- 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
- SMBC (New York, NY)
- …its employees. **Role Description** SMBC Bank is seeking a highly skilled Vice President, Quantitative Credit Modeling to join our dynamic team in New York City. ... diverse range of financial services, including banking, leasing, securities, credit cards, and consumer finance. The Group has more...This role focuses on the quantitative model development, validation finding remediation, and maintenance of… more
- SMBC (New York, NY)
- …a competitive portfolio of benefits to its employees. **Role Description** The Director of Credit Stress Loss Modeling will lead the development, validation, ... development, calibration, and documentation of credit risk models (PD, LGD, EAD, loss forecasting) for stress testing and capital planning. + Develop … 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)
- …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
- MUFG (New York, NY)
- …structured financing portfolios, including Equity margin loans, NAV-based fund financing and hybrid credit structures + Support Stress Loss limit and risk ... focus on the identification, measurement, and oversight of market risk exposure/ stress loss arising from bespoke financing transactions, including Equity Margin… 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
- Citigroup (New York, NY)
- … management (ICM) and Risk to continually monitor and manage counterparty risk and stress loss exposure through normal as well as crisis market environments. Our ... Counterparty Trading & Risk is a global business including XVA Trading, In-Business Credit Risk Management and Capital Management. XVA Trading is responsible for the… more
- Synchrony (New York, NY)
- …rate risk, funding and liquidity risk, valuations, deal pricing, capital plan and stress testing, loss forecasting, consumer fraud, and marketing analytics. + ... are used by various businesses and functions within Synchrony to support credit risk, interest rate risk, liquidity risk, deal pricing, valuations, capital plan… more
- Citigroup (Queens, NY)
- …and Monte Carlo simulation. Evaluate conceptual soundness and mathematical formulation. Apply stress -testing models in the credit risk area based on ... I for its Long Island City, NY location. Duties: Validate credit risk models using statistical/mathematical techniques and economic/financial theories. Assess the… more
- Citigroup (New York, NY)
- …and long-term basis for various financial products. Market risk pertains to potential loss due to market movements such as changes in interest rates, equity prices, ... credit spreads and foreign exchange rates. Individuals monitor trading...of reporting + Participate in the development of business-level stress testing that properly considers risk concentrations by single… more