Citi

Loss Forecasting and Stress Testing Analytics Intermediate Analyst

Citi

full-time

Posted on:

Location Type: Hybrid

Location: Mumbai • India

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About the role

  • The role is within the Credit Loss / Loan Loss Reserve Forecasting and Stress Testing team.
  • This group is specifically tasked with calculating and managing net credit loss and loan loss reserve forecast on a $200BN + portfolio.
  • Responsible for NA Cards and Personal Installment Loan (PIL) Credit Loss / Loan Loss Reserve Forecasting and Stress Testing including Comprehensive Capital Analysis & Review (CCAR/DFAST).
  • Demonstrate strong thought leadership and leverage technical and business acumen.
  • Collaborate with Modeling, Finance, Risk Policy, Governance, Global CCAR office, and External Auditors.
  • Analyze underlying model outputs relative to other business.
  • Present findings to various key stakeholders and senior management across the NA Cards organization.

Requirements

  • Bachelor’s degree in a quantitative discipline: Mathematics, Sciences, Economics, Management, Operations Research, Engineering and Statistics
  • 4+ years of work experience in financial services or related consulting
  • Strong understanding of risk management
  • Knowledge of credit card industry and key regulatory activities (CCAR) are a plus
  • Strong understanding and hands-on experience with econometric and empirical forecasting models
  • Strong CCAR / DFAST/Stress Testing experience is preferred
  • Broad understanding of overall business model and key drivers of P&L
  • 4+ years of experience in using analytical packages, SAS, datacube/Essbase, MS Office (Excel, Powerpoint)
  • Vision and ability to provide innovative solutions to core business practices
  • Ability to develop partnerships across multiple business and functional areas.
  • Strong written and oral communication skills.
Benefits
  • Health insurance
  • Flexible working arrangements
  • Paid time off
  • Professional development
  • Bonuses
Applicant Tracking System Keywords

Tip: use these terms in your resume and cover letter to boost ATS matches.

Hard Skills & Tools
econometric modelsempirical forecasting modelsrisk managementcredit loss forecastingloan loss reserve forecastingstress testingCCARDFASTdata analysisfinancial modeling
Soft Skills
thought leadershipcollaborationcommunicationpartnership developmentinnovative solutionsbusiness acumenpresentation skillsstakeholder engagementanalytical thinkingproblem-solving