3 of 3 Contract Stress Testing Jobs in the UK

processes. The role requires some knowledge of Price Risk processes covering inventory, valuations, front-to-back controls, market risk processes(Value-at-Risk VaR, Stress-testing), model risk (including model methodology and validation), product control (P&L explain), IPV (Independent Price Verification) and end to end governance. Successful … meets regulatory expectations Define a strategy to execute against the designed target-state control-framework for Price Risk, including business analysis, data analysis, practical testing and implementation Design required actions to implement the target state and track completion of the actions in line with change methodology Identify issues and More ❯

solutions for enhancement of risk measurement methodologies (e.g Rishk factors sensitivities, expected shortfall), monitoring and analysing market risk exposures, including Value at Risk (VaR), Stress testing scenarios and scenario analysis Understanding of the Market Risk Business domain and best practices. Experience in this domain specific technology and data More ❯

solutions for enhancement of risk measurement methodologies (e.g Rishk factors sensitivities, expected shortfall), monitoring and analysing market risk exposures, including Value at Risk (VaR), Stress testing scenarios and scenario analysis Understanding of the Market Risk Business domain and best practices. Experience in this domain specific technology and data More ❯