- Citigroup (Irving, TX)
- …Memos, Annual Reviews, Quarterly Reviews, and supporting Portfolio & Industry Reviews and Stress Testing as well as ad-hoc request.** **This role has ... Risk 's shared commitment to ensuring the safety and soundness of wholesale lending.** **ICM Risk Analysis Credit Risk Associates are responsible for a… 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)
- …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