Stress Testing and Model Risk Expert

Czym będziesz się zajmować? Responsibilities: Coordinate preparation, execution and reporting of stress risk models across Citi, supporting ICAAP and regulatory stress tests. Assess wholesale credit risk stress loss and capital models, assumptions, implementation and macroeconomic drivers. Review macroeconomic scenarios against portfolio characteristics, methodologies and regulatory expectations. Review CECL and IFRS 9 outputs and overlay governance. Translate business requests into analytical …