- 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
- 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