- SMBC (New York, NY)
- …Description** This role will participate in the development and implementation of advanced credit risk stress testing models to assess and mitigate financial ... + Lead the end-to-end development, implementation, and calibration of credit risk models (PD, LGD, delinquency/default, and loss... testing models to evaluate the impact of various stress scenarios (including CCAR's) on credit risk.… more
- Citigroup (New York, NY)
- …services industry. Ten (10) years of experience must include: Assessing forecasting model/ quantitative formulas, capital and stress loss , leveraging and ... Citibank, NA seeks a Credit Portfolio Group Manager for its New York,...Order deliverables) for Citigroup/Citibank NA, which includes top-of-house retail credit risk appetite requirements and business level risk appetite… more
- BMO Financial Group (New York, NY)
- …applicable operating groups, LoBs and assessment units by integrating with existing monthly credit stress loss forecasting processes and working diligently ... process with Capital Markets operating group by integrating with existing counterparty stress loss forecasting processes and working diligently with our 1st… more
- Citigroup (New York, NY)
- …is responsible for development of the credit risk models used for Basel, stress -testing, loss reserves for Citi's wholesale credit portfolios. This is a ... loss likelihood and loss severity models for wholesale credit portfolios for Basel, stress -testing (CCAR, ICAAP), reserves (CECL, IFRS9). +… more
- Citigroup (New York, NY)
- …development. Three (3) years of experience must include: Developing and testing Wholesale Credit Stress Loss models for regulatory practices including CCAR, ... for its New York, NY location. Duties: Develop and implement a platform for executing Credit Loss Models for stress testing on Citi's Wholesale portfolio.… more
- Citigroup (New York, NY)
- …for its New York, New York location. Duties: Lead development and research for quantitative credit loss models of Held-for-investment (HFI) loans for ... credit products and financial markets; Bank Stress Testing in Wholesale Credit Portfolio; Credit Loss models; and Foundational models including… more
- JPMorgan Chase (New York, NY)
- …Duties: Monitor risk exposures and assess the factors that drive the profit and loss for the trading desks. Perform scenario analysis and full revaluation stress ... guidelines. Coordinate with various groups on projects related to risk methodology, stress , risk limits, Value at Risk, and risk infrastructure enhancements. Monitor… more
- MUFG (New York, NY)
- …structured financing portfolios, including Equity margin loans, NAV-based fund financing and hybrid credit structures + Support Stress Loss limit and risk ... focus on the identification, measurement, and oversight of market risk exposure/ stress loss arising from bespoke financing transactions, including Equity Margin… more
- SMBC (New York, NY)
- …**Qualifications and Skills** 1. In-depth knowledge in credit grading, PD/LGD/EAD, loss reserve, CECL, capital and stress testing models 2. Hands on ... Management framework for the NYB and subsidiaries by performing independent validation of Credit Risk, Liquidity Risk, and capital stress testing models with the… more
- Citigroup (New York, NY)
- … management (ICM) and Risk to continually monitor and manage counterparty risk and stress loss exposure through normal as well as crisis market environments. Our ... Counterparty Trading & Risk is a global business including XVA Trading, In-Business Credit Risk Management and Capital Management. XVA Trading is responsible for the… more