- Citigroup (Tampa, FL)
- …Managers, Internal Auditors and Regulators. + **Responsibilities:** + Research, develop, and maintain wholesale credit loss models used for regulatory stress ... is responsible for development of the credit loss , reserves and stress-testing models for Citi's wholesale...modeling and data analysis. + Extensive knowledge of wholesale credit products and financial markets at… more
- JPMorgan Chase (New York, NY)
- …of study plus 5 years of experience in the job offered or as CIB Wholesale Credit Risk - North America, TCIO Recovery and Resolution, Corporate and Investment ... policies and procedures including Credit Risk Management, Credit Risk Management Wholesale , Credit ...Grading, OTC and F&O Clearing Risk; assessing the following credit risk metrics: Probability of Default (PD), Loss… more
- JPMorgan Chase (Columbus, OH)
- …outside the box, challenging the status quo and striving to be best-in-class. As a Wholesale Credit Risk Manager in Business Banking, you will lead a team of ... Divisional Credit Officers who: decision new credit requests,...various industries and geographies, ensuring appropriate Risk Grading and Loss Given Default assignments to all credits. + Develop… more
- SMBC (Jersey City, NJ)
- …or a related field. **Experience:** + 5+ years of experience in credit risk modeling , with a focus on wholesale or consumer portfolios. + Proven track record ... Bank is seeking a highly skilled Vice President, Quantitative Credit Modeling to join our dynamic team...model development, validation finding remediation, and maintenance of advanced credit risk models for wholesale and commercial… more
- MUFG (New York, NY)
- …supporting business opportunities, improving portfolio returns and protecting MUFG from unforeseen credit loss . The team's core functions include: + Monitoring ... member of our recruitment team will provide more details. Credit Portfolio Management (CPM) is a global function that...of pricing dynamics and relative value. + Familiarity with Wholesale and Investment Banking products as well as structured… more
- Citigroup (Tampa, FL)
- …responsible for development of the credit risk models used for Basel, stress-testing, loss reserves for Citi's wholesale credit portfolios. This is a ... and maintain advanced scenario-based loss likelihood and loss severity models for wholesale credit...in credit risk parameter (Probability of Default, PD/ Loss Given Default, LGD/Exposure at Default, EAD) modeling… more
- Citigroup (Irving, TX)
- …CoC activities for Consumer Credit businesses, including engaging with Modeling groups, in-business Retail and Wholesale groups and Finance groups. ... businesses. Retail Risk Senior Officer will ensure that the Loss Forecasting methodology and forecasted cost of credit...to the loss forecast process knowledge of credit stress test and modeling . + Excellent… more
- Citigroup (Tampa, FL)
- …Model/Analysis/Valid Officer for its Tampa, FL location. Duties: Research, develop, and maintain wholesale credit loss models used for regulatory stress ... metrics. Actively engage across all model development teams with Wholesale Credit & Climate Risk including Probability...Credit & Climate Risk including Probability of Default, Loss Given Default, Exposure at Default, Current Expected … more
- Truist (Richmond, VA)
- …under a single strategic framework. This function encompasses specialized divisions for Credit Loss , Quantitative Finance, Wholesale Risk Rating, Retail ... models used in stress testing (CCAR), the allowance for credit loss (ACL/CECL), market valuation and earnings...Truist is a highly integrated, enterprise-wide Quantitative Risk & Modeling Center of Excellence (COE), designed to unify all… more
- Citigroup (New York, NY)
- …with at least one modeling area of specialization among Market Risk , Credit Risk, Loss Forecasting , Wholesale , Retail, PPNR , Consumer Valuation, ... AML , Basel, CCAR , Scenario design and CECL . * Good understanding of model risk policy/procedure , SR 11/7, SR 15/18, OCC 11/12 * Audit experience is recommended Education: * Masters degree(MS/MBA) in Statistics/Economics / Mathematics / Finance preferred.… more