← Back to jobs

Stress Testing and Model Risk Expert

Description

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 …

Get similar jobs in Poland by email

We'll email you when new jobs similar to this one appear.

Similar jobs

Explore more Software Development jobs in Poland.

Finding similar jobs…