STRESS TESTING MARKET RISK jobs in UNITED KINGDOM, United Kingdom

focusing on stress testing using instantaneous market stress (IMS) scenarios and supporting adoption and rollout of capital...-bases stress loss (CBSL) based limits as part of the Global Systematic Stress Testing (GSST) programme. What you’ll...

Market Risk, IRRBB & FX Risk, Operational Risk and Model Risk management activities as well as the project management... activities (i.e. project risk) in the Bank. As an Assistant Vice President Market Risk (IRRBB), you will be specialising in IRRBB...

knowledge of risk metrics such as VaR, stress testing, scenario analysis; · Knowledge of one or more of ETRM systems...IRC224619 – RISK ANALYST (Market Risk Products) At Eni, we are looking for a Risk Analyst (Market Risk Products...

ability to apply risk management models and techniques such as Value at Risk models, Liquidity Risk models, backtesting and stress testing...Quant Market Risk Manager Hybrid 4 days per week £130,000 plus 30% Quant Capital is urgently looking for a Quant...

(ES), stress testing, option greeks. Knowledge and experience of some (or all) of the following service lines; market making... and practical. What we are looking for... a Market Risk Analyst who will support the Head of Risk to manage the company's complete...

and systems Deliver improvements to market risk processes, models and methodologies in the space of VaR, stress... Excellent knowledge of risk management methods and techniques, including Value at Risk, Stress Testing and Option Pricing...

and liquidity risk analytics, development of management information, stress testing, and hedging strategy with a particular emphasis...We are seeking a Market & Liquidity Risk Manager to join our collaborative team in Wolverhampton. You will be able...

portfolio, including: VaR back-testing, stress testing, scenario analysis Provide Market Risk input on new and group business... to fulfil that ambition. The role we are hiring for is a Market Risk Analyst who will be a focal point in supporting...

to Value at Risk (VaR), sensitivities (the Greeks), stress testing, risk capital calculations, etc. Support and contribute..., or Tier-1 investment bank. Detailed knowledge of Value-at-Risk, scenario analysis, back testing / stress testing, expected...

Greeks), stress testing, risk capital calculations, etc. Provide support within the Market Risk team for the validation... testing / stress testing, expected shortfall, and other market risk techniques. Knowledge of the market risk associated...

management models and techniques like Value at Risk, Liquidity Risk models, backtesting, and stress testing. Ability to lead...Description: My Client is looking for a risk manager to join their team. Manage day-to-day risk operations, drive...

Connect to your Industry Deloitte provides premium quality and testing services to a wide range of global clients..., solving the most complex testing challenges on their most significant and highest profile IT change programmes. Our team...

policies and procedures, risk appetite, stress and scenario testing, risk MI and risk governance. These to be delivered... implications. ·Advise on risk mitigation strategies and implementation across insurance risk, market risk, counterparty credit...

, as well as having the opportunity to get involved in Nationwide’s stress testing and contingency planning. The Framework & Modelling... understanding. Stress testing knowledge and ALM experience. A degree in a relevant subject (such as Finance, Mathematics, Physics...

principles – Initial Margin, Variation Margin, VaR, haircuts, stress testing, back testing etc Understanding of liquidity risk... risk methodologies and frameworks. The role is markets focussed with exposure to external market counterparts...

of the quantitative framework for the Bank's stress testing exercises. Market Risk: Includes the identification, measurement...), is a subject matter expert on a broad range of topics related to risk modelling and quantitative finance: credit and market risk...

Department: Investment Risk Location: London Reports To: Head of Market Risk and Stress Testing Level: 6 The Department... This role supports the oversight of fund market risk across all types of investment strategies, geographies, and global fund...