in ICAAP and ICARA will be crucial in preparing reports and providing insights into capital adequacy, stress testing..., and scenario analysis. Strong leadership skills are essential as you will guide cross-functional teams, influence senior management...
statements enhancing the financial risk stress testing and scenario library Work closely with the first line of defence..., etc) building or enhancing our framework (metrics, methodologies, stress testing, policies, etc) review of risk appetite...
'go live' and strategic product launches) Resilience testing, including scenario stress testing Crisis and incident... Crisis Management Contingency Planning IT Service Continuity and Disaster Recovery Cloud Resilience Scenario risk...
successfully. What we're looking for: Stress Testing and Scenario Analysis Design and implement stress-test models to assess..., and stress testing for complex FX products. This position requires a candidate with strong analytical skills, risk expertise...
liquidity risk stress testing and scenario library ownership of the liquidity risk policy and some sections of the ILAAP... investment policy, monetisation value and techniques, liquidity stress testing parametrisation and scenarios, intraday liquidity...
scenario testing as it applies to management of operational resilience risks, including in our Third and Fourth Parties... and scenario testing. Change and third party risk management experience is desirable. Stakeholder management skills – confident...
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...
: 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...
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...
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...