- Citigroup (Tampa, FL)
- …verbal and written.* Knowledge of financial products, pricing methodologies, risk management, Basel/CCAR regulatory requirements.* Ability to work independently as ... Team work and commitment a must. **Job Family Group:** Risk Management **Job Family:** Risk Analytics, Modeling,...**Job Family Group:** Risk Management **Job Family:** Risk Analytics, Modeling, and Validation **Time Type:** Full time… more
- Citigroup (Tampa, FL)
- …and leader. The successful candidate will fill a VP-level role as part of the Wholesale Credit Loss Forecasting Analytics (LFA) Team within the Credit ... written documentation and live presentations. + Conduct statistical analysis, quantitative modeling, and model risk controls. + Work with risk managers,… more
- Citigroup (Tampa, FL)
- …and leader. As a successful Candidate you will be a part of the Wholesale Credit Loss Forecasting Analytics Team, which is responsible for statistical models ... live presentations. + Conduct statistical analysis, quantitative modeling, and model risk controls. + Work with ...Statistics, Economics, Finance, etc.) is preferred. + Knowledge of wholesale credit products and reserves calculation in… more
- Citigroup (Tampa, FL)
- …documents and/or internal practices . Partnering with WCCR on transformation of Wholesale Credit risk rating methodologies, definitions, probability of ... the development of robust controls and escalation framework for Wholesale Credit risk rating processes.... Credit Risk Management, Project Management, Risk Rating Model Management, and/or other control… more
- Citigroup (Tampa, FL)
- …production process to reduce production delay and streamline the end-to-end process + To re-visit risk capital model for wholesale , DSFT, and market risk ... a multitude of risk capital calculations covering risk stripes including wholesale , trading, and banking...and quantitative models. + Knowledgeable in modeling framework for credit risk , default correlation, and counterparty default… more
- Citigroup (Tampa, FL)
- …and streamline the report of Internal Capital Adequacy Assessment Process (ICAAP). Enhance the wholesale risk capital global simulation model to improve ... (Asset for sale) and HFI (Hold for investment). Implement wholesale risk capital model libraries... capital to individual obligors and transactions; Working with credit risk , market risk , and… more
- Citigroup (Tampa, FL)
- …+ Develop advanced scenario-based loss likelihood and loss severity models for wholesale credit portfolios. + Develop quantitative methodologies, algorithms, and ... analyses and perform quality control of modeling data and model results. + Manage model risk...Prepare and deliver training materials, presentations, and reports on credit risk analytics for technical and non-technical… more