1 to 25 of 39 Stress Testing Jobs

the Firm's internal capital assessment. Capital models cover market risk, issuer risk, counterparty risk, settlement risk, operational risk, business risk; Undertaking entity-wide stress testing and scenario analysis and supporting the stress testing infrastructure of the wider Jefferies Group across risk disciplines; Assessing Group's … top down/firm-wide reporting and key metrics with focus on concentrations and diversification; The implementation and maintenance of the Risk Management Framework, Stress Testing Framework, Risk Appetite Framework (including risk appetite definition and calibration), Country Risk Framework, Business Model Analysis, and Risk Strategy and Governance of … projects and strong understanding of risk management frameworks; Developed, maintained and/or executed one or several of the following components: economic capital models; stress testing and scenario analysis; capital planning and allocation; regulatory capital assessments. Analytical and numerate, comfortable managing financial data and MI, with strong excel more »

with the bank s risk appetite to senior management. Daily aggregation, validation, and monitoring of risk. Regular reporting of risk positions, limit breaches, and stress testing results for branch management and regulatory compliance. Identification and investigation of changes to risk profile, including analysis of VaR and stress … transaction requests, identifying, and assessing the key risk issues, including capital impacts. Responsible for modelling and monitoring of IRRBB and transaction FX risk. Develop stress testing scenarios, reverse stress testing and stress testing platform. Develop a good understanding of risk systems and help to … of knowledge of Rates, FX and/or Credit markets and products. Demonstrable knowledge of derivative pricing, VaR methods, market data analysis, IRRBB and stress testing. Strong technical skills in VBA, SQL, Matlab, and/or C++, etc. Ability to understand and interpret complex business requirements. Ability to show more »

Cloud QA Requirements Testing: TDD, BDD, end-to-end, load testing, Stress Testing Location Location: London Hybrid: 2 days a week in the office including a Thursday eligibility to work in the UK Role Overview As a Senior Test Engineer, ideally with experience in the media … wide data toolset, spanning data ingestion, transformation, developing systems for ingest, processing, and in summarization of audience data. Key Skills and Responsibilities You will: Testing: TDD, BDD, end-to-end, load testing, Stress Testing Database experience Have experience in cloud development, specifically the AWS suite (DynamoDB … EC2, Lambda, load balancers, cloud formation and cloudwatch) Have expertise in developing for operational and non-functional concerns (monitoring integration, performance testing, scale, availability and resilience, security considerations) with tech such as Gatling/SBT. Strong communication skills: you will need to effectively interact with other developers, non-developers more »

As a member of the Credit Risk Analytics team, your role will include: Improve and develop credit model capabilities focussing on IFRS9, IRB and stress testing approaches across the full range of credit products. Providing credit measurement modelling and analytics Supporting 1st Line teams with the build of … and assurance of RWA through challenge of methodological approaches and quality of implementation to identify material weaknesses Credit Risk projects inc. acquisition due diligence, stress testing and Quality Reviews Leading a small team of modelling specialists Sskills and professional experience Credit modelling skills and experience in the development … delivery and/or validation of credit risk models under one or more of the IFRS9, IRB and forecasting/stress testing regimes Experience of the management of credit financials, associated governance and stakeholder perspectives Have worked within the financial services industry and the credit fundamentals of different more »

As a member of the Credit Risk Analytics team, your role will include: Improve and develop credit model capabilities focussing on IFRS9, IRB and stress testing approaches across the full range of credit products. Providing credit measurement modelling and analytics Supporting 1st Line teams with the build of … and assurance of RWA through challenge of methodological approaches and quality of implementation to identify material weaknesses Credit Risk projects inc. acquisition due diligence, stress testing and Quality Reviews Leading a small team of modelling specialists Connect to your skills and professional experience credit modelling skills and experience … in the development, delivery and/or validation of credit risk models under one or more of the IFRS9, IRB and forecasting/stress testing regimes of the management of credit financials, associated governance and stakeholder perspectives of the financial services industry and the credit fundamentals of different more »

activities, including the preparation of daily, weekly and monthly market risk reports, including but not limited to Value at Risk (VaR), sensitivities (the Greeks), stress testing, risk capital calculations, etc. Provide support within the Market Risk team for the validation and development of risk models, including system testing … Office teams. Use a quantitative approach and analysis to support the risk control team on its methodologies - including limits (notional and vega), VaR back testing and assumptions. Prepare analysis as directed by the head of the team for consideration by the Risk Committee and/or New Business Committee … in risk management within an energy or commodity trading company, or Tier-1 investment bank. Detailed knowledge of Value-at-Risk, scenario analysis, back testing/stress testing, expected shortfall, and other market risk techniques. Knowledge of the market risk associated with physical commodities, traded and real more »

