- 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
- 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
- Citigroup (New York, NY)
- …is responsible for development of the credit risk models used for Basel, stress -testing, loss reserves for Citi's wholesale credit portfolios. This is a ... loss likelihood and loss severity models for wholesale credit portfolios for Basel, stress -testing (CCAR, ICAAP), reserves (CECL, IFRS9). +… more
- Synchrony (New York, NY)
- …input to develop, document, implement and monitor the build of complex consumer credit risk loss forecasting, reserve and capital models. This successful ... key contributor and lead analyst supporting model development for various models (ALLL, Loss Forecasting, Stress Testing, Capital Planning and CECL) + Perform in… 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
- Citigroup (New York, NY)
- …for its New York, New York location. Duties: Lead development and research for quantitative credit loss models of Held-for-investment (HFI) loans for ... credit products and financial markets; Bank Stress Testing in Wholesale Credit Portfolio; Credit Loss models; and Foundational models including… more
- Synchrony (New York, NY)
- …application of quantitative analysis methods or approaches in relation to credit loss /reserve/recovery models, CECL, etc. + Thorough business knowledge and ... Solid knowledge and experience of credit loss models such as Loss forecasting (PD/LGD/EAD. CECL, Roll rate, etc), Stress testing, Allowance. + Solid… more
- Synchrony (New York, NY)
- …application of quantitative analysis methods or approaches in relation to credit loss /reserve/recovery models, CECL, etc. + Strong programing skills with ... Solid knowledge and experience of credit loss models such as Loss forecasting (PD/LGD/EAD. CECL, Roll rate, etc), Stress testing, Allowance, and other… 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
- Santander US (New York, NY)
- …and FX products + Expertise knowledge of securitized products (eg, prepayment, loss ) and derivatives modeling including stress testing. + Good understanding ... broad range of asset classes (eg, agency and non-agency securitized products, rates, credit and equity) with a strong focus on securitized products. Furthermore, the… more