- Mizuho Corporate Bank (New York, NY)
- Summary As a VP-level quantitative credit risk rating model developer, you will be responsible for all aspects of the model development and maintenance ... credit risk rating models (PD rating models) for the bank's wholesale portfolio.... credit portfolios. + Develop credit risk rating methodologies, algorithms, and tools for model … more
- Citigroup (Tampa, FL)
- …years' experience in Wholesale Credit Risk Management, Project Management, Risk Rating Model Management, and/or other control functions. . Experience ... will be responsible for the development, design, and implementation of enhanced end-to-end risk rating processes for Wholesale Credit portfolios. **The… more
- Citigroup (Queens, NY)
- … Model /Analysis/Validation Analyst, or related position involving model validation for Wholesale Credit Risk Rating and Scenario Design areas within ... model types. Perform ongoing monitoring of the Wholesale Credit Risk Models and Scenario Design...Project management of validation projects of various types including Wholesale Risk Rating Scorecard, … more
- Citigroup (Tampa, FL)
- …and streamline the report of Internal Capital Adequacy Assessment Process (ICAAP). Enhance the wholesale risk capital global simulation model to improve ... tests and model results analysis. Support component model parameter recalibration including credit spread, rating ...(Asset for sale) and HFI (Hold for investment). Implement wholesale risk capital model libraries… more
- CIBC (NY)
- …(BI), Model Building, PL/SQL (Programming Language), Python (Programming Language), Rating Models, Statistics, Stress Testing, Wholesale Banking At CIBC, we ... be responsible for (1) developing, maintaining and monitoring CECL model risk parameters and the ongoing analytics...CECL business decisions + Develop, enhance and maintain AIRB rating segmentation schema and risk parameters (eg,… more
- JPMorgan Chase (New York, NY)
- …Banking Bank and Asset Management, and will be partner with other functions including Risk , Finance, Model Risk & Development, Technology, and the Regulatory ... Modeling is responsible for developing those models based on internal/external historical data. Model Risk Governance Review (MRGR) Model Risk … more
- Bank of America (Jersey City, NJ)
- …along with the power to make a difference. Join us! **Job Description** : Global Banking Model Risk Management team is seeking a Sr. Quant Fin Analyst to conduct ... and straddles multiple LOBs across the firm. In managing model risk in this space, the candidate...work ethic. **Desired Qualifications:** + Experience with commercial credit risk rating , capital estimation and loss forecasting… more
- Zurich NA (Chicago, IL)
- …include (Arizona- Virtual, Seattle, Denver) Zurich E&S is dedicated 100% to a wholesale distribution model and a product and technology strategy designed to ... business objectives + You will leverage your casualty underwriting acumen across risk assessment, exposure evaluation and pricing to generate and maintain a… more