- Citigroup (New York, NY)
- Wholesale stress testing is a newly created team within Wholesale Credit Risk Management, whose purpose is to identify, measure and monitor ... in methodology & scenario design. This senior position will report to head of wholesale stress testing and support end to end stress testing… more
- JPMorgan Chase (Brooklyn, NY)
- …manage the CIB's deposit analytics tasks. As a Treasury Banking Data Analytics - Vice President within the Corporate and Investment Bank (CIB) Treasury (CIBT) ... of the CIB's banking book interest rate risk, develop approaches to liquidity stress testing , and support effective Funds Transfer Pricing, Liquidity Premium… more
- Citigroup (New York, NY)
- …risk management, risk mitigation (hedging strategies), portfolio oversight and optimization, stress testing , and other regulatory deliverables. The group offers ... name concentration strategies + Adapt to various developments in limit setting, stress testing , capital analysis, or regulatory initiatives across the firm… more
- Citigroup (Tampa, FL)
- …group include credit analysis, documentation, risk identification, exposure monitoring and stress testing . ICM coordinates with credit management groups across ... critical component of Citi's first line of defense for wholesale and counterparty credit risk management and works with...for internal and regulatory use on various topics including, stress methodologies, and summarizing stress testing… more
- Citigroup (Irving, TX)
- …group include credit analysis, documentation, risk identification, exposure monitoring and stress testing . ICM coordinates with credit management groups across ... (ICM) is a critical component of Citi's First Line of defense for wholesale and counterparty credit risk (CCR) management. ICM works with Independent Risk teams… more
- Citigroup (New York, NY)
- …across multiples asset classes including rates, equities, credit and commodities + Stress testing techniques, instrument modelling skills desirable + Ability to ... In-Business/1LoD organization dedicated to the development and execution of an end-to-end wholesale credit management platform. This position will be part of the… more
- Citigroup (New York, NY)
- …include portfolio analysis, documentation, risk identification, management, monitoring, administration, and stress testing . The Credit Risk Manager will be part ... to serve as a critical component of our First Line of defense for wholesale and counterparty credit risk management and also with our Independent Risk partners to… more
- Citigroup (Tampa, FL)
- …develop, and test wholesale credit loss models used for regulatory stress testing and reserves calculation including CCAR/DFAST/ICAAP/CECL and internal ... looking to add an experienced quantitative analyst at Assistant Vice President (AVP) level to join the...financial institution is preferred. + Good knowledge of bank stress testing in wholesale credit… more
- Citigroup (Getzville, NY)
- …understanding of concentration risks across country, sector, etc.) + Knowledge of stress testing frameworks, understanding of quantitative & analytical tools, ... insightful portfolio analytics to enable better risk management of wholesale risks within the Banking and International portfolio globally....and methods used in the design of stress testing models for use in loan… more
- Citigroup (New York, NY)
- …products, transactions and positions + Strong grasp of current technologies including stress testing + Highly proficient in Microsoft Excel, PowerPoint, Word ... "end-to-end" credit underwriting, identification, measurement, management, and monitoring for wholesale credit risk across the enterprise. Within ICM, the… more