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RiskMinds International

Savings end soon:

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7 - 10 November 2022
W Barcelona

Jorge Sobehart
Managing Director, Head of Credit and Obligor Risk Analytics at Citigroup at Citigroup


Jorge R. Sobehart is a Managing Director, Head of Credit and Obligor Risk Analytics at Citi, where he currently manages analytics for risk ratings, climate risk stress testing, CCAR, ICAAP, IFRS9 and CECL credit reserves, and loss likelihood and loss severity approaches for Basel regulatory capital. Previously he developed frameworks for wholesale credit risk capital, CCAR/DFAST, stress testing, IFRS9 and CECL reserves, 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.

Agenda Sessions

  • Quantifying Climate Risk Uncertainty in Competitive Business Environments