Management Software Engineering. Candidate will be responsible for functions within Quantitative Risk Management for developing and maintaining risk models for margin, clearing fund and stress testing with the focus on developing and maintaining risk model software in production, and environments and infrastructure used in model implementation and testing. … Responsibilities: Collaborate with other developers, quantitative analysts, business users, data & technology staff to expand QRM's technical capabilities for model development, back-testing and monitoring. Develop and maintain software and environments used to implement and test systems for pricing, margin risk and stress testing of financial products … AWS cloud environments and deploy QRM's software on these resources. Develop CI/CD pipelines. Configure, execute, and monitor execution pipelines for model testing, back-testing and monitoring. Contribute to development of QRM's databases and ETLs. Integrate model prototypes, model library and model testing tools more »

Financial Institution is currently seeking a Principal Java Risk Management Software Engineer. Candidate will develop and maintain risk models for margin, clearing fund and stress testing with the focus on developing and maintaining risk model software in production, and environments and infrastructure used in model implementation and testing. … Candidate will collaborate with other developers, quantitative analysts, business users, data & technology staff to expand the technical capabilities for model development, back-testing and monitoring. Responsibilities: Develop and maintain software and environments used to implement and test systems for pricing, margin risk and stress testing of financial … AWS cloud environments and deploy QRM's software on these resources. Develop CI/CD pipelines. Configure, execute, and monitor execution pipelines for model testing, back-testing and monitoring. Contribute to development of QRM's databases and ETLs. Integrate model prototypes, model library and model testing tools more »

to ensure the software created by developers is fit for purpose. Responsibilities Working with software developers and project teams Monitoring applications and software systems Stress testing Performance testing Functional testing Scalability testing Writing and executing test script Running manual and automated tests Testing in … Undertake full regression test plan prior to release sign-off Create new Jira tickets for any identified bugs, features and improvements as identified in testing, by the team or by client request Update testplans to include new and amended functionality Requirements Strong verbal and written communication skills with the more »

role is responsible for one or more functions within Quantitative Risk Management (QRM) who develops and maintains risk models for margin, clearing fund and stress testing with the focus on developing and maintaining risk model software in production, and environments and infrastructure used in model implementation and testing. … capabilities for model development, backtesting and monitoring. Develop and maintain software and environments used to implement and test systems for pricing, margin risk and stress testing of financial products and derivatives. Configure and manage resources in the local and AWS cloud environments and deploy QRM's software on … these resources. Develop CI/CD pipelines. Configure, execute, and monitor execution pipelines for model testing, backtesting and monitoring. Contribute to development of QRM's databases and ETLs. Integrate model prototypes, model library and model testing tools using best industry practices and innovations. Create unit and integration tests more »

will do: Own and deliver against the model development and periodic review plan for your specific model area (commercial, retail unsecured, retail mortgages or stress testing models) Ensure the model development and periodic model review documents are accurate, clear, concise, and complete before submitting to the Model Governance … the agreed timeframes. This includes actions raised by the Independent Model Validation (IMV) team, the Internal Audit (IA) team, and external auditors Conduct control testing as part of the wider credit risk model development team's annual Risk and Controls Self-Assessment (RCSA) And we are a bank so … means for you, Metro Bank and all our stakeholders Knowledge of IFRS9, Pillar 1, Pillar 2A, and Pillar 2B capital requirements, as well as stress testing and ICAAP Understanding of financial products, risk management, CRR and PRA regulatory requirements Expert knowledge of SAS - significant experience in the use more »

