1 to 25 of 45 Stress Testing Jobs in London

Framework, Basel IV, CRR II/CRD V, FRTB, IRRBB and Liquidity Risk would be valuable Understanding of Risk business processes including but not limited to VAR, Risk Limits, Stress testing, ILAAP and ICAAP, Default Probability, Exposure at Default, Loss given Default. A demonstrable interest in the digitisation of investment banks and an understanding of the Risk Technology … Java, Scala, XML/FpML and Power BI Data architecture, data lineage and all aspects of AI including, but not limited to, NLP, ML, deep learning and Generative AI Testing/quality engineering; experience of test automation will be beneficial Process Automation, BPM and Digital Platforms, e.g. Pega Cloud technology (knowledge of any or all of Azure, AWS and More ❯

non-technical stakeholders, including senior executives in banking and insurance Nice to have Ph.D. in Data Science, Computer Science, Statistics, Mathematics, Finance, Economics or a related field Expertise in stress testing models, scenario analysis and portfolio optimization We offer EPAM Employee Stock Purchase Plan (ESPP) Protection benefits including life assurance, income protection and critical illness cover Private medical More ❯

non-technical stakeholders, including senior executives in banking and insurance Nice to have Ph.D. in Data Science, Computer Science, Statistics, Mathematics, Finance, Economics or a related field Expertise in stress testing models, scenario analysis and portfolio optimization We offer EPAM Employee Stock Purchase Plan (ESPP) Protection benefits including life assurance, income protection and critical illness cover Private medical More ❯

model development, implementation, validation, or oversight in areas such as credit risk (retail and/or wholesale), PD/LGD/EAD estimations, IFRS9, operational risk, asset & liability management, stress testing, sensitivities, or time series modeling. Responsibilities Support the implementation of the Group's target operating model for the second-line Model Validation function. Ensure models are fit … with CBG's strategy and objectives. Perform independent reviews of models, including capital, IFRS9, and pricing models: Understand model purpose, mathematical basis, implementation, and limitations. Assess model behavior under stress, such as in capital calculations. Conduct rigorous testing to evaluate risk representation, suitability, robustness, calibration stability, performance, and distributional tests. Apply quantitative and qualitative validation techniques, including independent More ❯

and drive innovative approaches to calculating impairment provisions while remaining compliant with our internal policies and external regulations. You'll be owning and enhancing the loss forecasting framework, supporting stress testing and capital allocation. We look for bright individuals with a passion for translating numbers into business opportunities and delivering insights to drive decision-making - if this resonates … what we can implement. A day in the life Finding insight in our data and explaining trends in impairment provisions. Producing impairment forecasts to support business budgeting exercises and stress testing. Overseeing the implementation of new IFRS9 impairment models and updates to existing ones. Using advanced statistical techniques to predict customer behavior or forecast future losses. Designing and maintaining More ❯

and DMA, plus award-winning data, insights and analytics. The Treasury team is responsible for all aspects of treasury risk management including funding, liquidity management, cash flow forecasting, liquidity stress testing, and foreign exchange and interest rate risk management. The Treasury Project Manager/BA will support tactical and strategic automation objectives utilising in-house and externally sourced More ❯

Pandas, NumPy, SciPy) to manipulate, analyze, and visualize market data. Build and maintain data pipelines for efficient ingestion, transformation, and cleansing of financial data from various sources. Conduct back-testing and stress-testing exercises to assess the effectiveness of risk models and identify potential risk scenarios. Generate clear and concise reports on market risk exposures, trends, and More ❯

exposure to financial institutions, governments and corporates that trade with Citi. The team builds and maintains software that provides a complete platform for our users: limit monitoring, exception management, stress testing analysis and escalation workflow capabilities are some key areas of focus. Our users rely on the system for an integrated view of trades, collateral, market data, across … ethical judgment regarding personal behaviour, conduct and business practices, and escalating, managing and reporting control issues with transparency. Ideal background Hands-on practical experience delivering system design, application development, testing, and operational stability for data delivery architectures. Full-stack developer with 6+ years of experience in designing and developing robust, scalable, and maintainable applications applying Object Oriented Design principles. More ❯

portfolio-level reporting and MI, with clear accountability for credit performance, pound loss curves, and key risk indicators. Own the development of strategic forecasting and portfolio performance monitoring, including stress testing, scenario analysis, and long-term forecasting of defaults and losses. Support the monitoring of financial covenants and key commercial metrics linked to funding structures, including external investor More ❯

