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Assistant Vice President, Loss Forecasting and Stress Testing Analytics
CitiAssistant 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.
Core Competencies
Role fitCore Competencies
Use this summary to align your resume positioning with the role.
Demonstrates expertise in loss and loan loss reserve forecasting, stress testing processes, and risk management within the financial services sector. Proficient in utilizing econometric models and analytical tools to drive insights and improve forecasting accuracy.
Highest-signal resume keywords
Loss Reserve ForecastingStress Testing (CCAR, DFAST)Econometric ModelingData Science / Machine LearningRisk Management
ATS Keywords
Tailor your resumeApplicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard Skills
Forecasting ModelsRisk Policy AnalyticsP&L CalculationCredit Card Industry KnowledgeRegulatory Compliance (CCAR)Data AnalysisStatistical Analysis
Soft Skills
Cross-Functional CollaborationIndependent ExecutionAnalytical Thinking
Tools & Technologies
SASDataCube/EssbaseMS Office (Excel, PowerPoint)
Industry Keywords
Financial ServicesRetail PortfoliosManager Control AssessmentEnd User ComputingActivity Risk Control Monitoring
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