Loss Forecasting and Stress Testing Analytics – Analyst I

Citi

Analyst I in Loss Forecasting and Stress Testing Analytics team at Citi. Calculating and managing credit loss forecasts for retail portfolios with a focus on NA cards.

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

ATS Keywords

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Hard Skills

loss forecastingloan loss reserve forecastingstress testingeconometric analysisempirical forecasting modelsdata sciencemachine learningrisk policy analyticsfinancial planningprocess automation

Soft Skills

independent executioncross-functional collaborationprocess efficiencyinnovative solutionspartnership developmentstrong communication skills

Tools & Technologies

SASVBAMS OfficedatacubeEssbase

Industry Keywords

CCARDFASTcredit card industryrisk managementquantitative disciplinemacroeconomic trends

Tech Stack

Tools & technologies

VBA

About the role

Key responsibilities & impact

Work independently to effectively execute Quarterly loss / loan loss reserve forecasting and stress testing processes (CCAR, QMMF, Recovery Plan) deliverables for one or more retail portfolios with primary focus on NA cards.
Associated governance activities (Manager Control Assessment, End User Computing, Activity Risk Control Monitoring and its Assessment Units).
Cross-portfolio and cross-functional collaboration on loss / loan loss reserve forecasting and stress testing analytics.
Assist in review and challenge of existing models, and model outputs to identify areas of improvement relative to portfolio & macro-economic trends.
Understand the calculation of reserves, components of P&L, and the impact of CECL on CCAR results besides understanding the synergies between two processes.
Collaborate with other teams like Risk Modeling, Portfolio & New Account Forecasting, Data Reporting and Finance to complete requests on financial planning & CCAR/DFAST results and increased integration of credit risk & PPNR results.
Perform complex risk policy analytics in terms of sizing the impact of credit/business/regulatory policies on loss performance and incorporate it into the stress testing process.
Perform econometric analysis to estimate and explain the impact of changing macroeconomic trends on Portfolio Performance Losses, delinquency etc.
Establish and continually evolve standardized business and submission documentation.
Collaborate with Risk and Finance organization to understand sources of data and continue to improve the process of defining, extracting and utilizing data.
Identify areas of improvement in BAU and drive process efficiency through process simplification and automation (VBA, SAS, etc.)
Execute information controls (version control, central results summary) to meet business objectives with utmost clarity.

Requirements

What you’ll need

0 - 1 year of work experience in financial services, business analytics or management consulting.
Post graduate degree with specialization in a quantitative discipline: Statistics, Mathematics, Economics, Econometrics, Management, Operations Research or Engineering.
Understanding of risk management.
Knowledge of credit card industry and key regulatory activities (CCAR) is a plus.
Experience in CCAR / DFAST/Stress Testing is preferred.
Strong understanding and hands-on experience with econometric and empirical forecasting models.
Experience in data science / machine learning prefered with ability to handle large datasets.
Experience in using analytical packages like 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

Comp & perks

Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.
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