Loss Forecasting And Stress Testing Analytics – Assistant Vice President

Work From Home With CiCi

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Loss forecasting
Stress testing
Ccar/dfast
** The Assistant Vice President of Loss Forecasting and Stress Testing Analytics role at Citi focuses on managing cost of credit forecasts and stress testing for a substantial portfolio. The position requires collaboration with various teams to ensure high-quality results and presentations while driving process efficiency through automation. **

Job Summary

  • The Asst. Vice President, Loss Forecasting and Stress Testing role is within the CCAR / QMMF team, tasked with generating and managing Cost of Credit forecasts under alternate macroeconomic and business scenarios for a $120BN+ portfolio.
  • Responsibilities include comparing macroeconomic scenarios, managing model inventory, analyzing model outputs, making adjustments based on statistical analysis, reconciling financial data, and producing summary documents and presentations for senior management and regulators.
  • Key responsibilities involve collaborating with Risk Modeling, Portfolio and New Account Forecasting, Data and Reporting teams, and leading the team through NCL Outlook/Plan Forecasting, Allowance for Credit Losses (ACL) forecasting, and annual stress testing processes.

Matching Summary

Match Score: 75

** The Assistant Vice President of Loss Forecasting and Stress Testing Analytics role at Citi focuses on managing cost of credit forecasts and stress testing for a substantial portfolio. The position requires collaboration with various teams to ensure high-quality results and presentations while driving process efficiency through automation. **

Skills & Requirements

Must-have

  • Loss Forecasting
  • Stress Testing
  • CCAR/DFAST
  • Cost of Credit forecasts
  • Macroeconomic scenarios
  • Risk Management

Nice-to-have

  • Process efficiency
  • Automation
  • Business Acumen
  • Constructive Debate
  • Vision and innovative solutions

Key Requirements

  • Minimum Bachelors, preferably Masters Degree in a quantitative field
  • 7+ years of work experience in financial services or management consulting
  • Strong understanding of risk management
  • Knowledge of credit card industry and key regulatory activities (CCAR) are a plus
  • Understanding of forecasting models
  • CCAR/DFAST execution and submission experience
  • Broad understanding of overall business model and key drivers of P&L
  • In depth experience in using analytical packages (SAS, Smartview, datacube/Essbase, MS Office)

Work Rights

Not specified

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