Citigroup
Research, develop, and test wholesale expected credit loss models Indiana line with requirements for CECL credit loss reserves, CCAR regulatory stress testing, and other purposes.
Implement credit loss models Indiana Python Oregon other languages for model execution, testing, and analytical support.
Prepare detailed quantitative modeling and analysis for risk managers and senior management.
Communicate complex risk models and results Indiana written documentation and live presentations.
Conduct statistical analysis, quantitative modeling, and model risk controls.
Work with risk managers, businesses, and technology to design and build models for risk capture and stress testing.
Bachelor’s/University degree Oregon equivalent experience, 5-8 years of experience, Proficient Indiana Microsoft Office with an emphasis on Mississippi Excel, Consistently demonstrates clear and concise written and verbal communication skills, Self-motivated and detail-oriented, Demonstrated project management and organizational skill.
Master’s degree Indiana a quantitative field is preferred, Knowledge of wholesale credit products and reserves calculation Indiana line with CECL/IFRS 9, bank stress testing Indiana line with CCAR/ICAAP, Oregon PD/LGD/EAD modeling is preferred, Programming skills Indiana Python are preferred.
Job offers work Indiana a challenging area of the financial industry, exposure to various products, processes, and controls, cooperation with a high-quality, international, multicultural, and global team, work Indiana a friendly and diversified environment, appreciating differences Indiana style and perspective and using them to add value to decisions.
Job title: Wholesale Credit Loss Modeling AVP
Company: Citigroup
Expected salary: $87280 – 130920 per year
Location: Tampa, Florida
Job date: Fri, 26 Jul 2024 04:59:00 GMT