TRADED RISK STRESS TESTING jobs in UNITED KINGDOM, United Kingdom

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

where applicable. Produce market risk capital inputs and coordinate delivery related to ICAAP Pillar 2A, Pillar 2B stress testing...As the Market Risk Capital and FRTB Management Lead, you'll oversee planning and delivery for traded market risk...

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...

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...

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

: 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...