- Citigroup (Irving, TX)
- + The wholesale stress testing team within Citi's Wholesale Credit Risk Portfolio Management Group is hiring an AVP level talent to join the team. ... analytics. **Key Responsibilities:** + Execute monthly stress testing exercises to monitor WCR's risk appetite...analytics support to stress test models in wholesale products, connect the stress testing… more
- Citigroup (Irving, TX)
- …management, risk mitigation (hedging strategies), portfolio oversight and optimization, stress testing , and other regulatory deliverables. The group offers a ... techniques on a macro basis, primarily for the global wholesale lending and counterparty credit risk portfolio....the global wholesale lending and counterparty credit risk portfolio. PMG, which reports into the Banking and… more
- Deloitte (Dallas, TX)
- …with liquidity regulatory reporting (eg, 2052a, LCR, NSFR) + Familiarity with liquidity stress testing (LST) + Working knowledge of funding and liquidity ... Typical engagements include process improvement, operating model design and implementation, risk assessment and management, and controls testing engagements… more
- Citigroup (Irving, TX)
- …complete platform for our users: limit management, usage reports, exception management, stress testing analysis and escalation workflow capabilities are some key ... is responsible for delivering configurable workflow based solutions to manage Wholesale Credit Risk globally. We build tools that collates Limits and Usage data… more
- Citigroup (Irving, TX)
- …portfolio analysis, documentation, risk identification, management, monitoring, administration, and stress testing . The ICM Portfolio Manager (PM) will help ... critical component of our First Line of defense for wholesale and counterparty credit risk management and...to the portfolio owners that may include portfolio reviews, stress tests, risk appetite and underwriting criteria… more
- Citigroup (Irving, TX)
- …and clients and for providing recommendations on modeling approaches for estimating stress testing (transitional and physical), with focus on portfolio credit ... reports to senior bankers to explain results of Transition Risk climate model output in Wholesale Credit...Scenario Climate Scenarios into climate modeling framework. Conduct periodic stress testing activities and the ad-hoc … more
- US Bank (Dallas, TX)
- …dynamic quantitative risk function within US Bank that leads credit stress testing (CCAR) and current expected credit losses (CECL) estimation. ... (MDDS) team is seeking a quantitative model development manager for the wholesale credit risk modeling team. This position will develop wholesale Probability… more