Loss Forecasting And Stress Testing Analytics – Assistant Vice President

Citigroup

Haryana, India
Hybrid
Loss forecasting
Stress testing analytics
Ccar/dfast execution
Citi is seeking an Assistant Vice President for its Loss Forecasting and Stress Testing Analytics team, responsible for managing credit forecasts and stress testing under various macroeconomic scenarios. The role requires strong analytical skills, collaboration across teams, and experience in risk management within the financial services sector

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 large portfolio.
  • Responsibilities include comparing macro-economic scenarios, managing model inventory, analyzing model outputs, reconciling financial data, producing presentations, and leading management reviews.
  • The role requires collaboration with Risk Modeling, Portfolio and New Account Forecasting, Data and Reporting teams, and involves driving continuous process enhancements, standardization, and automation.

Matching Summary

Match Score: 85

Citi is seeking an Assistant Vice President for its Loss Forecasting and Stress Testing Analytics team, responsible for managing credit forecasts and stress testing under various macroeconomic scenarios. The role requires strong analytical skills, collaboration across teams, and experience in risk management within the financial services sector.

Skills & Requirements

Must-have

  • Loss Forecasting
  • Stress Testing Analytics
  • CCAR/DFAST execution
  • Credit card industry knowledge
  • Risk management understanding
  • SAS, Smartview, MS Office

Nice-to-have

  • Innovative solutions
  • Cross-functional partnerships
  • Drive process efficiency
  • Positive work environment

Key Requirements

  • Bachelors or Masters Degree in quantitative field
  • 7+ years of work experience
  • Forecasting models understanding
  • Work authorization not specified

Work Rights

Not specified

Tailored Resume

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