- Citigroup (Tampa, FL)
- …Managers, Internal Auditors and Regulators. + **Responsibilities:** + Research, develop, and maintain wholesale credit loss models used for regulatory stress ... is responsible for development of the credit loss , reserves and stress-testing models for Citi's wholesale...modeling and data analysis. + Extensive knowledge of wholesale credit products and financial markets at… more
- Citigroup (Irving, TX)
- …the credit risk ** loss given default models** used for Basel, stress-testing, loss reserves for Citi's wholesale credit portfolios. This is a highly ... Audit and Regulators. **Responsibilities:** + Research, develop, and maintain advanced scenario-based loss severity models for wholesale credit portfolios… more
- Citigroup (Irving, TX)
- …of technological advances. + Solid knowledge on loss forecasting methodology used in wholesale credit risk in HFI, HFS and FVO. + Past experience working on ... The Wholesale Credit Risk Stress Testing Lead...developing business strategies, calculating CECL reserves, conducting stress tests, loss forecasts, and managing risk appetite for the First… more
- SMBC (Jersey City, NJ)
- …or a related field. **Experience:** + 5+ years of experience in credit risk modeling , with a focus on wholesale or consumer portfolios. + Proven track record ... Bank is seeking a highly skilled Vice President, Quantitative Credit Modeling to join our dynamic team...model development, validation finding remediation, and maintenance of advanced credit risk models for wholesale and commercial… more
- Navy Federal Credit Union (Vienna, VA)
- … credit risk strategies. + Conduct routine research and analysis on wholesale credit and counterparty risk, including evaluating the viability of debt ... goals. This role will be a member of the Credit Risk Analytics, Modeling , and Monitoring team...debt issuers. + Assist in the development of challenger loss forecasting models and track performance metrics through monitoring… more
- Citigroup (New York, NY)
- …with at least one modeling area of specialization among Market Risk , Credit Risk, Loss Forecasting , Wholesale , Retail, PPNR , Consumer Valuation, ... AML , Basel, CCAR , Scenario design and CECL . * Good understanding of model risk policy/procedure , SR 11/7, SR 15/18, OCC 11/12 * Audit experience is recommended Education: * Masters degree(MS/MBA) in Statistics/Economics / Mathematics / Finance preferred.… more