interaction with the senior management. Strong data and analytical skills are a must, as is a deep expertise in credit risk modelling and IFRS 9 provision methodology. Experience in stress testing, IRB modelling, retail credit originations, Net Present Value modelling, Scorecard modelling and Capital are desirable, but not essential. End-to-end development and maintenance of IFRS More ❯

looking for a Risk Analyst to support the day-to-day risk management of our OTC foreign exchange clearing service. The role focuses on monitoring exposures, supporting margin and stress-testing processes, and contributing to default management readiness. This is a technical and collaborative position that will work closely with internal teams, clearing members, and market participants. The … day exposure assessments, including pre-close checks and margin impact analysis. Validate data inputs and pricing models used in risk calculations and margin processes. Support the review and back-testing of risk models to ensure alignment with market behavior. Ensure consistent application of risk policies and contribute to periodic reviews of risk processes. Stress Testing Maintain and … update stress-testing scenarios to reflect relevant market risks. Evaluate the impact of market stress on member exposures and assess Default Fund adequacy. Ensure inclusion of new products and scenarios within the stress-testing framework, as appropriate. Default Management Assist with the execution of default management drills and contribute to post-event analysis. Support interactions More ❯

build/deployment pipelines via GitHub Actions. Automated tests will be built on .Net using the C# language with a Behaviour Driven Development (BDD) approach and supplemented with exploratory testing where applicable. The role will entail collaborating closely with agile team members from other disciplines to deliver quality releases to the client which are supported by risk-reducing, maintainable … Responsibilities Contribute to the building and maintenance of automation test frameworks built on .Net with C# BDD. Contribute to the creation of automated test solutions for functional and regression testing of Calastone's suite of software products. Functional and Regression testing of all code and configuration changes. Documentation of QA processes, practices & buildout of the QA knowledge database. … Contribute towards the integration of automated test solutions into the engineering build pipeline (Continuous Integration), including triggering of test suites via GitHub Actions. Conduct appropriate exploratory testing to support Calastone's agile approach and in accordance with QA industry best practices. Liaise with DevOps, Engineering, Operations and Client Delivery to apprehend technical change, their priorities and testing requirements. More ❯

Citi Financial Risk Technology, responsible for developing and implementing the applications used for derivatives credit risk and exposure calculations Firm-wide. The team's primary focus is the development, testing, deployment, and maintenance of the production derivatives credit risk application, used for internal risk management and regulatory capital purposes. The Counterparty Credit Risk Senior Application Developer position is a … role will involve tasks such as: Developing and maintaining the Counterparty Credit Risk applications, leveraging in-house Python and C++ model libraries. Supporting and improving CI/CD (build, testing and release management) of the credit risk application. Contributing to the codebase to optimize performance and consolidate the workflow across asset classes. Extending existing test suites, including unit, regression … and integration tests. Performance and memory profiling. Assisting in the execution of impact analysis testing runs. Identifying and developing calculation optimization improvements Working on documentation. Working with Front Office teams to integrate quant library/technology enhancements into the codebase. Utilizing in-depth specialty knowledge of applications development to analyze complex problems/issues, provide evaluation of business process More ❯

track record in developing and maintaining mission-critical, high-load production systems with 99.999% SLA Proven experience in supporting rapid and agile product deployments across different environments - dev, test, stress-testing, staging/production. Your attributes Loves challenging the status-quo Ability to work autonomously yet collaboratively Prepared to be bold yet consistent with your engineering principles Logical … ethical, mature and responsible Fast learner, humble and loves to share knowledge Calm and exercises positive level of stress in exceptional circumstances such as; production issues, timeline requirements Bonus points Experience in working within a high-growth environment in the financial services or fintech industry Experience in other cloud platforms (Azure, Google) Experience in other programming languages Experience with More ❯

trust and discipline. Risk Reporting and Analysis Produce and maintain regular risk reports, including: o Off-Market Reports o Risk Management Summaries o Trading & Banking Reports o Cashflow Mismatch & Stress Testing o LCR, RDA ,CDS Monitoring, Bond Reporting,and more Reconcile and validate data,source market rates, and ensure reporting accuracy Risk Processes & Methodology Support on going enhancements More ❯

