- Citigroup (Tampa, FL)
- …Managers, Internal Auditors and Regulators. + **Responsibilities:** + Research, develop, and test wholesale credit loss models used for regulatory stress ... in Tampa, Florida. The team is responsible for development of the credit loss and stress-testing models for Citi's wholesale credit portfolios.This is a… more
- Citigroup (New York, NY)
- Wholesale stress testing is a newly created team within Wholesale Credit Risk Management, whose purpose is to identify, measure and monitor vulnerabilities ... framework has been implemented to consolidate and govern stress loss calculations across sub line of business to ensure...design. This senior position will report to head of wholesale stress testing and support end to end stress… more
- Citigroup (New York, NY)
- …analysis for senior management. Ability to understand various risk models especially the wholesale credit risk models and to identify various factors for example ... of measuring and analyzing GSST stress testing RAP stress loss results, for all risk types including credit...and models in market risk of banking book or wholesale credit risk- ideally both + Proficient… more
- JPMorgan Chase (Chicago, IL)
- …and analysis skills to risk grade renewable energy Sponsors not covered by Wholesale Credit Risk. + Conduct portfolio management activities, including approving ... their illiquidity, lack of market transparency, and their "first loss " or junior capital status. TOI forms a significant...quantitative discipline + 7+ years of work experience in Wholesale Credit Risk, Tax Equity, Project Finance… more
- Huntington National Bank (Columbus, OH)
- …independently and collaboratively review and validate models/quantitative frameworks spanning credit , interest rate, market risk, economic capital or capital market ... Work with the lines of businesses to identify any modeling gaps, errors or oversights and recommend ways to...quantitative strategies through research on solving problems related to credit , interest rate, market risk, economic capital or capital… more
- Citigroup (Tampa, FL)
- …Model/Analysis/Validation Officer for its Tampa, FL location. Duties: Research, develop, and maintain wholesale credit loss models used for regulatory stress ... environments, including software development collaboration technologies Git and Bitbucket; Developing credit loss models and pricing models using regression… more
- Citigroup (Irving, TX)
- …plays a critical role in the management, assessment and valuation of Citi's Wholesale Credit classified portfolio, which contains many of the firm's stressed ... including the determination of write-off, reserve and risk of loss amounts that directly impact the P&L of the...a particular understanding of bank loan documentation; + Strong credit analysis and corporate financial modeling , including… 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