- 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
- SMBC (New York, NY)
- …A Bachelor's degree with extensive experience may be considered. **Experience:** + 12+ years in wholesale credit risk modeling , with at least 7 years in a ... + Lead the end-to-end development, implementation, and calibration of credit risk models (PD, LGD, delinquency/default, and loss...the impact of various stress scenarios (including CCAR's) on credit risk. + Innovate modeling techniques (eg,… more
- Truist (Atlanta, GA)
- …managing credit policy, portfolio management, loss forecasting, and overall credit processes for Truist's Wholesale Credit Portfolio. The position ... America) **Please review the following job description:** The Chief Wholesale Credit Officer (CWCO) is an executive...Provide oversight of CCAR overlays, CECL, ACL updates, and credit loss forecasting. Governance and Oversight: +… more
- Truist (Charlotte, NC)
- …America) **Please review the following job description:** We are seeking an experienced Wholesale Credit Risk Model Validation Manager to lead the independent ... (CFQ) designation. 3. Experience with machine learning or advanced analytics in credit modeling . 4. Prior experience interacting with regulatory bodies (eg,… more
- SMBC (New York, NY)
- …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
- 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 (New York, NY)
- …implementation results; and Performing and optimizing large numerical codes associated with Wholesale Credit Loss and conducting large-scale financial ... and implement a platform for executing Credit Loss Models for stress testing on Citi's Wholesale...Job Family Group: Risk Management Job Family: Risk Analytics, Modeling , and Validation **Job Family Group:** **Job Family:** **Time… more
- Citigroup (Irving, TX)
- …or CECL/IFRS9 calculation for loss calculation or stress testing wholesale credit portfolios; Performing quantitative review of statistical model ... for its Irving, TX location. Duties: Develop advanced financial quantitative models for wholesale credit losses, including for IFRS9, CECL, and CCAR. Explore… 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