and Risk Appetite Framework and Risk Policies. Facilitate risk assessments and monitoring “Top Operational Risks” across the business. Oversee the design and implementation of stresstesting and reverse stress testing. Support the effective running of the Risk Committee. Lead and empower a talented Operational Risk team, serving … underwriting business unit risk and control self-assessments. Quarterly Risk reporting to management and Board committees aligned to annual Risk Management Plan deliverables (e.g. stress and scenario testing and reverse stresstesting; risk assessments; risk appetites; emerging risks and incident reporting etc.) Collaborate with Senior Management more »
team in London. The role holder will be responsible for the validation of non-traded market risk models such as Economic capital, IRRBB, ALM, Stresstesting, Counterparty Credit Risk Models, Climate Risk Models. This is an exciting opportunity to join a major global Bank, within a growing team … and with quick progression opportunities. Requirements: An advanced degree in econometrics, economics, quantitative finance or another quantitative discipline Experience in IRRBB, ALM, Stresstesting, Credit risk or Counterparty Credit Risk Experience in coding (R, Python, MatLab, etc) In-depth knowledge of Model Risk management processes Due to the more »
for measuring market risk, credit risk, liquidity risk, and other relevant risk factors. Implement risk analytics tools and frameworks to assess portfolio risk exposures, stresstesting, and scenario analysis. Collaborate with portfolio managers, traders, and risk managers to understand risk requirements and translate them into quantitative solutions. Conduct … risk management concepts. Experience with quantitative modeling libraries and frameworks (e.g., QuantLib, TensorFlow, PyTorch). Knowledge of risk metrics and methodologies (e.g., VaR, CVaR, stresstesting, scenario analysis). If this sounds like you, please do get in touch more »
for a Market and Liquidity Analyst to join the team. Responsibilities Production of the daily market risk reports and analysis Produce data for counterparty stresstesting/risk appetite Prepare various quarterly reports to board risk committee Monitor, control and escalate market risk exposure limit excess Assist Head … of Risk to perform stresstesting, scenario analysis and simulations Input, monitor and review the limits in system Experience Experience within Risk Management in particular within Market Risk and/or Liquidity Risk Mandarin speaking essential more »
have recently secured new investment. They are searching for a specialist in Market Risk ideally with a strong understanding of VaR, PFE, P&L, StressTesting, limit management. This is a great opportunity for a Market Risk Analyst/Consultant who would like to move into a client … rate due to recent funding. Requirements for the role: Proven strong subject matter expertise in market risk Asset type valuations, VaR, PFE, P&L, StressTesting, limit management. Strong technical skills including SQL Prior experiences as a technical risk consultant Excellent communication and presentation skills with a keen more »
used in calculating KPIs, Reviewing or defining the processes and internal controls over these processes to be used in calculating these KPIs and Defining stress tests of these KPIs and ensuring these are treated in the same manner as primary KPIs. Assist in the design of reports for the … the results of risk analyses to the CRO and appropriate committees. Review and maintain appropriate policy documents. Maintain Risk's own RCSAs and perform testing of controls. Challenge Review the list of material risks to ensure that this is complete and accurate with regards to market risk. Periodically review … changes and concentrations in risks with Line 1 personnel as well as proposed business actions that may have an effect on these results. Review stresstesting assumptions and parameters and ensure management action on results. Coordination Help the CRO and ALCO to set Market Risk appetite. Support Line more »
the risks of trading strategies across multiple asset classes including Equities, Fixed Income, Credit and FX · Implement and maintain risk models and perform back-testing and stresstesting to ensure the accuracy and effectiveness of risk management & trading strategies. · Proactively explore and develop new tools & approaches to more »
reason(s) for significant movements. Assess and review trading optimisation strategies ensuring the exposure and margin are intact. Analyze the overall portfolio view, perform stresstesting as well as scenario analysis on trading positions. Monitoring surrounding industry and market trends and highlights Risk Solution Develop appropriate risk management … gas industry or finance/banking/insurance preferably in Risk Management Experience with sound knowledge in risk analysis models including Value at Risk, stress and scenario testing as well as understanding in the usage of coding systems to facilitate data analysis for reporting. Exposure in business operations more »
your CV or use the apply feature on this page KEYWORDS: Credit Risk Analytics, Credit Risk Models, Impairment, Capital, Basel, AIRB, Scorecards, Decision Science, StressTesting, SAL, SQL, PD, LGD, EAD, IFRS9, Logistic Regression, Decision Tree, Probability of Default, Exposure of Default, Loss Given Default more »
or financial services industry with a focus on equities Extensive knowledge of capital markets and derivatives instruments Extensive knowledge of risk models, analytics and stresstesting Strong quantitative skills Strong analytical and problem solving skills with good attention to detail Excellent communication and interpersonal skills, with the ability more »
the delivery of key regulatory submissions such as the ILAAP or ICAAP, as well as having the opportunity to get involved in Nationwide’s stresstesting and contingency planning. The Framework & Modelling team are responsible for maintaining our risk frameworks and risk appetite across liquidity & funding risk, interest more »
to identify potential threats and opportunities. Regulatory Documentation: Assist with the preparation and maintenance of crucial regulatory documents such as ICAAP, ILAAP, and RRP. StressTesting: Contribute to the design and execution of stress tests and scenario analyses to ensure our resilience under various conditions. Reporting: Provide more »
