through the complete mortgage journey. Job Overview: The Counterparty Risk Analyst is responsible for reviewing for new... and renewal Correspondent and TPO partner applications and making an approval recommendation. The Counterparty Risk Analyst...
for overall determination of Risk Weighted Assets (Standardized Approach to Counterparty Credit Risk (SA-CCR)) and Supplementary... Leverage Exposure for Counterparty Credit Risk (CCR) exposures. This includes (i) performing the computational methodologies...
to counterparty default & help meet regulations like CECL. GSST, IFRS9, CCAR. The Applications Development Senior Programmer Analyst... to capital and liquidity. The Stress testing Team is responsible for delivering Stress testing related solutions to Citi’s risk...
and analyzing risk and addresses deficiency of current counterparty credit risk models. Performs rigorous ongoing model performance... tests for all counterparty credit risk models in production regularly by means of backtesting, impact analysis, statistical...