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 stresstesting, accelerated aging tests and performance evaluations Analyse and interpret more »
USD and for Euribor contribution 2- ALM and Balance sheet management · Owner of the ILAAP · Management of structural risks · Organize the ALCOs · Owner of stresstesting framework and oversight of liquidity stress test models · Owner of FTP/CTP · Capital management 3- Recovery and Resolution Plan · Maintain … Recovery Plan · Maintain Resolution pack 4- Capital Stress testing. · Design and produce capital stresstesting · DFIN SPOC for Capital Adequacy Statement This role reports to the UK Head of Treasury ALM Summary of the key purposes of the role The key goals of the Head of Balance … ALM indicators versus granted limits and propose adequate actions to prevent any limit breached to ensure compliant with the ALM management framework; · Maintain liquidity stresstesting framework and oversee models for liquidity stress tests · Review ALM models and indicators limits in annual basis and validation with Head more »
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 »
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 »
Societe Generale Corporate and Investment Banking - SGCIB
and USD and for Euribor contribution ALM and Balance sheet management Owner of the ILAAP Management of structural risks Owner the ALCOs Owner of stresstesting framework and oversight of liquidity stress test models Owner of FTP/CTP Capital management Recovery and Resolution Plan Maintain the … Recovery Plan Maintain the Resolution pack Capital Stress testing. Design and produce capital stresstesting DFIN SPOC for Capital Adequacy Statement This role reports to the UK Head of Treasury ALM The responsibilities of the Head of Balance sheet risks management: Oversee and organize the ILAAP process … ALM indicators versus granted limits and propose adequate actions to prevent any limit breached to ensure compliant with the ALM management framework; Maintain liquidity stresstesting framework and oversee models for liquidity stress tests Review ALM models and indicators limits in annual basis and validation with Head more »
Greater Bristol Area, United Kingdom Hybrid / WFH Options
Procentia
Group Head of QA and Testing – Pension Software – Bristol Location: Emersons Green (Hybrid working) Salary: Up to £80,000 + bonus + benefits No agencies The Company You’re crucial to unlocking the potential of our market leading software (as voted for by our Clients – UK’s no.1 pensions … will demand. The Job It’s exciting times here at Procentia as we launch into our growth plan. Our new Group Head of QA & Testing will be crucial to us being renowned for our quality delivery as well as innovative products. As a strategic leader you’ll thrive in … setting direction for our QA and testing practice, you’ll enjoy working across UK and international borders and with international clients, and you’ll have an expert understanding of IT & software testing to build a function that adds another layer of strategic advantage to our business. You’ll more »
Risk Actuary with regards to the independent validation of the internal capital model for the Group’s Lloyd’s syndicates. Role Responsibilities Undertaking validation testing and analysis, across all test types and test categories, involving significant interaction with the capital modelling team. Assisting in the production of the annual … and any deep dive/thematic review reports required as part of the annual validation cycle. Involvement in the development, analysis and coordination of stress and scenario tests (including reverse stresstesting) in conjunction with the Actuarial Function and the wider business. Assisting in the production and … maintenance of the annual testing plan, the validation testing tracker, the capital modelling data requests tracker, and the validation findings log. Liaising with the Capital Modelling team on all aspects of validation testing, including the remediation of open validation findings. Enhancing the existing model validation process, in 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 »
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 »
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, stresstesting, legal documentation (e.g. MA, CSA), counterparty credit quality(PD, recovery rate) etc. Some knowledge and experience in topics such as statistics/ 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 »
Advanced degree in Economics, Finance or Quantitative fields Technical knowledge of financial markets, valuation methodologies and risk models (e.g., DCF, Multiple Approach, VaR, and stresstesting) Industry certifications are a plus (e.g., CFA, FRM, CAIA) Previous experience at recruiting and managing resources Relevant experience with illiquid asset underwriting more »
performed Ideally a qualification in Treasury (CertBALM) Demonstrable understanding regulatory requirements (ICAAP; ILAAP, RRP) of how a bank funds its balance sheet Understanding of stresstesting and scenario analyses The management of, or implementation of controls around balance sheet management activities The experience of working with stakeholders, the 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 »
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 »
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 »
oversight across the Bank’s key risks, performing risk management activities, developing and monitoring. The role will also assist with capital adequacy reporting and stresstesting, creating and providing reports and updates to assist the bank. Key responsibilities Monitor and evaluate risk factors to identify potential threats and … opportunities. Identify emerging risks and evaluate their potential impact on GHB’s 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 Bank’s regulatory documents (Risk 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 »
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 »
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 »
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 »
Firmwide Risk across Investment Banking, Private banking, and Wealth Management divisions • have financial services IT background working on Scenarios and scenarios models infrastructure, and stresstesting About us UBS is the world’s largest and the only truly global wealth manager. We operate through four business divisions: Global more »
Key aspects of the role will include: Conducting research on deep learning applied to audio, going beyond the state of the art Evaluating and stress-testing AI/ML models to ensure they are real-world ready and suitable for production Optimising and shrinking ML models to enable 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 »