or similar frameworks. Strong quantitative skills, with a deep understanding of random number algebra. Familiarity with credit risk models such as IRB, ECL, and stresstesting, including their development, validation, and downstream application. Knowledge of wholesale credit analytics, business, and products. Expertise in handling large datasets and a more »
in multiple asset classes Proven ability to apply risk management models and techniques such as Value at Risk models, Liquidity Risk models, backtesting and stresstesting models Proven ability to conduct research, analyze problems, formulate and implement solutions in an efficient, effective and independent manner Excellent written and more »
the shipping industry and freight markets, including pricing mechanisms, supply and demand balance, ship operations, and logistics. Proficient in risk metrics such as VaR, stresstesting, and scenario analysis. Excellent analytical and problem-solving skills. Strong communication, interpersonal, and relationship-building skills. Ability to work independently and as more »
Greater London, England, United Kingdom Hybrid / WFH Options
Mizuho
risk managers to approve new trades and business initiatives, particularly those that are complex or structured · Participate in the review and enhancement of existing stresstesting methodologies to meet the needs of Mizuho and external regulatory requirements · Develop tools/approaches that allow RMD to better monitor and … management techniques, trading strategies as well as other qualitative and quantitative measures of credit worthiness · Knowledge of the fundamentals of Market Risk (VaR, Sensitivities, Stress) · Broad understanding of limit frameworks, risk appetite and exposure reporting · Knowledge of techniques for the analysis of time series and market data · Proven understanding more »
analysis and commentary on changes in risk positions and their impact on key risk measures such as VaR, IRRBB, NII, Duration risk etc. Back-testing Value-at-Risk to profit or loss to ensure effectiveness of the model Act as 2LOD by monitoring various parameters and limits on the … products. Review the ILAAP as the 2LoD and perform deep dive controls reviews of the regulatory returns for liquidity. Perform 2LoD support on liquidity stresstesting activities Key Skills required Must have experience and confidence with IRRBB (interest Rate Risk in the Banking Book) and VAR models (Value more »
Quant Analysts to integrate advanced risk models and analytics into the risk management systems. Develop tools for Real Time risk assessment, scenario analysis, and stress testing. Implement machine learning algorithms to enhance predictive risk analytics and anomaly detection. Collaboration and Communication: Work closely with Front Office traders and portfolio more »
join a leading multi-asset prime brokerage and clearing firm. Primary Accountabilities/Responsibilities Develop and prototype models for regulatory capital calculation and liquidity stresstesting, compliant with various jurisdictions. Implement scalable, supportable models for capital and liquidity management in collaboration with the Engineering team. Develop historical analysis more »
and logistics etc. Thorough understanding of the physical oil markets and the relationship with freight markets Advanced knowledge of risk metrics such as VaR, stresstesting, scenario analysis. Knowledge of one or more of ETRM systems would be an advantage (Endur, Symphony by Amphora). Strong and solid more »
City Of London, England, United Kingdom Hybrid / WFH Options
Rev & Regs
in conjunction with the business. Support improvements and the on-going maintenance of the Risk & Control Self-Assessment (RCSA) process and 1st line control testing, including the facilitation of meetings and risk workshops to help the business identify appropriate risks and controls. Ensure that emerging or existing risks, issues … Line Reviews). Participate in the development of the Internal Capital and Risk Assessment (ICARA) and the Liquidity Management Framework, including facilitating scenario and stresstesting workshops. Experience: At least 5+ years of Operational Risk management experience in a financial or professional services firm, with a proven ability more »
years experience working within the Banking or Financial Services Sector Having an indepth understanding of ICAAP and ILAAP as well as capital and liquidity stresstesting Up to date knowledge of prudential regulatory requirements If this role is of interest, please apply below or reach out to me more »
5+ years’ experience as an investment risk head of/lead Strong investment management/asset management experience Specific fund liquidity risk experience including stresstesting and redemption modelling Breadth of experience across investment, market, credit and operational risks Understanding of standard investment management Understanding of investment fund more »
by performing system monitoring and analysis, and performance tuning; troubleshooting system, software, and operating and system management systems; designing and running system load/stresstesting; escalating application problems to vendor. Provide primary operational support and engineering for multiple large, distributed software applications. Gather and analyse metrics from … both operating systems and applications to assist in performance tuning and fault finding. Partner with development teams to improve services through rigorous testing and release procedure. Participate in system design consulting, platform management, and capacity planning. Create and present reports to our clients and further recommendations. Create sustainable systems more »
across the bank’s key risks by performing firm-wide risk management activities, including Risk Appetite development & monitoring. Assist with capital adequacy reporting and stress testing. Maintenance of the Bank’s regulatory documents (including ICAAP, RRP and Risk Management Framework). Provide management information, reports and updates on risk … to identify potential threats and opportunities. Identify emerging risks and evaluate their potential impact on the banks business operations. Contribute to the design of stress tests and scenario analysis and assist with running of such to aid in the preparation of regulatory documents. Assist in the maintenance of the more »