- 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
- JPMorgan Chase (Plano, TX)
- …thinking outside the box, challenging the status quo and striving to be best-in-class. The Wholesale Credit Stress Loan Loss Forecasting Team (LLF) team is ... Wholesale businesses and ensuring consistency in methodologies within Wholesale Credit Risk . The team...discipline + 3+ years professional work experience in corporate credit risk or stress testing… 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
- Lincoln Financial (Radnor, PA)
- …you'll be doing** ** Credit Risk Analysis, Modelling & Reporting** + Conduct credit risk analysis under stress scenarios and calculate credit ... economic capital requirements for Lincoln and its subsidiaries. + Apply deep expertise in credit risk modelling to explain stress loss through 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
- 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)
- … Management (ICM) is a critical component of Citi's First Line of defense for wholesale and counterparty credit risk (CCR) management. ICM works with ... of the group include credit analysis, documentation, risk identification, exposure monitoring and stress testing.... Credit Risk Management or equivalent credit experience. + Strong knowledge of Wholesale … more
- Citigroup (Getzville, NY)
- … Management (ICM) is a critical component of Citi's First Line of defense for wholesale and counterparty credit risk (CCR) management. Under the Client ... Key responsibilities of the group include credit analysis, documentation, risk identification, exposure monitoring and stress testing. ICM coordinates with… 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)
- … Wholesale Capital Projects and Data Development team, you will coordinate Credit Risk initiatives across all stakeholders, develop execution strategies, and ... and accountability for the regulatory capital process. The group produces firm-wide credit risk regulatory capital results each month, oversees enhancements to… 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
- Citigroup (New York, NY)
- …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 ... end-to-end credit underwriting, identification, measurement, management, and monitoring for wholesale credit across the enterprise. Within ICM, the Credit… more
- Citigroup (New York, NY)
- …"end-to-end" credit underwriting, identification, measurement, management, and monitoring for wholesale credit risk across the enterprise. Within ICM, ... function in the 1st Line of Defense, to house and consistently manage credit risk activities performed across its Institutional Client Group organization. ICM… more
- Citigroup (Tampa, FL)
- …its Tampa, FL location. Duties: Research, develop, and maintain wholesale credit loss models used for regulatory stress testing including Comprehensive ... Adequacy Assessment Process (ICAAP), European Banking Authority (EBA), internal stress testing, and audited credit reserves subject...for sale or at fair value. Support business, finance, risk managers, fundamental credit risk ,… more
- PenFed Credit Union (Mclean, VA)
- …position. The individual will also assist to develop and implement PenFed's wholesale funding strategy in consideration of liquidity risk , interest rate ... the daily liquidity position, monthly liquidity coverage ratios, and quarterly liquidity stress testing. + Lead the bi-weekly liquidity meeting and better streamline… more
- Citigroup (Tampa, FL)
- …Enterprise Data is a critical component of Citi's first line of defense for wholesale and counterparty credit risk management and works with Independent ... Key responsibilities of the group include credit analysis, documentation, risk identification, exposure monitoring and stress testing. Enterprise Data… more
- Ally (Austin, TX)
- …Finance. The team works with business partners to optimize operations and Auto Finance risk /return profile. * Commercial Credit Risk Analytics & Reporting - ... loan portfolio. These routines are used to monitor portfolio performance, to support credit risk management strategies, to perform credit loss forecasting… more