CREDIT STRESS TESTING ANALYTICS jobs in United Kingdom

sits in Enterprise Risk Analytics (ERA), and will review and challenge the stress testing process, which requires proven... the analytics expertise on both the loss models and scenario models to support the firmwide stress testing program...

, your role will include: Improve and develop credit model capabilities focussing on IFRS9, IRB and stress testing approaches... weaknesses Credit Risk projects inc. acquisition due diligence, stress testing and Quality Reviews Leading a small team...

: Helping our clients improve and develop their credit measurement capabilities focussing on IFRS9, IRB and stress testing... how and where it matters most. Connect to your opportunity As a member of the Credit Risk Analytics team, your role will include...

measurement capabilities focussing on IFRS9, IRB and stress testing approaches across the full range of credit asset classes... development, delivery and/or validation of credit risk models under one or more of the IFRS9, IRB and forecasting/stress testing...

: Improve and develop credit model capabilities focussing on IFRS9, IRB and stress testing approaches across the full... Credit Risk projects inc. acquisition due diligence, stress testing and Quality Reviews Leading a small team of modelling...

, documentation, risk identification, management, monitoring, administration, and stress testing. In this role, the ICM Portfolio...Institutional Credit Management (ICM) works closely with our front line businesses to serve as a critical component...

, documentation, risk identification, management, monitoring, administration, and stress testing. In this role, the ICM Portfolio... risk policy analyses and projects as required Participate in developing, testing, and optimizing credit policies, ensuring...

, documentation, risk identification, management, monitoring, administration, and stress testing. In this role, the ICM Portfolio...Institutional Credit Management (ICM) works closely with our front line businesses to serve as a critical component...

, integrated multi-year forecast for cash flow and funding Support the Group's stress testing and scenario analysis, including... macro scenarios and working with teams across the business to develop PRA style stress testing Analyse...

exposures and conduct stress testing and scenario analysis. Assist in the development and enhancement of market risk models.... Credit and Counterparty Risk: Conduct credit risk assessments and analyse the creditworthiness of counterparties. Monitor...

exposures and conduct stress testing and scenario analysis. Assist in the development and enhancement of market risk models.... Credit and Counterparty Risk: Conduct credit risk assessments and analyse the creditworthiness of counterparties. Monitor...

, data profiling, model and variable selection, back-testing, stress testing. Documenting validation findings, providing... estimations, IFRS9, operational risk, asset & liability management, Economic Capital, stress testing, sensitivities, time series...

quantification methodologies, stress testing and regulatory submissions. Preferably have strong Excel skills with knowledge... which maintains ownerships of production, reporting, analytics for business planning, ICAAP and Risk Appetite. In addition, this team...

broader Risk organization to enhance stress testing capability, covering liquidation and concentration Design and develop... and financial analytics You are able to analyse and monitor client trades and portfolios to quantify, manage and balance risk...

expert Work with the broader Risk organization to enhance stress testing capability, covering liquidation and concentration... and financial analytics, i.e. pricing and risk analysis of complex linear and non-linear financial instruments You are able...

, stress testing. Applying quantitative and qualitative techniques to model validation, including challenger models..., Economic Capital, stress testing, sensitivities, time series modelling. Proficiency is SAS & Excel. Knowledge...

capital, liquidity, regulatory reporting, recovery planning and wind-down, public disclosures, stress testing, credit... or ICAAP Liquidity management, liquidity forecasting, ILAAP, NSFR or LCR Regulatory Reporting Stress testing Credit...