Senior Vice President, Loss Forecasting and Stress Testing Analytics

Citi

Quantitative Analyst for Credit risk management at Citi, leading financial forecasting initiatives for mortgage and retail bank portfolios. Engaging in advanced analytics to ensure financial stability and compliance.

Posted 5/27/2026full-timeGurgaon • 🇮🇳 IndiaSeniorWebsite

Tech Stack

Tools & technologies

PythonTableauVBA

About the role

Key responsibilities & impact

Drive the execution of quarterly loss/loan loss reserve forecasting and stress testing processes (e.g., CCAR, QMMF, Recovery Plan) for US mortgage and retail bank 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.
Oversee associated governance activities, ensuring best-in-class practices for documentation, version control, and central results summaries.
Present complex analytical findings and strategic recommendations to managers, senior management, and various review teams.
Consistently assess and mitigate risk in all business decisions, safeguarding the firm's reputation and assets.

Requirements

What you’ll need

13+ 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 mortgage and/or retail bank 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.
A strong work ethic, a collaborative spirit, and the ability to thrive in both independent and team-oriented environments.

Benefits

Comp & perks

Citi is an equal opportunity employer
Accessibility at Citi

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Hard Skills & Tools

quantitative analysisrisk policy analyticseconometric analysisloss forecastingCECLstress testingdata sourcingdata extractionprocess automationforecasting

Soft Skills

quantitative aptitudecritical thinkingproblem-solvingwritten communicationverbal communicationcollaborationindependent workstrategic recommendationspresentation skillsprocess efficiency