- 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
- Bank of America (Jersey City, NJ)
- …working on new ways of modelling. + Utilize experience in the areas of credit risk modeling, operational risk modelling, loss forecasting, etc. + Engage ... to assist on the production, analysis and continued enhancement of quantitative modeling, complex financial analytics, stress assumption development and… 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
- Synchrony (New York, NY)
- …input to develop, document, implement and monitor the build of complex consumer credit risk loss forecasting, reserve and capital models. This successful ... key contributor and lead analyst supporting model development for various models (ALLL, Loss Forecasting, Stress Testing, Capital Planning and CECL) + Perform in… 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
- Synchrony (New York, NY)
- …application of quantitative analysis methods or approaches in relation to credit loss /reserve/recovery models, CECL, etc. + Thorough business knowledge and ... Solid knowledge and experience of credit loss models such as Loss forecasting (PD/LGD/EAD. CECL, Roll rate, etc), Stress testing, Allowance. + Solid… 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
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