Intermediate Analyst – Loss Forecasting, Stress Testing Analytics
Citi
full-time
Posted on:
Location Type: Hybrid
Location: Mumbai • India
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About the role
- Drive the execution of quarterly loss/loan loss reserve forecasting and stress testing processes (e.g., CCAR, QMMF, Recovery Plan) for North American cards portfolios.
- Actively participate in the review and challenge of existing models and their outputs, identifying opportunities for continuous improvement in alignment with portfolio performance and evolving macro-economic trends.
- Conduct sophisticated risk policy analytics to quantify the impact of credit, business, and regulatory policies on loss performance.
- Perform in-depth econometric analysis to estimate and articulate the influence of changing macro-economic trends on key performance indicators such as portfolio losses and delinquency rates.
- Understand and analyze the key drivers of losses and loan loss reserves, their relative importance, and current trends.
- Partner with Risk and Finance organizations to optimize data sourcing, definition, extraction, and utilization processes.
- Identify and champion opportunities for process efficiencies through automation, simplification of underlying data, forecasting, and reporting processes.
Requirements
- Minimum of 4 years of progressive experience in financial services, business analytics, or management consulting, with a strong emphasis on quantitative analysis.
- A post-graduate degree in a quantitative discipline such as Statistics, Mathematics, Economics, Econometrics, Management, Operations Research, or Engineering.
- Demonstrated proficiency in analytical and automation tools (e.g., Python, SAS, VBA, Tableau) and a keen interest in leveraging AI for enhanced efficiency.
- Strong understanding of risk management principles.
- Experience with Loss Forecasting/CECL/ Stress Testing is highly preferred.
- Knowledge of the credit card industry and associated regulatory activities is a significant advantage.
- Exceptional quantitative aptitude, critical thinking, and problem-solving abilities, with a track record of delivering high-quality results.
- Excellent written and verbal communication skills, with the ability to articulate complex analytical concepts to diverse audiences.
Benefits
- Health insurance
- Flexible work arrangements
- Professional development
Applicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard Skills & Tools
quantitative analysisrisk policy analyticseconometric analysisloss forecastingCECLstress testingdata sourcingdata extractiondata utilizationprocess automation
Soft Skills
critical thinkingproblem-solvingquantitative aptitudecommunication skills