Wholesale Credit Reserve Overlay Officer - Warsaw jobs at Citi Group in Poland, Warsaw
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Company (1)
Job type
Job categories
Job title (1)
Poland
Warsaw
48 jobs found
27.08.2024
CG
Citi Group Wholesale Credit Reserve Overlay Officer - Warsaw Poland, Masovian Voivodeship, Warsaw
Analyse the CECL/CCAR model output, investigate the period-over-period changes against the portfolio credit quality and composition changes, and the economic assumptions. Present the conclusion in a structured, comprehensive manner, to...
Development and management of model and non-model assumptions, sensitivities and testing of the various wholesale credit stress applications. The candidate will support all activities around the development of the Citi...
ITAM Data Management: Provide guidance to the key stakeholders who manage the system of record of ITAM inventory to ensure the accuracy and integrity of the IT asset inventory data....
Research, develop, and maintain wholesale credit loss models used for regulatory stress testing, with focus on ICAAP and EBA stress testing. Support wholesale credit loss model development for firm’s global...
Investigate the data quality issues to determine the root cause. Define solutions working with technology and relevant business partners to address DQ issues and deliver risk projects. Assist with Data...
Assist the Head of COBRA and Head of Banking Book Basel Review in executing the global Review coverage plan by leading COBRA Reviews of Banking Book Review Entities comprised primarily...
Research, develop, and test wholesale expected credit loss models in line with IFRS9 or CECL requirements, credit loss models used for regulatory stress testing including CCAR/ICAAP and internal stress testing....
Analyse the CECL/CCAR model output, investigate the period-over-period changes against the portfolio credit quality and composition changes, and the economic assumptions. Present the conclusion in a structured, comprehensive manner, to...
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