MODEL RISK MANAGEMENT STRESS jobs in United Kingdom

As the Market Risk Capital and FRTB Management Lead, you'll oversee planning and delivery for traded market risk... Traded Risk Management and business needs. Provide capital methodology expertise for new products, including interpretation...

Model Oversight Committee. Assists with the design and implementation of stress tests to be carried out on risk types... Enterprise Risk Management ('ERM') Team supporting the UK/EU Chief Risk Officers ('CRO') and ERM Senior Actuary. Under general...

to Sr. Management, Risk Committees as well as regulators and end clients; work with internal and external model validators... Clearing Quantitative Risk Management department. Our Quants team are working with complex and advanced modelling and we're...

Risk Management (MoRM) team provides independent oversight and governance of model analytics and their implementation... into the risk architecture that drive valuation, risk and stress results. The algorithmic trading model validation team...

analytics, statistical modelling and portfolio management. As a global team, QR partners with traders, marketers and risk... management, inventory and portfolio optimization, electronic trading and market making, and appropriate financial risk controls...

such as stress testing major UK banks. Within the division, the team advises the PRA on IRB rating systems, credit risk measurement... management strategies. Liaise with other departments to ensure compliance with risk policies and regulations. Prepare...

practices around insight into movements, data, controls, model risk management, model monitoring and maintenance, reporting... development, delivery and/or validation of credit risk models under one or more of the IFRS9, IRB and forecasting/stress testing...

(IBR) and have the responsibility for counterparty and platform risk management. As a risk manager in In-Business Risk (IBR... Market Risk, Credit Risk, and stress test developers to create and utilize models for accurate measurement of clients...

risk models under one or more of the IFRS9, IRB and forecasting/stress testing regimes Understanding of the management... their wider credit measurement ecosystems; for example practices around insight into movements, data, controls, model risk...

ability to apply risk management models and techniques such as Value at Risk models, Liquidity Risk models, backtesting and stress testing.... We are looking for a Risk Manager to shape risk management practice at one of the largest futures and options clearing houses in the world...

further include the sourcing and management of maritime transportation and logistic services, and the provision of oil risk... of risk metrics such as VaR, stress testing, and scenario analysis; · Knowledge of one or more ETRM systems...

, as well as risk management initiatives where necessary; Lead the delivery of Internal Model Validation for HUAL, including a key co... enhancement of the Enterprise Risk Management (ERM) framework, and provision of risk reporting throughout the 1ST Line and to the...

-business risk (IBR) and have the responsibility for counterparty and platform risk management of Citi’s cash and synthetic... you will also be acting as the key in-business escalation point for emerging counterparty risk events and crisis management and be responsible...

Job Description: This position is within Chubb's Risk Management Function. Risk Management at Chubb is viewed... as critical to the success of the organisation by supporting and challenging the first line risk management activities. The role...

company's risk culture by promoting risk management best practices Adopt a model of continuous improvement to allow the...: Support the Head of Risk in implementing the global risk management strategy for the organization Help strengthen the...

monitoring of risk exposures. Understanding our risk management methodologies include initial margin model, stress testing... level risk management and reporting, including monitoring of all aspect of market risk for ForexClear. The team is a hybrid...

Excellent knowledge of risk management methods and techniques, including Value at Risk, Stress Testing and Option Pricing... of one of the energy trading desks, being responsible for executing market risk management strategies across gas, power...