- Citigroup (New York, NY)
- 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 (New York, NY)
- … stress testing reviewing. Use Value at risk (VaR) to apply risk quantification methodologies and calibrate stress scenarios based on historical and simulated ... profit and loss vectors to back-test the converge of the model parameters. Apply advanced statistical techniques to analyze historical scenarios under stressed… more