• Stress Loss Quantification

    Citigroup (Wilmington, DE)
    The Model /Anlys/Valid Officer is a strategic professional who stays abreast of developments within own field and contributes to directional strategy by considering ... the sub-function/job family. **Responsibilities:** + Document end-to-end methodology for Stress Testing, coordinating with heads of Forecasting and Analytics groups… more
    Citigroup (10/05/24)
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  • Senior Quantitative Analyst, Vice President

    MUFG (New York, NY)
    …assist risk identification and materiality measurement within the Americas Region. Credit Loss Forecasting Models: + Forecast stress credit losses according to ... Understanding or ability to quickly learn - credit management platform (software) ie credit loss forecast models, stress lost forecasting, Monte Carlo loss more
    MUFG (10/23/24)
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