2 of 2 Contract Stress Testing Jobs in the UK

offer support in automation and process improvement of these. You will be given the opportunity to assist in producing Power BI reports and supporting stress testing activities along with exposure to data science techniques and analytical methods. You will collaborate with various departments to gather information, assess vulnerabilities … metrics, including Value at Risk (VaR), risk sensitivities, Probability of Default (PD) and Credit VaR. Basic knowledge of database administration. Understand of financial stress testing activities. Ability to create clear work instructions, procedures and report documentation. ...

Market Risk systems. The role covers the full risk lifecycle, including credit risk exposures, counterparty credit risk, collateral and margining, impairment, market risk measurement, stress testing, risk limits, capital calculations and regulatory reporting . You will work closely with Credit Risk, Market Risk, Treasury, Finance, Front Office, Quants … Risk gained in a banking or financial services environment. Knowledge of areas such as SA-CCR, counterparty credit risk, limits and exposures, IFRS9, VaR, stress testing, FRTB and Basel regulations . Experience delivering risk technology, regulatory change, product onboarding or transformation initiatives. Strong stakeholder management skills with ...