26 to 50 of 59 Stress Testing Jobs in England

on re-building, calibrating an implementing these models as part of wider business reviews Working on exciting new projects around climate risk and model stress-testing Exciting opportunities to work on unique projects focusing on customer trends, pricing changes and affordability YOUR SKILLS AND EXPERIENCE Exposure to IFRS9 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 stress testing and contingency planning. The Framework & Modelling team are responsible for maintaining our risk frameworks and risk appetite across liquidity & funding risk, interest more »

responsible for developing Risk/Pricing Models that evaluate counterparty exposures to the Clearing House. These include models related to Pricing, Value-at-Risk, Stress Testing, Liquidity, Regulatory Capital, & also developing tools for Portfolio Analytics. The incumbent also works to develop strategies to perform back-testing to … risk models across different various asset classes like Fixed Income Cash and Derivatives, OTC and Exchange-traded Futures and Options (e.g. Pricing, VaR, Backtest, Stress, Liquidity, etc.). Ensure risk models meet the risk appetite across varying needs for coverage, ant-procyclicality as well as provide transparency, replicability and more »

Metiers. The candidate will be responsible to analyse and explain metrics such as Current Exposure (CE), Potential Future Exposure (PFE), Credit Valuation Adjustments (CVA), stress tests, initial margin, liquidation cost. Coordinate and prepare the material discussed during the main risk committees within the MI CCR scope (e.g. FMRC, Hedge … of the main financial products and their risk drivers. Proven knowledge and experience linked to counterparty risk measurement elements CE, PFE, JtD, xVA, VaR, stress testing, legal documentation (e.g. MA, CSA), counterparty credit quality (PD, recovery rate) etc. Some knowledge and experience in topics such as statistics/ more »

concern on a case-by-case basis. The work will involve an assessment and development of economic scenarios for IFRS9 purposes, going concern, impairment testing, claims inflation, climate risk etc to appropriately challenge the economic assumptions considered by audited entities and allow audit teams to reach a robust conclusion. … team in Audit. The role will encompass delivery of high quality macro-economic analysis: Assessment and development of economic scenarios for IFRS9 purposes and stress testing regulatory exercises using macroeconomic and econometric models. Extension of the macroeconomic support more broadly across banks, insurance, corporates through inputting into provisioning … going concern, impairment testing and climate risk economic modelling Enhancement and development of in-house econometric models (statistical, structural economic models) with an understanding of accreditation of these tools for audit use Production of thought leadership highlighting key trends and risks at sector and business level Audit support for 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 stress testing models Proven ability to conduct research, analyze problems, formulate and implement solutions in an efficient, effective and independent manner Excellent written and 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 stress testing models Proven ability to conduct research, analyze problems, formulate and implement solutions in an efficient, effective and independent manner Excellent written and more »

limit framework ensuring appropriateness Communicate key risks to senior management and escalate emerging or developing risks in a timely manner Development of risk methodologies, stress scenarios and tools. Involvement in system improvement working closely with traders, quantitative analysts, IT and other groups within the Firm Contribute to the assessment … minimum of 4 years of experience in the commodities markets, particularly in energy (Oil, Power/NatGas) or metals Strong familiarity with VaR calculations, stress testing and scenario analysis for commodity products Strong analytical and problem-solving skills Confidence to take ideas forward and to challenge others, where more »

entities. What we'll need from you: Previous experience in counterparty credit riskmanagement, margining and collateral, balance sheet/liquidity/treasury management, or stress testing exercises. Ability tocreate and query large datasets and summarise and present output inwritten short-form and long-form presentational material anddocumentation. An more »

on capital methodology plans for new and existing products. Produce market risk capital inputs and coordinate delivery related to ICAAP Pillar 2A, Pillar 2B stress testing, Bank of England Stress Test, and Annual Report and Pillar 3disclosure. Skills Required Advanced regulatory and market risk capital experience within more »

