Assistant Vice President, Loss Forecasting and Stress Testing Analytics

Citi

Assistant Vice President in Loss Forecasting and Stress Testing Analytics working on $150BN portfolio. Focused on comprehensive capital analysis and review for retail portfolios with NA cards.

Posted 7/8/2026full-timeGurugram • 🇮🇳 IndiaLeadWebsite

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.
Collaborate with other teams like Risk Modeling, Portfolio & New Account Forecasting, Data Reporting and Finance.
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.
Execute information controls (version control, central results summary) to meet business objectives with utmost clarity.

Requirements

What you’ll need

7+ years work experience in financial services, business analytics or management consulting.
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 is preferred with ability to handle large datasets.
Experience in using analytical packages like SAS, datacube/Essbase, MS Office (Excel, Powerpoint)

Benefits

Comp & perks

Health insurance
Retirement plans
Paid time off
Flexible work arrangements
Professional development

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills & Tools

Forecasting ModelsRisk Policy AnalyticsP&L CalculationCredit Card Industry KnowledgeRegulatory Compliance (CCAR)Data AnalysisStatistical Analysis

Soft Skills

Cross-Functional CollaborationIndependent ExecutionAnalytical Thinking