Loss Forecasting And Stress Testing Analytics - Vice President

Citi

United States
10+ years financial services experience
Quantitative analysis and modeling
Python sas vba tableau proficiency
This role involves leading quarterly loss forecasting and stress testing processes for US mortgage and retail bank portfolios

Job Summary

  • This role involves leading quarterly loss forecasting and stress testing processes for US mortgage and retail bank portfolios.
  • The successful candidate will perform advanced econometric analysis to estimate the impact of macro-economic trends on key performance indicators.
  • Candidates must ensure model integrity and participate in governance activities while presenting complex findings to senior management.

Matching Summary

This role involves leading quarterly loss forecasting and stress testing processes for US mortgage and retail bank portfolios.

Skills & Requirements

Must-have

  • 10+ years financial services experience
  • Quantitative analysis and modeling
  • Python SAS VBA Tableau proficiency
  • Loss forecasting and stress testing
  • CECL regulatory knowledge
  • Mortgage and retail bank portfolio

Nice-to-have

  • AI solution application interest
  • Strong stakeholder communication skills
  • Process automation innovation
  • Collaborative team environment
  • Strategic policy analytics

Key Requirements

  • Bachelor's or Master's degree in quantitative discipline
  • 10+ years progressive experience in financial services
  • Proficiency in Python, SAS, VBA, and Tableau
  • Experience with CECL and CCAR frameworks
  • Knowledge of mortgage and retail banking regulations

Work Rights

Not specified

Tailored Resume

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