AVP- CCAR / QMMF Stress Testing, Forecasting- C12

Integral to Citi Cards success is strong and effective Risk Management that allows us to serve our customers while also protecting Citis interests. NA Cards Risk Management division comprises of highly qualified individuals spread across the globe. The role within the Loss / Loan Loss Reserve Forecasting and Stress Testing team involves calculating and managing the net credit loss and loan loss reserve forecast on a $90BN + portfolio. You will collaborate with the Finance teams to build forecasts for credit losses and loan loss reserves under varying macro-economic and business conditions. You will lead NA Cards efforts around Comprehensive Capital Analysis & Review (CCAR/DFAST) for NA Cards portfolios. Your responsibilities include understanding the key drivers of losses and loan loss reserves, forecasting losses / loan loss reserves accurately, reconciling financial data from disparate sources, presenting findings to key stakeholders and senior management, and ensuring best-in-class governance and documentation practices. You will also drive process efficiencies through automation for data, forecasting, and reporting processes. Key responsibilities include executing Quarterly loss / loan loss reserve forecasting and stress testing processes, governance activities, cross-portfolio collaboration, review and challenge of existing models, understanding reserves calculation and P&L components, partnering with Finance team, collaborating with various teams, creating presentations, establishing standardized documentation, coordinating with Global CCAR Office, and driving process efficiency through automation. Qualifications required for this role include a Bachelors degree in a quantitative discipline, 8+ years of work experience in financial services or management consulting, strong understanding of risk management, knowledge of credit card industry and regulatory activities, hands-on experience with forecasting models, CCAR / DFAST/Stress Testing experience, proficiency in analytical packages, vision for innovative solutions, ability to develop partnerships, and strong written and oral communication skills. Leadership competencies include driving changes to achieve business targets, presenting credibly to various groups, influencing at all levels of management, flexibility in working with different styles, leading by example, appreciating diversity, strong ethics, building cross-functional relationships, contributing to a positive work environment, sharing knowledge, and supporting diversity.,