- Mizuho Corporate Bank (New York, NY)
- Summary As a VP-level quantitative credit risk rating model developer, you will be responsible for all aspects of the model development and ... group and partakes in the re-design and re-development of credit risk rating models (PD...portfolios. + Develop credit risk rating methodologies, algorithms, and tools for model … more
- SMBC (New York, NY)
- … Model Risk Management framework, regulation and industry practice (Experience related to Credit Risk Rating Model is better) + Good experience ... and knowledge as Credit Risk Model Owner including developing credit rating... model validator or both (experience related to credit risk rating models is… more
- Citigroup (Getzville, NY)
- …years' experience in Wholesale Credit Risk Management, Project Management, Risk Rating Model Management, and/or other control functions. + Experience ... and Obligor Risk Analytics ("CORA") on transformation of Wholesale Credit risk rating methodologies, definitions, probability of default scales,… more
- Citigroup (Tampa, FL)
- …years' experience in Wholesale Credit Risk Management, Project Management, Risk Rating Model Management, and/or other control functions. . Experience ... and/or internal practices . Partnering with WCCR on transformation of Wholesale Credit risk rating methodologies, definitions, probability of default… more
- Citigroup (Queens, NY)
- …and financial theories to review financial ratios that are used in the Credit Risk Rating models. Analyze ongoing model performance to evaluate if the ... and financial variable forecasting. Validate Wholesale Risk Rating Models and monitor internal credit ...rating council meetings and process meetings, and deliver rating model related information to senior management… more
- American Express (Salt Lake City, UT)
- …industry and country risk coupled with support from internal and external rating model outputs. Assessment includes understanding of the need for credit ... Rating and Underwriting (CRU) sits within the Credit and Fraud Risk division within American...That's why we have Amex Flex, our enterprise working model that provides greater flexibility to colleagues while ensuring… more
- JPMorgan Chase (New York, NY)
- …experience in credit risk management within a financial organization or credit rating agency + Undergraduate or Master's degree in a relevant discipline ... spectrum. Engage with senior members of Treasury/Chief Investment Office Credit Risk and the Portfolio Management teams...and Review stress testing as well as urrent Expected Credit Losses reserve projections. Liaise with independent Model… more
- Morgan Stanley (New York, NY)
- …valuations (when applicable). Make timely and accurate recommendations regarding changes in credit classification and risk rating . - Monitor capital ... Firm from exposure to losses as a result of credit , market, liquidity, model and other risks....the Position The role will reside within the Firm Risk Management's Credit Risk Management… more
- Morgan Stanley (New York, NY)
- …for credit decisions, including credit memos, detailed financial forecasts, and credit risk rating models - Oversee portfolio monitoring across a ... Firm from exposure to losses as a result of credit , market, liquidity, model and other risks....the Position The role will reside within the Firm Risk Management's Credit Risk Management… more
- Capital One (Mclean, VA)
- …and relationships in a business vertical, eg, Commercial & Industrial lending + Create credit risk rating models that are robust, intuitive, well-grounded, ... of America, McLean, Virginia Senior Manager, Quantitative Analysis - Credit Risk Ratings At Capital One data...tools for accuracy, compliance, and user support + Manage model development project timelines against the needs and capacity… more