- Citigroup (Tampa, FL)
- …expert and leader. As a successful Candidate you will be a part of the Wholesale Credit Loss Forecasting Analytics Team, which is responsible for statistical ... as part of local and global initiatives. Responsibilities: + Research, develop, and test wholesale expected credit loss models in line with requirements for… more
- Citigroup (Tampa, FL)
- …report requirement and internal model validation process; Utilizing probability of default, loss given default, and exposure at default modeling to support ... enhance quantitative models for risk capital and stress testing covering wholesale banking book products. Enhance the firm's concentration risk capital measurement… more
- Citigroup (Tampa, FL)
- …loss change explains, and sensitivity analysis across all risk pools, including wholesale , counterparty credit risk, retail, and market risk. + Collaborate ... + Excellent product and risk management knowledges across all risk pools including wholesale , retails, counterparty credit and market risk. + Strong change… more
- Citigroup (Tampa, FL)
- …family. **Responsibilities:** + Develop advanced scenario-based loss likelihood and loss severity models for wholesale credit portfolios. + ... and overall performance. + Conduct reliability analyses and perform quality control of modeling data and model results. + Manage model risk across the entire model… more