Model Risk Development, Stress Testing - Hybrid 1 day a week London Join this dynamic and inclusive digital bank... with their ambitious growth! The IFRS 9 and Stress Testing team plays a pivotal role in Model Risk & Analytics, developing and improving...
models (including stress-testing, value-at-risk, expected shortfall, LGD, PD, etc…) The Perks Your growth fuels...Job Title Python Model Developer - Risk Job Description So, who are we? Hello, we’re IG Group, an FTSE 250 Fintech...
methodology, Net Present Value modelling, capital modelling and stress testing. Monzo's Credit Risk (Risk and Compliance...) and Data Team Our mission in the Risk and Compliance is to To help Monzo grow safely The second line of defence Model...
and their implementation into the risk architecture that drive valuation, risk, and stress results. Model Validation as part of MoRM... space of Profit & Loss stress testing and Value at Risk Reviewing and challenging the mathematical/theoretical soundness...
of model analytics and their implementation into the risk architecture that drive valuation, risk and stress results. Model... testing and derive conclusions regarding the assessment of the model risk involved The study the mathematical models used...
of AI, you will collaborate with the Generative AI Risk Lead and Model Governance team to ensure Aviva’s model risk management framework keep pace... with AI adoption. This involves shaping and evolving Aviva’s risks and controls framework and ensuring the Model Risk and Independent...
and their implementation into the risk architecture that drive valuation, risk and stress results. The algorithmic trading model validation... The Model Risk Management (MoRM) team provides independent oversight and governance of model analytics...
Strong understanding/experience with industry-standard risk models (including stress-testing, value-at-risk, expected shortfall, LGD, PD...Job Title Credit Risk Manager Job Description So, who are we? Hello, we’re IG Group, an FTSE 250 Fintech...
based projects such as Model Risk, Basel, Stress Testing, FRTB, CCAR is an advantage - Solid mathematical finance...The Analytical Calculation Engine (ACE) Development Team is a group within Citi Financial Risk Technology, responsible...
. You will also be expected to provide operational risk input for the ORSA, Business Plan Risk Review, Stress Testing and Internal Model processes...; for example: in support of Stress Testing and Emerging Risk review. What you’ll need to succeed Operational risk experience...
operational risk, stress testing, reverse stress testing and recovery planning; Wind-down planning and testing; Risk management..., treasury risk management, risk modelling, target operation model design and enhancement, operational resilience and corporate...
, operational, model, and liquidity risk throughout the firm as well as enterprise wide stress testing. MARKET RISK Market Risk... into consideration risk appetite Collaboration with Risk Engineering colleagues on the development of new risk measures / stress tests...
management capabilities, like risk appetite, risk identification and group wide stress testing. The ERM Risk Appetite, Strategy... and Research team is responsible for the design, development and implementation of the group-wide risk appetite framework...
&L Planning. By applying a comprehensive forecasting and stress testing environment to these capabilities, FIS Balance Sheet.... About the team FIS Balance Sheet Manager is an enterprise-wide risk platform for banks with an impressive global client base...
. Understands Market, Principal or Structural Interest Rate risk, including Stress testing process, with reference to the product... corresponding audit testing approach, as well as the reporting on the effectiveness of controls that support a broad range of risk...
development: contributing in a number of ways to the Risk Technology solutions that we bring to market to address the needs... including Market Risk, Model Risk, Credit Risk, Counterparty Credit Risk and Liquidity Risk. Knowledge of Non-Financial Risks...
risk management programs, including scenario testing and stress-testing exercises to assess the organization's ability...) to ensure all aspects of operational risk are being effectively handled. Continuous Improvement & Scenario Testing: Lead...
. Understands Market, Principal or Structural Interest Rate risk, including Stress testing process, with reference to the product... corresponding audit testing approach, as well as the reporting on the effectiveness of controls that support a broad range of risk...
the FLP Model as needed and updated Model Risk documentations as applicable. Quarterly Fungible liquidity attestations... stress testing. The individual needs to be an innovative self-starter, with an ability to thrive in a fast-paced environment...
/ review of Important Business Services (IBS), setting impact tolerances, facilitating stress and scenario testing workshops... development and implementation of a programme of testing to assess ability to operate within defined impact tolerances. Work...