- Citigroup (Irving, TX)
- + The wholesale stress testing team within Citi's Wholesale Credit Risk Portfolio Management Group is hiring an AVP level talent to join the team. ... analytics. **Key Responsibilities:** + Execute monthly stress testing exercises to monitor WCR's risk appetite...analytics support to stress test models in wholesale products, connect the stress testing… more
- Citigroup (New York, NY)
- …portfolio analysis, documentation, risk identification, management, monitoring, administration, and stress testing . The Credit Risk Senior Officer will ... as a critical component of our First Line of defense for wholesale and counterparty credit risk management and also with our Independent Risk partners to… more
- Citigroup (New York, NY)
- …role in ensuring that the modeling framework is aligned to best practices for climate risk modeling and stress testing + Communicate key aspects of climate ... to assess the impact of climate change on the wholesale portfolios globally. The candidate will be responsible for...modeling is required + Deep understanding of climate change/climate risk , stress testing , macroeconomic data… more
- Citigroup (New York, NY)
- …role in ensuring that the modeling framework is aligned to best practices for climate risk modeling and stress testing + Communicate key aspects of climate ... strategies and approaches for assessing the impact of physical risk and transition risk on wholesale...modeling is required + Deep understanding of climate change/climate risk , stress testing , macroeconomic data… more
- Citigroup (Tampa, FL)
- …include credit analysis, documentation, risk identification, exposure monitoring and stress testing . ICM coordinates with credit management groups across ... critical component of Citi's first line of defense for wholesale and counterparty credit risk management and...Potential Future Exposure (PFE), Settlement Risk , Intraday risk , Stress testing and participate… more
- Citigroup (New York, NY)
- … risk (CCR) for institutional clients. The role is focused on developing counterparty risk & stress testing analytics and analyzing client portfolios and ... include credit analysis, documentation, risk identification, exposure monitoring, and stress testing . ICM coordinates with credit management groups across… more
- Citigroup (New York, NY)
- …foreign exchange, and interest rate derivatives + Demonstrated knowledge of investment portfolio risk , stress testing and intermediate accounting theory, and ... is a critical component of Citi's First Line of defense for wholesale and counterparty credit risk (CCR) management. ICM works with the CCB and Independent … more
- Citigroup (Getzville, NY)
- …Risk topics and investment product risk concepts, such as portfolio risk , stress testing , Greeks/sensitivities, bond pricing, derivatives + Excellent ... is a critical component of Citi's First Line of defense for wholesale and counterparty credit risk (CCR) management. ICM works with the CCB and Independent … more
- Citigroup (Tampa, FL)
- …with risk managers, businesses, and technology to design and build models for risk capture and stress testing . Qualifications: + Master's or Doctoral ... DART ( Risk Data, Analytics, Reporting & Technology) is the...used in reserves calculation (CECL & IFRS 9) and stress testing (CCAR, ICAAP, and others). The… more
- Citigroup (Tampa, FL)
- … risk managers, businesses, and technology to design and build models for risk capture and stress testing . Qualifications: + Bachelor's/University degree ... DART ( Risk Data, Analytics, Reporting & Technology) is the...used in reserves calculation (CECL & IFRS 9) and stress testing (CCAR, ICAAP, and others). The… more
- Citigroup (Getzville, NY)
- …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 (Tampa, FL)
- …experiences in management consulting, risk management with financial institutions. Experience with stress testing is a plus. + Excellent product and risk ... loss change explains, and sensitivity analysis across all risk pools, including wholesale , counterparty credit ...tools and dashboards in order to support Global Systematic Stress Testing program. + Collaborate with business… more
- Citigroup (Getzville, NY)
- …improvements opportunities and capabilities to increase consistency, transparency, and reliability of stress testing results. + Partner with Technology to design ... strategic professional who manages governance related activities for the Wholesale Credit Risk - Real Estate. Real...to continue operations throughout times of economic and financial stress . As part of CCAR, the Federal Reserve evaluates… more
- Citigroup (New York, NY)
- … wholesale lending portfolios, and for integrating solutions into the broader firm-wide risk identification and stress testing framework. **We are seeking ... climate risk , for both physical and transition, to be used in risk identification and stress testing , with a focus on impact to commercial and retail… more
- CoStar Realty Information, Inc. (Boston, MA)
- …informed approval of credits, actively manage their portfolio with robust stress testing and surveillance measures, assess refinance risk and execute with a ... with credit risk modeling and analysis (PD, LGD, EL) on wholesale lending. + Familiarity with regulatory framework including CCAR/DFAST, CECL, and Basel III… more
- JPMorgan Chase (Newark, DE)
- …infrastructure changes - specific to Derivatives risk stripe. + Perform quarterly stress testing to support CCAR, ICAAP and Risk Appetite deliverables. ... within CIO is responsible for calculating, analyzing, and reporting firm-wide RWA for market risk , wholesale credit risk and retail risk stripes. The RWA… more
- Truist (Charlotte, NC)
- …flow models, ROE, economic capital, funds transfer pricing, cost allocations, liquidity, stress testing /CCAR, etc. 3. Mastery of standard banking frameworks, ... with the assigned LOBs for the Comprehensive Capital Analysis and Review (CCAR) and Stress Test data submissions and provide feedback to the LOBs on the data… more
- Citigroup (Tampa, FL)
- …in management consulting, risk management with financial institutions. Experience with stress testing is a plus. + Strong quantitative skill and Python ... loss change explains, and sensitivity analysis across all risk pools, including wholesale , counterparty credit .... + Design and develop analytical dashboards/tools to analyze risk exposures, stress loss, stress … more
- Federal Home Loan Bank of Boston (Boston, MA)
- …securities, interest rate derivatives, prepayment projection, credit loss models and stress testing . Solid knowledge of statistics and mathematics ... Model Risk Analyst II Location Boston Apply Now (https://phh.tbe.taleo.net/phh01/ats/careers/v2/applyRequisition?org=FHLBBOSTON&cws=38&rid=412) The Federal Home Loan… 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