throughout the organisation. Participate in the support and development of the Internal Capital Adequacy and Risk Assessment... Process (ICARA) and the Liquidity Management Framework, including facilitating scenario and stress testing workshops...
will join the Emerging Risk and Capital team to develop, maintain, and embed the Emerging Risk, Capital (ICARA), Stress Testing..., Reverse Stress Testing, and Wind Down frameworks across the business. In this role, you will support the team in quantifying...
across the model development process both in own work and in reviewing the work of colleagues. Oversee rigorous testing..., validation, and stress-testing of models to ensure accuracy, reliability, and alignment with industry best practices. Identify...
across the model development process both in own work and in reviewing the work of colleagues. Oversee rigorous testing..., validation, and stress-testing of models to ensure accuracy, reliability, and alignment with industry best practices. Identify...
in the following areas: Model Lifecycle Management, including model development, submission, execution and monitoring... capabilities such as the Parental Support Framework and Multiple Risk Ratings. Model coverage will include: Traditional...
for discussions of best practices and innovations in credit risk management, as well as business development of products and helping..., Regulatory themes, Trade Credit, Supply Chain, Investment Strategy, Private Markets, Stress testing, Early Warning, and climate...
, including the internal stress testing framework and interpreting regulation in conjunction with other stakeholders... knowledge of liquidity concepts and metrics such as US LCR, US Net Stable Funding Ratio (NSFR) and internal stress testing. The...
modelling, stress testing, BAU risk metrics) Perform back-testing and calibration of models to ensure accuracy, robustness.... Collaborative strategy development Work closely with FX dealers to integrate model findings into real-time risk management and FX...
or model development related role is essential Strong knowledge of / in credit risk or other risk (liquidity risk, ALM, stress... models and EUDAs covering credit risk, market risk, liquidity risk, Finance and stress testing. Are you looking for a role...
or model development related role is essential Strong knowledge of / in credit risk or other risk (liquidity risk, ALM, stress... covering credit risk, market risk, liquidity risk, Finance and stress testing. Are you looking for a role to be a part...
, Mathematics, Finance, Economics or a related field Expertise in stress testing models, scenario analysis and portfolio... that drive business value. Your ability to address challenges specific to financial services, such as risk modeling, fraud...
discipline for Retail including responsibility for model risk office, forecasting, stress testing and downturn planning. The...; understanding drivers of key movements and ensuring it reflects the risk in the portfolio. Support the development and embedding...
for a reinsurance entity. This includes monitoring liquidity position on the current book of derivatives, stress testing, as well... clients from different countries in offering solutions that can transfer both longevity and asset risk. This role offers...
as required Ensure that liquidity risk is managed in accordance with the Group Short-term Liquidity Policy and Liquidity Stress Testing... across Middle Office, Back office, short term liquidity risk management and collateral management. As well as overseeing the...
, implementation and maintenance of Stress Testing and Forecasting models Participate in business critical processes such as ICAAP... from you if… You have a strong background in IFRS9 impairments and stress testing You have extensive experience in developing, validating or monitoring Credit...
, covering: development, implementation and maintenance of Stress Testing and Forecasting models Leading business critical... impairments You have extensive experience in developing, validating or monitoring Credit Models (impairment, stress testing...