roles for the global markets business; playing a key role in the implementation of liquidity transfer pricing, maintenance of liquidity related management actions in stress, and the wider liquidity risk assessment in the entity ILAAP; and, contributing to the Recovery & Resolution Planning (RRP) for the delivery of liquidity aspects … Recovery Plan (GRP), implementing and managing Liquidity related Resolvability Assessment Framework (RAF) requirements, and other areas of Finance and Risk on the wider Liquidity Stress Testing and the Enterprise wide Risk Management Framework (ERMF). Role Requirements Knowledge of a global markets business and the Liquidity risk profiles … funding (Funds Transfer Pricing) and the regulatory parameters it is required to meet Experience with model documentation of liquidity risk drivers Demonstrable experience of Stress Testing and Recovery & Resolution planning Demonstrate a strong risk control mindset Strong modelling and analytical skills Advanced stakeholder management skills with proven ability more »

validated including periodic review of assumptions Collaborate with other teams within Finance (e.g. Prudential Planning, Capital team), Wholesale (e.g. BRM, Rates) and Risk (e.g. Stress Testing Group) to deliver and continuously comply with the TWD and RRP requirements Involvement in strategic IT development and UAT on model implementation … business and the risk profiles of their associated securities products (for example derivatives prime brokerage secured funding and structured lending) Strong modelling skills/stress testing able to model resolution scenarios where you are analysing what part of the bank will be run down and what will not. 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 stress testing to ensure the accuracy and effectiveness of risk management & trading strategies. Proactively explore and develop new tools & approaches to more »

RAN Testing Expert Location: Hybrid role, based in Camberley, Surrey. Duration: 3 months rolling contract Rate: £400/day Inside IR35 Responsibilities: Test Planning and Execution : Design and develop test plans, test cases, and test scripts for 4G and 5G RAN elements. Execute test cases manually and through automation … teams to resolve them. System Validation : Validate end-to-end 4G and 5G network solutions, including RAN elements, core network, and interfaces. Conduct performance testing, scalability testing, and stress testing. Evaluate system behavior under different load conditions. Automation and Scripting : Proficiency in Scripting languages (Python, Shell) for more »

risk and controls, as well as client responsiveness. Key responsibilities of the group include credit analysis and approvals, documentation, risk identification, exposure monitoring and stress testing. ICM coordinates with credit management groups across ICG businesses to ensure full alignment on business and regulatory goals, as well as consistency and … Risk management of financial products such as derivatives and financing transactions. Ideally the candidate will have a good grasp of financial risk calculations (VaR, Stress Testing) Ability to work well with cross-functional teams from Business, Credit, Legal, Operations and Compliance Strong written and verbal communication skills Sound more »

that controllers, risk management, and deal-making teams use to project, monitor and report externally to regulatory for both regular business activity and under stress scenarios. YOUR Impact: We conduct our business in increasingly complex markets. Our people must continually find new ways to provide access to capital, manage … externally reported capital metrics that play a key role in determining forward-looking business strategies and decisions in an evolving regulatory landscape Provide ongoing testing and support for existing models Documentation and quality control of models Work in a dynamic, fast-paced environment that provides exposure to all areas … Comfortable with multi-tasking, managing multiple stakeholders and working as part of a team Experience building pricing and risk models or familiarity with capital, stress testing and resolution planning ABOUT GOLDMAN SACHS At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and 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 »

role is responsible for one or more functions within Quantitative Risk Management (QRM) who develops and maintains risk models for margin, clearing fund and stress testing with the focus on developing and maintaining risk model software in production, and environments and infrastructure used in model implementation and testing. … This role will collaborate with other developers, quantitative analysts, business users, data & technology staff to expand QRM's technical capabilities for model development, back testing, and monitoring. 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 »

DevOps, CICD, AWS, Containers, terraform, Etc. Responsibilities: Develop and maintain software and environments used to implement and test systems for pricing, margin risk and stress testing of financial products and derivatives. Configure and manage resources in the local and AWS cloud environments and deploy QRM's software on … these resources. Develop CI/CD pipelines. Configure, execute, and monitor execution pipelines for model testing, backtesting and monitoring. Contribute to development of QRM's databases and ETLs. Integrate model prototypes, model library and model testing tools using best industry practices and innovations. Create unit and integration tests 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 »

role is responsible for one or more functions within Quantitative Risk Management (QRM) who develops and maintains risk models for margin, clearing fund and stress testing with the focus on developing and maintaining risk model software in production, and environments and infrastructure used in model implementation and testing. more »