- Citigroup (Tampa, FL)
- …production process to reduce production delay and streamline the end-to-end process + To re-visit risk capital model for wholesale, DSFT, and market risk ... model accuracy and reduce model complexity + Refactor the risk capital simulation library to reduce computational demand and runtime. + Re-engineer and… more
- Citigroup (Tampa, FL)
- …The hiring team consists of lead model developers responsible for developing risk capital methodologies covering most areas, including banking book credit ... Risk Capital is a firm-wide metric... Risk Capital is a firm-wide metric to access the...the RC impact with key stakeholders including mode sponsors, risk management, and model validators. + Document… more
- Citigroup (Tampa, FL)
- …of the Finance function, including effective risk challenge and mitigation of risk for capital , liquidity and interest rate risks, Treasury investments, and ... The Finance Chief Risk Office (CRO) team provides risk ...Risk Office (CRO) team provides risk management oversight...Committees Team with a focus on the EUC, SOX, Model , and Escalation programs, producing metrics and reporting for… more
- Citigroup (Tampa, FL)
- …written documentation and live presentations. + Conduct statistical analysis, quantitative modeling, and model risk controls. + Work with risk managers, ... DART ( Risk Data, Analytics, Reporting & Technology) is the...models and analytics ensure that the bank has adequate capital during crisis. We are a diverse group of… more