- 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 ... 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)
- …Risk, Finance, Model Validation, and Regulators. **Responsibilities:** o Research, develop, and maintain wholesale credit loss models used for loss ... guidelines. o Implement loss /reserve models and analytical functions in the wholesale credit risk library o Support business, finance, risk managers,… 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)
- …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