and valuation models. Rebuild models in Python or other quantitative libraries to benchmark performance and accuracy. Review model documentation, assumptions, numerical methods, calibration techniques, and risk sensitivities. Conduct quantitative testing including backtesting, stress testing, and scenario analysis. Liaise with model developers and Front Office quants to understand model design and propose improvements where necessary. Contribute to validation More ❯

and valuation models. Rebuild models in Python or other quantitative libraries to benchmark performance and accuracy. Review model documentation, assumptions, numerical methods, calibration techniques, and risk sensitivities. Conduct quantitative testing including backtesting, stress testing, and scenario analysis. Liaise with model developers and Front Office quants to understand model design and propose improvements where necessary. Contribute to validation More ❯

or statistics. Advanced coding skills (Python/APIs, SQL, VBA) and a strong understanding of databases. Knowledge of SQL. Knowledge of market risk concepts and models such as VAR, stress-testing, back-testing, and FX hedging strategies. Strong communication skills and proven ability to explain complex topics clearly to all audiences, including senior management. Ability to work … a business. Our culture rewards curiosity and drive, so the best ideas triumph and everyone here can make an impact. Please let us know ahead of the interview and testing processes if you require any reasonable adjustments or assistance during the application process. We're also proud to be certified a 'Great Place to Work'. Read more about More ❯

risk management framework, drafting of risk policies and procedures for new and existing businesses, ensuring compliance with relevant regulatory requirements Perform quantitative risk analysis on market risk (e.g. VaR, stress testing, scenario analysis), with insightful commentaries to traders and senior management Set up and review trading limits systematically using scripting tools Monitor funding risk and ensure integrity of More ❯

in financial derivatives products in multiple asset classes preferred Prior experience in applying risk management models and techniques such as Value at Risk models, Liquidity Risk models, backtesting and stress testing models will be an advantage. Ability to be a team player and to collaborate with other teams Ability to conduct research, analyze problems, formulate and implement solutions More ❯

for trust and discipline. Risk Reporting and Analysis Produce and maintain regular risk reports, including: o Off-MarketReports o Risk Management Summaries o Trading & Banking Reports o Cashflow Mismatch & Stress Testing o LCR, RDA ,CDS Monitoring, Bond Reporting,and more Reconcileandvalidatedata,sourcemarket rates, andensurereportingaccuracy Risk Processes & Methodology Support on going enhancements to risk tools and processes (Excel, Access More ❯

span the organization, the lines of defense and risk categories. These programs and processes include risk identification, risk appetite and limits, risk frameworks and policy, enterprise risk analytics/stress testing, new activity risk management, strategic risk management and climate risk pillars. The Head of ERM also oversee the Risk Transformation and reports directly to the Citigroup Chief More ❯

engagements in electronic market making and pricing automation. Develop, document, and validate models in alignment with regulatory and internal governance requirements. Provide structured scenario analysis and contribute to market stress testing frameworks. Stakeholder Engagement & Delivery Interface with client teams across Trading, Risk, and Technology to understand requirements and deliver customized solutions. Translate technical outputs into actionable insights for More ❯

service, technology, and compliance. Analyze internal processes to detect potential weaknesses or vulnerabilities, focusing on areas such as data security, fraud prevention, and system outages. Conduct scenario analysis and stress testing to evaluate the organization's preparedness for operational disruptions. Collaborate with functional teams to design, implement, and monitor operational risk controls, ensuring alignment with the organization's More ❯

develop scalable solutions Help solve cross-platform engineering challenges and contribute creative ideas to the improve quality Implement and evolve QA processes to get effective test signal and scale testing efforts across multiple products Define quality metrics and implement measurements to determine test effectiveness, testing efficiency, and measure the overall quality of the product Partner with engineering and … Computer Engineering, Electrical Engineering or equivalent 3+ years of quality assurance and test engineering experience Experience in Python, PHP, Java, C/C++ or equivalent coding language Experience in testing and debugging web or mobile applications Organizational, coordination, and multi-tasking experience Hands-on experience with test planning, test designing and execution, performance and stress testing, implementing … client and server systems Communication, analytical and problem-solving experience Knowledge of industry standard test automation tools & automation frameworks Preferred Qualification Experience in managing black box and white box testing Experience working with medium to large engineering teams Show creativity and initiative to improve product coverage and effectiveness Experience communicating with technical and non-technical stakeholders across all levels More ❯