Vice President – Loss Forecasting and Stress Testing Analytics

Citi

Quantitative Analyst in Loss Forecasting and Stress Testing analytics at Citi. Fostering financial stability and compliance for mortgage and retail bank portfolios through advanced analysis and collaboration.

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

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 for US mortgage and retail bank portfolios
Actively participate in the review and challenge of existing models and their outputs
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
Understand and analyze the key drivers of losses and loan loss reserves
Partner with Risk and Finance organizations to optimize data sourcing, definition, extraction, and utilization processes
Identify and champion opportunities for process efficiencies through automation and simplification
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 and stakeholders
Consistently assess and mitigate risk in all business decisions

Requirements

What you’ll need

10+ years of progressive experience in financial services, business analytics, or management consulting
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)
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
Exceptional quantitative aptitude, critical thinking, and problem-solving abilities
Excellent written and verbal communication skills

Benefits

Comp & perks

Health insurance
Flexible working arrangements
Professional development opportunities

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills & Tools

loss forecastingloan loss reserve forecastingstress testingeconometric analysisrisk policy analyticsdata extractiondata utilizationprocess automationquantitative analysisrisk management

Soft Skills

critical thinkingproblem-solvingcommunicationpresentationcollaborationanalytical thinkingleadershiporganizational skillsstrategic thinkingattention to detail