sourcing, and field installation across all operating regions. Hardware & Electronics QA (TVMs & Validators): Establish strict Quality Control (QC) standards and testing protocols for unattended Ticket Vending Machines (TVMs), validators, and driver consoles, overseeing component qualification, environmental stress testing, ruggedization, and vendor supplier audits. ...

experienced Non-Functional Tester to join their team on an initial 12-month contract. THE ROLE You'll be responsible for supporting the testing of complex systems, with a focus on non-functional requirements including performance, resilience, scalability and reliability. The role will involve: Planning and executing non-functional … test strategies and scenarios Performance, load and stress testing Assessing system performance, capacity and scalability Identifying bottlenecks and performance issues Analysing test results and producing clear reports Working closely with Software Engineers, Test Engineers and technical stakeholders Supporting the development and maintenance of automated test approaches Contributing ...

tolerances for each IBS, ensuring they align with business and regulatory requirements Prepare and submit reports on operational resilience, control effectiveness, plans, implementation and testing to stakeholders and senior management. Own the coordination of internal and external audits on operational resilience, providing evidence packs and tracking findings and actions … remediation plans for any breaches. Develop, test and refine Business Continuity Management, Incident and Crisis Management and Incident Response Plans. Coordinate operational resilience testing exercises, including scenario testing, stress testing, and crisis simulations Monitor regulatory developments and evolving resilience standards and translate emerging requirements into updates ...

liquidity and credit risk measurement, ensuring alignment with business model, funding structure, and cross-border settlement dynamics. Defining forward-looking measurement methodologies including: Liquidity stress testing and cash flow risk analytics Counterparty and concentration risk frameworks Portfolio exposure aggregation and credit loss estimation concepts Scenario and sensitivity analysis … breach governance and ensure transparency at executive and Board level. Providing executive oversight of model development performed by analytics teams. Challenging assumptions, methodology choices, stress parameters, and data integrity. Ensuring strong model governance, validation standards, and documentation. Leveraging prior hands‐on modeling experience to ensure conceptual rigor without direct ...

Facilitate workshops with Market Risk, Liquidity Risk, Treasury and Technology stakeholders.· Produce functional specifications, process flows, data mapping and user stories.· Support solution design, testing, implementation and business adoption.· Perform impact assessments across risk systems, processes and data flows.· Support regulatory and risk transformation projects. Required Market & Liquidity Risk … Knowledge· Market Risk: VaR, Expected Shortfall, Stress Testing, FRTB, P&L Attribution, Risk Sensitivities (DV01, CS01, Vega).· Liquidity Risk: LCR, NSFR, ILAAP, Liquidity Stress Testing, Funding and Treasury Risk.· Understanding of regulatory risk reporting and risk governance frameworks. Essential Skills & Experience· Significant Business Analysis experience ...

excellence. There is no bureaucracy, typical of large organisations. The environment is collaborative, entrepreneurial, and trust based. We set ambitious goals, work extremely hard, stress the importance of teamwork, and adhere to the highest level of excellence in everything we do. We are only as good as our team. … data quality, as well as scalability. Responsibilities Contribute to the development of portfolio risk analytics across ABF strategies, including: concentration, exposure, performance tracking, stress testing, outlier investigations, monitoring tools, and reporting outputs. Ensure full documentation and reproducibility of models and analytics. Work closely with Tech and Data Engineering ...

collaborate directly with the people developing, using and overseeing the models. You’ll assess model design and assumptions, benchmark results, review backtesting and stress testing, and evaluate proposed changes and calibrations. Where you identify weaknesses, you’ll explain the risk and recommend practical improvements. You’ll also … market risk, liquidity risk or initial margin models Python and SQL skills, plus an understanding of option pricing, statistical risk modelling, backtesting and stress testing The ability to present complex findings clearly to technical and non-technical stakeholders Experience with exchange-traded derivatives ...

excellence. There is no bureaucracy, typical of large organisations. The environment is collaborative, entrepreneurial, and trust based. We set ambitious goals, work extremely hard, stress the importance of teamwork, and adhere to the highest level of excellence in everything we do. We are only as good as our team. … around exceptional talent. Responsibilities Portfolio Risk Analytics & Insights Contribute to the development of portfolio risk analytics across ABF strategies, including: concentration, exposure, performance tracking, stress testing, outlier investigations, monitoring tools, and reporting outputs. Monitor portfolio risk and limits, identifying emerging risks and escalating issues where appropriate. Ensure full ...

Line Risk teams to identify, prioritize, and remediate risk model deficiencies. Lead initiatives to improve model accuracy, expand coverage of exotic products, and enhance stress testing frameworks for commodities‐specific risks. Strategic Business Planning Under New Regulatory Regimes: Propose and advocate for business strategy changes in response … Engineering, Economics, or equivalent). Advanced Quantitative & Risk Modeling Skills: Deep expertise in mathematics involved in risk estimation and modeling, including VaR, Expected Shortfall, stress testing, and scenario analysis. Proven ability to critically evaluate and challenge complex quantitative models and their underlying assumptions. Project Management & Multi‐Tasking Excellence ...

documenting business requirements Facilitating workshops with senior business and technology stakeholders Producing functional specifications, process maps, data mappings and user stories Supporting solution design, testing, implementation and business adoption Conducting impact assessments across risk systems, data flows and reporting processes Supporting regulatory change and risk transformation programmes Working closely … documentation experience Experience working within Agile environments Market Risk Knowledge Experience across some or all of: VaR (Value at Risk) Expected Shortfall FRTB Stress Testing P&L Attribution Risk Sensitivities (DV01, CS01, Vega) Liquidity Risk Knowledge Experience across some or all of: LCR NSFR ILAAP Liquidity Stress ...

excellent opportunity for a talented Lead Software Test Engineer, to join an award-winning & innovative tech client in Warwick. You will be responsible for testing mobile apps and embedded software, for our client's unique range of products. You will take a lead in our software test team, guiding … team and be part of our strong development department which includes electronics hardware, embedded software and mobile & web apps. In addition to manual product testing, you will be involved in other elements of testing such as backend services which support the application, unit testing and cloud applications. ...