Jorge SobehartManaging Director, Quantitative Risk and Stress Testing at Citigroup
Jorge R. Sobehart is a Managing Director at Citi’s Quantitative Risk and Stress Testing unit (Credit and Obligor Risk Analytics) where he currently manages foundational credit risk models and the loan loss reserves, IFRS9 and CECL methodologies for wholesale portfolios. Previously he developed the frameworks for wholesale credit risk capital, stress testing and CCAR/DFAST and various credit risk approaches. During his career, he has worked for several prestigious institutions making contributions and publishing technical articles in multiple fields. He also acted as a reviewer for several professional journals and book editors in risk management, finance, physics, computation and mathematical modeling. Dr. Sobehart has advanced degrees in physics and postdoctoral experience at the US-Los Alamos National Laboratory.