- Citigroup (Tampa, FL)
- …Florida location. Duties: Develop, enhance and validate methods of measuring and analyzing counterparty credit risk by means of statistical modeling, data ... analysis and Monte Carlo simulation. Conduct rigorous performance tests of all counterparty credit risk models in production through back-testing, impact… more
- Citigroup (Tampa, FL)
- …for its Tampa, FL location. Duties: Develop and implement quantitative models of Counterparty Credit Risk (CCR). Simulate stochastic market factor evolution ... such as Legal, Compliance, Market and Credit Risk , Audit, and Finance to ensure appropriate governance...Methods; Developing and implementing quantitative simulations, pricing models of Counterparty Credit Risk and integrating… more
- Citigroup (Tampa, FL)
- …Data is a critical component of Citi's first line of defense for wholesale and counterparty credit risk management and works with Independent Risk ... as well as client responsiveness. Key responsibilities of the group include credit analysis, documentation, risk identification, exposure monitoring and stress… more