TRADED RISK STRESS TESTING jobs in LONDON, United Kingdom

risk models [e.g. Value at Risk (VaR)], and measurements (e.g. stress testing); second-line market risk management... management, modelling, and measurement (including market risk factor sensitivities, VaR, and stress testing) Audit issue...

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...

, Value-at-Risk, Stress Testing, Liquidity, Regulatory Capital, & also developing tools for Portfolio Analytics. The incumbent... pricing and risk models across different various asset classes like Fixed Income Cash and Derivatives, OTC and Exchange-traded...

and Non-Traded Market Risk: Support enhancements to our ALM system as the core analytical and stress testing tool to inform... balance sheet Provide oversight to bank’s Funding & Liquidity risk including review of the Funding plan, stress testing...

: Monitoring liquidity risks relating to the firm’s business activities Leading enhancement and development of liquidity stress... testing assumptions Working with the lines of businesses to determine near, medium and long term liquidity and funding...