Loss Forecasting and Stress Testing Analytics – Assistant Vice President

Citi

Quantitative Analyst in Loss Forecasting and Stress Testing for a leader in financial services. Drive critical initiatives and ensure financial stability in the banking sector.

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

Tech Stack

Tools & technologies

PythonTableauVBA

About the role

Key responsibilities & impact

Lead Forecasting & Stress Testing: 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.
Enhance Model Validation & Integrity: 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.
Ensure models produce rational, logical, and accurate outcomes.
Strategic Policy Analytics: Conduct sophisticated risk policy analytics to quantify the impact of credit, business, and regulatory policies on loss performance, seamlessly integrating these insights into the stress testing framework.
Advanced Econometric Analysis: 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.
Data-Driven Insights & Automation: Understand and analyze the key drivers of losses and loan loss reserves, their relative importance, and current trends. Leverage this knowledge to generate meaningful and accurate forecasts.
Cross-Functional Collaboration: Partner with Risk and Finance organizations to optimize data sourcing, definition, extraction, and utilization processes, continuously improving our analytical capabilities.
Process Optimization & Innovation: Identify and champion opportunities for process efficiencies through automation (using Python, VBA, SAS, Tableau), simplification of underlying data, forecasting, and reporting processes, including the innovative application of Citi AI solutions.
Governance & Compliance Excellence: Oversee associated governance activities (Manager Control Assessment, End User Computing, Activity Risk Control Monitoring), ensuring best-in-class practices for documentation, version control, and central results summaries.
Stakeholder Engagement & Communication: Present complex analytical findings and strategic recommendations to managers, key stakeholders, senior management, and various review, challenge, and audit teams.
Ethical Risk Management: Consistently assess and mitigate risk in all business decisions, safeguarding the firm's reputation and assets by adhering to regulatory compliance, internal policies, and sound ethical judgment.

Requirements

What you’ll need

7+ 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

Competitive salary
Flexible work hours
Professional development opportunities
Health insurance
Wellness programs

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills & Tools

quantitative analysisloss forecastingstress testingeconometric analysisdata analysisprocess optimizationrisk managementpolicy analyticsautomation

Soft Skills

critical thinkingproblem-solvingcollaborationcommunicationstakeholder engagementethical judgmentattention to detailadaptabilityleadership