Jorge Sobehart

Head of Credit, Climate and Obligor Risk Analytics at Citigroup

Speaker

Jorge R. Sobehart is a Managing Director, Head of Credit, Climate and Obligor Risk Analytics at Citi, where he manages analytics for credit risk ratings, wholesale climate risk, credit stress testing, CCAR, ICAAP, IFRS9 and CECL reserves, and loss likelihood and loss severity approaches for regulatory capital. Previously he also developed wholesale frameworks for credit risk capital and various credit risk approaches. Dr. Sobehart has over 35 years of professional experience in research and development for government and industry, risk analysis, quantification of uncertainty, probabilistic risk assessment and mathematical modeling. During his career, he has worked for several prestigious institutions making contributions in multiple fields, publishing articles in risk management, finance, theoretical and applied physics, computation and mathematical modeling, and acting as a reviewer for several professional journals and book editors. Dr. Sobehart has advanced degrees in physics and postdoctoral experience at the US-Los Alamos National Laboratory.