in empirical data analysis, risk modeling, and stress testing. Proven interpersonal and communication skills at both the executive.... Standards for the company’s Internal Control Framework including testing requirements across Operational risk types. Issues...
evaluating Infusion). Work alongside the Head of Quant Research to develop analytics for VaR, stress testing, and scenario...
: VaR back-testing, stress testing, scenario analysis Develop and refine the fair economic valuation approach for power deals... Power market risk experience with an excellent understanding of market risk fundamentals (P&L, exposure, VaR, stress testing...
. Build and maintain risk management systems, including tools for portfolio risk analysis, stress testing, and scenario... with risk management tools like VaR (Value at Risk), CVaR, Monte Carlo simulations, stress testing, and scenario analysis...
and asset classes across industries and geographies. Apply market/ investment risk methodologies including stress testing..., scenario analysis, tail risk analysis, Value at Risk ("VaR") assessment on the firms portfolios across asset classes...
across geographies in developing and executing local climate risk requirements, including scenario analysis and stress testing... / Qualifications: Extensive experience in climate risk or financial risk management Experience of scenario analysis / stress testing...
-quality testing Design and Execute Tests: Develop test strategies for every scenario, including Black Box, White Box, Stress... automation frameworks, and getting hands-on with hardware to ensure rigorous testing of our software and systems. Edinburgh...
Process (ICARA) and the Liquidity Management Framework, including facilitating scenario and stress testing workshops.... Contribute to stress testing and scenario analysis, as well as wind-down plans. Utilise the internal Monte Carlo simulation...
, 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...
, including CCR capital stress testing and stress scenario design. Complete counterparty risk stress testing exercises mandated... exams, stress testing, and risk management across EMEA and other regions, working with key stakeholders and regulators...