- Citigroup (New York, NY)
- …scenario changes on model outputs to senior business leaders + Execute periodic stress testing exercises to monitor WCR's risk appetite and identify vulnerable ... areas. + Provide analytics support to explain the stress test outcome for wholesale lending products....build inventory of benchmarks. + Develop deep expertise in stress testing methodologies and validate fit for… more
- JPMorgan Chase (New York, NY)
- …status quo and striving to be best-in- class. As a Counterparty Vice President on the Quantitative Research (QR) Wholesale Credit team, you will be ... C++ Solid understanding of cleared products, risk management methodologies (VAR and stress testing ) across all asset classes + Strong communication/partnership… more
- Citigroup (New York, NY)
- …for institutional clients. The role is focused on developing counterparty risk & stress testing analytics and analyzing client portfolios and businesses to ... group include credit analysis, documentation, risk identification, exposure monitoring, and stress testing . ICM coordinates with credit management groups across… more
- Citigroup (New York, NY)
- …portfolios, and for integrating solutions into the broader firm-wide risk identification and stress testing framework. **We are seeking a Climate Risk Modeler at ... Senior VP level to lead the effort on:** + Develops,...and transition, to be used in risk identification and stress testing , with a focus on impact… more
- Citigroup (New York, NY)
- …and interest rate derivatives + Demonstrated knowledge of investment portfolio risk, stress testing and intermediate accounting theory, and its practical ... Credit Risk - Funds Underwriting Credit Officer, Asset Management Companies, VP ** **Description** Citi's Commercial Bank (CCB) is a rapidly growing business,… more