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...
using SAS and R, with a deep understanding of Credit Risk. In-depth knowledge of stress testing model development...Business Unit: Model Risk Management, IFRS9 and Stress Testing Salary range: £60,000 - £75,000 per annum DOE + red-hot...
&O, Risk Management, and Business Continuity to develop and publish the Recovery & Resolution Planning and Stress Testing... will be accountable for supporting Stress Testing and RRP-related projects, such as: Performance of stress testing analysis, development...
future of market risk management. You will have the opportunity to lead strategic projects that enhance our stress testing... Risk Stress Test Lead - Vice President in the Firmwide Market Risk team, you will be at the forefront of stress testing...
management, technology, model development or model risk roles Chief Operating Office (COO) Group The COO group supports... development for model risk technology and analytics. They manage model risk reporting, oversight committees, and regulatory...
estimations, IFRS9, operational risk, asset & liability management, Economic Capital, stress testing, sensitivities, time series... Risk Management (MRM) team is responsible for end-to-end model risk management across the Group. The team assesses...
more Virgin. Our Team Our IFRS 9 and Stress Testing team sits at the core of Model Risk & Analytics. We carry out model... testing, ideally using SAS and R, and Credit Risk knowledge Excellent knowledge of IFRS 9, IRB and stress testing model...
Concurrent Stress Testing) models. These models are built for our Secured portfolios being Owner Occupier, Buy-to-let and legacy... Manager, you will work on a variety of technically demanding model development projects, analysing complex problems to provide...
risk management programs, including scenario testing and stress-testing exercises to assess the organization...) to ensure all aspects of operational risk are being effectively handled. Continuous Improvement & Scenario Testing: Lead...
complex quantitative risk investigations, including stress testing, scenario analysis, and capital impact assessments... the development and broader integration of a right sized Risk Management framework for the Company Lead and oversee...
risk measures, metrics, concepts, and methodologies: VaR, CVaR (ES), stress testing, option greeks. Knowledge... Adopt a model of continuous improvement to allow the organization to refine risk management processes, enhance controls...
. 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...
Managing product risk, including credit limit and settlement risk monitoring, limit exception management, stress testing, risk... working knowledge of methods used to model and monitor credit risk across various products, and be able to guide junior team...
approaches, namely stress testing, scenario analysis, VaR, risk sensitivities, and limits. Experience with intra-day controls..., and partner closely with Trading, Business Control Management, Technology, Model Risk Governance & Review (MRGR), and Quantitative...
such as Value at Risk models, Liquidity Risk models, backtesting and stress testing models Ability to be a team player as well... Collaborate with colleagues on key policy and methodology development Documentation of risk polices and models to clearing...
assessments (e.g. ICARA / ICAAP), including operational risk, stress testing, reverse stress testing and recovery planning; Wind...-down planning and testing; Risk management, strategy and business model analysis; Prudential consolidation and group arrangements...
, and stress testing for complex FX products. This position requires a candidate with strong analytical skills, risk expertise... with model development, implementation, and governance Skills: Proficient in market risk methodologies including potential...
comprehensive solutions to industry wide challenges in Credit Risk, including IFRS 9, Stress Testing, IRB and Basel, Model Risk... models on a technical basis Perform analytical/monitoring testing around models within the credit risk space (IRB, Stress...
in empirical data analysis, risk modeling, and stress testing. Proven interpersonal and communication skills at both the executive... for overseeing the development, implementation, and management of the global enterprise-wide framework for Operational Risk...
Power market risk experience with an excellent understanding of market risk fundamentals (P&L, exposure, VaR, stress testing... of European power markets to manage risk identification of model/portfolio assumptions, and market inputs Collaborate...