- Citigroup (Irving, TX)
- The Wholesale Credit Risk Stress Testing Lead oversees portfolio risk management activities to minimize credit losses and potential damage to the ... Execute periodic stress testing exercises to monitor risk appetite of wholesale credit ...+ Solid knowledge on loss forecasting methodology used in wholesale credit risk in HFI,… more
- Mizuho Corporate Bank (New York, NY)
- …Unsupervised clustering + Non-linear optimization methods + Deep understanding of the main credit risk stress testing parameters' modeling (TM/PD, LGD, EAD, ... management of methodologies and analytics for the suite of Wholesale and Counterparty credit risk ...5 quantitative developers focused on specialized credit risk analytics supporting credit stress … more
- Citigroup (Irving, TX)
- …ensuring the safety and soundness of wholesale lending across Client Organization. ICM Risk Analysis Credit Risk Senior Analysts are responsible for a ... credit underwriting, identification, measurement, management, and monitoring for wholesale credit across the enterprise. Within ICM,...to ad-hoc transactions and portfolio & industry reviews and stress testing. A Credit Risk … more
- Citigroup (Getzville, NY)
- …quarterly reviews, and the support to ad-hoc transactions and portfolio & industry reviews and stress testing. A Credit Risk Analyst is expected to have a ... a first line of defense business line, to house and consistently manage credit risk activities performed for Citi's institutional clients. ICM's objective is… more
- Citigroup (New York, NY)
- …businesses to serve as a critical component of our First Line of defense for wholesale and counterparty credit risk management and also with our Independent ... analysis, documentation, risk identification, management, monitoring, administration, and stress testing. The Credit Risk Manager will be part of the… more
- Citigroup (Tampa, FL)
- …The team is responsible for development of the credit loss, reserves and stress -testing models for Citi's wholesale credit portfolios. This is a highly ... covering a wide range of responsibilities to support the risk management of global wholesale credit...**Responsibilities:** + Research, develop, and maintain wholesale credit loss models used for regulatory stress … more
- Citigroup (Irving, TX)
- …default models** used for Basel, stress -testing, loss reserves for Citi's wholesale credit portfolios. This is a highly visible individual contributor ... organization, covering a wide range of responsibilities to support risk management of global wholesale credit...develop, and maintain advanced scenario-based loss severity models for wholesale credit portfolios for Basel, stress… more
- SMBC (Jersey City, NJ)
- …the quantitative model development, validation finding remediation, and maintenance of advanced credit risk models for wholesale and commercial portfolios, ... risk models (such as PD, LGD, EAD) for wholesale /commercial/consumer portfolios, including stress testing (CCAR/DFAST), CECL,...+ 5+ years of experience in credit risk modeling, with a focus on wholesale … more
- Citigroup (Irving, TX)
- …"end-to-end" credit underwriting, identification, measurement, management, and monitoring for wholesale credit risk across the enterprise. Within ICM, ... 1st Line of Defense, to house and consistently manage credit risk activities performed across its Institutional...and subsequent credit monitoring across all ICG wholesale credit businesses including Banking, Capital Markets,… more
- JPMorgan Chase (Newark, DE)
- …(BM&A) group within CIO is responsible for calculating, analyzing, and reporting firm-wide RWA for market risk , wholesale credit risk and retail risk ... regulations based on input parameters or infrastructure changes - specific to Derivatives risk stripe. + Perform quarterly stress testing to support CCAR, ICAAP… more
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