Job Description We’re recruiting for a Reporting Actuary to join our Group Actuarial function, in a role that focuses on large-scale scenario testing exercises such as ORSA and LIST.We’re offering a competitive base salary, car allowance and a host of other great benefits as well as … the opportunity to manage these exercises in their entirety. In this role you will be responsible for the large-scale scenario testing exercises undertaken for L&G Group, including the Own Risk and Solvency Assessment (ORSA) scenarios and the PRA’s (Life) Insurance Stress Testing exercise. You more »

once a month- up to £65K My Client is looking for a Lead Modelling Analyst to take ownership of the ongoing development, management and testing of the most critical models that the business uses. This will include supporting the redevelopment of the IRB models, taking responsibility for understanding upcoming … modeller or analyst with experience from your studies and/or your work experience. Have a detailed understanding of one or more of IRB, Stress Testing, IFRS 9 Scorecards or Credit Risk Modelling. Knowledge of modelling requirements for product/project evaluation and an understanding of the requirements more »

in Business Analysis IIBA Certified Business Analysis Professional Key Skills- BA Product control, P&L Reconciliation, Investment Banking, Hedge Fund, Trading, Regulatory & Compliance Risk Stress Testing ,Change Management ,Finance Transformation ,Regulatory Remediation, Transfer Pricing, Treasury more »

as a Risk Analyst Knowledge of Power & EU Gas markets. Degree within quantitative finance or similar. Market risk reporting such as VaR, options and stress testing Knowledge of derivative contracts including options, swaps, and futures or forward contracts. Proficiency in Python, VBA, or SQL. If this sounds of more »

and risk limits for UK entities Managing both traded and non-traded market risk exposure Monitoring risk limit statuses and escalating breaches Maintaining the stress testing framework Producing regular internal risk reports Generating regulatory risk reports such as ICAAP and Pillar 3 What You'll Need to Succeed more »

and risk limits for UK entities Managing both traded and non-traded market risk exposure Monitoring risk limit statuses and escalating breaches Maintaining the stress testing framework Producing regular internal risk reports Generating regulatory risk reports such as ICAAP and Pillar 3 What You'll Need to Succeed more »

impact on the portfolio. Reporting any relevant events to the Head of FI CAD and other relevant senior risk management. Analysing and interpreting the stress testing results and take actions as appropriate at counterparty, country and/or industry level Work Experience Essential: Experience in assessing NBFI credit 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 »

where it matters most.Connect to your opportunity As a Manager you will have responsibility for:Developing our net-zero proposition with a focus on stress testing and the implications on catastrophe modelling, and what it means to be a net-zero insurer;Working with senior leadership to take … client projects and supporting the development of our teams, propositions and brand. The key services that you could be involved in include:Interpreting climate stress and scenario guidelines and helping clients in calculating climate change impacts;Supporting our clients embed climate change risk into their wider enterprise risk management … Interpreting the IFRS17 standard and advising clients on how the standards apply to their business;Designing and implementing processes which deliver IFRS17 compliant disclosures;Testing IFRS17 solutions to ensure consistency with IFRS17 policy interpretation.In additional to transformation and related projects, our non-life team is also involved in the more »

and other stakeholders to drive product development and resolve related issues. Contributing to managing the product risk and control framework including Product Approval Programs, stress testing, conduct risk reviews etc. Interacting with risk, finance, treasury, and regulatory colleagues around issues including operational risk, reg reporting and underlying balance more »

robust quality assurance processes aligned with technical specifications and ISO accreditations. Ensure stringent compliance with evolving environmental and health & safety regulations. Conduct quality inspections, testing of incoming stock and audits throughout the production cycle. Oversee environmental stress testing, accelerated aging tests and performance evaluations. Analyse and interpret more »

model. Production of daily/weekly/monthly liquidity reports (LCR, Liquidity Mismatch, NSFR etc) Lead and develop the Banks OLAR, liquidity scenario and stress testing Present at forums including ALCO, governance committees and regulatory engagements. Exposure into various facets of Risk and Finance Processes; interacting with various more »

sector. Strong understanding of finance processes including governance and internal controls. Experience of regulatory returns and risk documentation. Experience of EBA and BIS returns (Stress testing, Quantitative Impact Study, Liquidity assessment, etc.). Good working knowledge of COREP/FINREP. What’s in it for you Development: Your more »

providing financial business cases for fund setups and structuring transactions to fulfill investment objectives To provide fund specific financial planning and analysis, budgeting, and stress testing to the fund management function to promote efficiencies and value for money for investors and to identify and address financial risks Assume more »

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 stress testing workshops. Experience: At least 5+ years of Operational Risk management experience in a financial or professional services firm, with a proven ability more »