- 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
- US Bank (Dallas, TX)
- …forecasting models for CCAR/DFAST and CECL. Desired candidate will have experience of credit loss modeling for these regulatory requirement and knowledge ... is seeking a quantitative model development manager for the wholesale credit risk modeling team....risk modeling team. This position will develop wholesale Probability of Default (PD), Loss Given… more
- JPMorgan Chase (New York, NY)
- …efficient fraud detection; (3) to quantify loss reserve and to estimate future credit loss . CCB Risk Modeling is responsible for developing those models ... CIB ex-trading and CB MRGR - Responsible for VaR and Market Risk Capital, Counterparty Credit Risk and XVA, Wholesale Loss Forecasting and CIB Data Science.… more
- Citigroup (Irving, TX)
- … (CoC) activities for Consumer Credit businesses, including engaging with Modeling groups, in-business Retail and Wholesale Risk, and Finance partners. + ... Officer is a strategic professional who stays abreast of developments within consumer credit risk and provides oversight (as second line of defense Risk function)… more
- Citigroup (Queens, NY)
- …CoC activities for Consumer Credit businesses, including engaging with Modeling groups, in-business Retail and Wholesale groups and Finance groups. ... businesses. Retail Risk Senior Officer will ensure that the Loss Forecasting methodology and forecasted cost of credit...to the loss forecast process knowledge of credit stress test and modeling . + Excellent… 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)
- … loss change explains, and sensitivity analysis across all risk pools, including wholesale , counterparty credit risk, retail, and market risk. + Design and ... develop analytical dashboards/tools to analyze risk exposures, stress loss , stress loss attribution and sensitivity across risk pools. + Design and develop… more
- NextEra Energy (Juno Beach, FL)
- …value, discounted cash flows, forwards, futures, options, interest rates, liquidity, credit , game theory, logic, binomial tree modeling , comparable analysis, ... earnings targets by managing a portfolio of physical and financial wholesale power derivatives including load following, deterministic, and block energy products… more