5 of 5 Permanent Stress Testing Jobs in London

designing, leading, documenting, scheduling, and coordinating test scenarios, engaging with internal and external stakeholders to deliver robust and appropriate tests. Bringing together various colleagues and teams to deliver against testing outcomes. Writing the scripts required to run tests. Leading on full end-to-end lifecycle of testing including business testing, product testing and operational testing. Defining … developing, and performing acceptance tests as part of the route to live (functional & non-functional tests) on software received from technology vendors. Testing regular updates and releases across several environments including SIT, Pre-Production, and Production, including end-to-end testing and stress testing. Running Fedwire Participant testing including Federal Reserve System upgrades at regular intervals … in line with stated requirements. Conducting SWIFT testing within MX environments. Carrying out business process tests such as disaster recovery and business continuity, including backup and recovery validation. Role Competencies Required Highly experienced at running enterprise testing suites and enterprise-level operations (change management, incident management, regulatory requirements and environments, enterprise/wholesale payments, etc). Experience with More ❯

a key group within the Markets Quantitative Analysis (MQA) Organization. This dynamic role offers the opportunity to contribute across the entire model lifecycle, from research and development to rigorous testing, documentation, and seamless delivery into the Firm's risk management processes. Team/Role Overview: The Counterparty Credit Risk Quant Development Team plays a pivotal role within Citi's … for developing sophisticated analytical models for derivatives risk and exposure calculations firm-wide. This team's scope is broad, encompassing the mathematical derivation of quantitative models, meticulous coding, rigorous testing, comprehensive documentation for formal validation, and continuous support for the delivery and integration of these models into both internal and regulatory risk management frameworks. You will be part of … with IT teams to integrate analytic libraries into the Firm's systems. Support the development and maintenance of critical quant infrastructure, databases, and productivity tools. Assist in the build, testing, and release management of the model libraries. Contribute to Regulatory and Governance-based projects, particularly those related to Counterparty Credit Risk (CCR) such as Basel IMM, PFE, CVA, and More ❯

data solutions using Snowflake and Power BI . This role works closely with risk managers and business stakeholders to build scalable analytics for market risk (including VaR, sensitivities, and stress testing), and to migrate legacy Credit Risk platforms to a modern Snowflake/Power BI architecture. The successful candidate will drive enhancements to the Market Risk platform, manage … with risk managers and business users to translate requirements into technical solutions. Troubleshoot data issues, optimise performance, and ensure system reliability. Support CI/CD pipeline deployment and automated testing for data solutions. Mentor junior developers and foster knowledge sharing within the team. Skills & Experience Required: Proven experience as a BI Developer or Data Engineer with a focus on More ❯

commodities, or financial services) in an analyst/consulting role. Proficiency in SQL and strong data-analysis skills. Exposure to one or more: Pricing Curves, VaR, PFE, P&L, stress testing, or limits management. Ability to turn business needs into clear, testable specifications and implementation plans. Excellent written and verbal communication with technical and non-technical stakeholders; strong … Engineering, or related field or equivalent practical experience. Professional proficiency in English (spoken and written); additional European languages are a plus. Experience in business systems implementation (requirements, configuration, or testing) or data science. Data/Analytics/quant/energy More ❯

span the full spectrum of risk requirements: from ultra-low latency trading signals, to regulatory reporting (both point-in-time and historical), and forward-looking risk models such as stress testing and Value at Risk (VaR). This is an excellent opportunity to gain hands-on experience with High-Frequency Trading (HFT) platforms while contributing directly to the More ❯